Shi, Shu-Ping - In: Empirical Economics 45 (2013) 2, pp. 697-713
The aim of this article is to provide some empirical guidelines for the practical implementation of the Markov-switching augmented Dickey–Fuller (MSADF) test proposed by Hall et al. (J Appl Econom 14:143–154, <CitationRef CitationID="CR12">1999</CitationRef>) for detecting explosive bubble behavior. We conduct simulation studies to...</citationref>
