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Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye; Li, Jian; Li, Qiyuan - In: Oxford bulletin of economics and statistics 85 (2023) 4, pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - In: Journal of financial econometrics 21 (2023) 4, pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020
Persistent link: https://www.econbiz.de/10012320631
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Bubble mitigation policies: counterfactual analysis and treatment effect inference
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2025
Persistent link: https://www.econbiz.de/10015417473