Nonlinearities and tests of asset price bubbles
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-015-0976-1.pdf
Reference9 articles.
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3. Hamilton JD (1996) Specification testing in Markov-switching time-series models. J Econom 70(1):127–157
4. Maldonado WL, Tourinho OA, Valli M (2012) Exchange rate bubbles: fundamental value estimation and rational expectations test. J Int Money Finance 31(5):1033–1059
5. van Norden S (1996) Regime switching as a test for exchange rate bubbles. J Appl Econom 11(3):219–251
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