Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/10/1/198/2280083/nbr009.pdf
Reference23 articles.
1. Tests for Parameter Instability and Structural Change With Unknown Change Point
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3. Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
4. On the Theory of Testing for Unit Roots in Observed Time Series
5. Tests of stationarity against a change in persistence
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