Detecting periodically collapsing bubbles: A Markov-switching unit root test

Journal of Applied Econometrics

Volumn 14, Issue 2, 1999, Pages 143-154

  Hall, Stephen G ^a,b   Psaradakis, Zacharias ^c   Sola, Martin ^c,d  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c UNIVERSITY OF LONDON   (United Kingdom)

^d UNIVERSIDAD TORCUATO DI TELLA   (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033440007     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199903/04)14:2<143::AID-JAE500>3.0.CO;2-X     Document Type: Article

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