-
1
-
-
0038712428
-
Periodically collapsing bubbles in the US stock market?
-
Bohl M.T. Periodically collapsing bubbles in the US stock market?. International Review of Economics and Finance 12 (2003) 385-397
-
(2003)
International Review of Economics and Finance
, vol.12
, pp. 385-397
-
-
Bohl, M.T.1
-
2
-
-
21144465257
-
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
-
Chan K.S. Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model. The Annals of Statistics 21 (1993) 520-533
-
(1993)
The Annals of Statistics
, vol.21
, pp. 520-533
-
-
Chan, K.S.1
-
3
-
-
0000754766
-
Explosive rational bubbles in stock prices?
-
Diba B.T., and Grossman H.I. Explosive rational bubbles in stock prices?. American Economic Review 78 (1988) 520-530
-
(1988)
American Economic Review
, vol.78
, pp. 520-530
-
-
Diba, B.T.1
Grossman, H.I.2
-
4
-
-
84936067423
-
The theory of rational bubbles in stock prices
-
Diba B.T., and Grossman H.I. The theory of rational bubbles in stock prices. Economic Journal 98 (1988) 746-754
-
(1988)
Economic Journal
, vol.98
, pp. 746-754
-
-
Diba, B.T.1
Grossman, H.I.2
-
5
-
-
0000472488
-
The likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey D.A., and Fuller W.A. The likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49 (1981) 1057-1072
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
6
-
-
0032345729
-
Unit-root Tests and asymmetric adjustment with an example using the term structure of interest rates
-
Enders W., and Granger C.W.J. Unit-root Tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business and Economic Statistics 16 (1998) 304-311
-
(1998)
Journal of Business and Economic Statistics
, vol.16
, pp. 304-311
-
-
Enders, W.1
Granger, C.W.J.2
-
8
-
-
0000013567
-
Cointegration and error correction: Representation, estimation and testing
-
Engle R.F., and Granger C. Cointegration and error correction: Representation, estimation and testing. Econometrica 55 (1987) 251-276
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.2
-
9
-
-
0000945847
-
Pitfalls in testing for explosive bubbles in asset prices
-
Evans G.W. Pitfalls in testing for explosive bubbles in asset prices. American Economic Review 81 (1991) 922-930
-
(1991)
American Economic Review
, vol.81
, pp. 922-930
-
-
Evans, G.W.1
-
10
-
-
84864410847
-
Testing for a unit root in time series with pretest data-based model selection
-
Hall A. Testing for a unit root in time series with pretest data-based model selection. Journal of Business and Economic Statistics 12 (1994) 461-470
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 461-470
-
-
Hall, A.1
-
11
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
-
Johansen S. Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica 59 (1991) 1551-1580
-
(1991)
Econometrica
, vol.59
, pp. 1551-1580
-
-
Johansen, S.1
-
12
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root
-
Kwiatkowski D., Phillips P., Schmidt P., and Shin Y. Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics 54 (1992) 159-178
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.2
Schmidt, P.3
Shin, Y.4
-
13
-
-
0002378331
-
Critical values for cointegration tests
-
Engle R.F., and Granger C.W. (Eds), Oxford University Press, Oxford
-
MacKinnon J.G. Critical values for cointegration tests. In: Engle R.F., and Granger C.W. (Eds). Long-run economic relationships: Readings in cointegration (1991), Oxford University Press, Oxford 267-276
-
(1991)
Long-run economic relationships: Readings in cointegration
, pp. 267-276
-
-
MacKinnon, J.G.1
-
15
-
-
21844492807
-
Response surface estimates of the KPSS stationarity test
-
Sephton P.S. Response surface estimates of the KPSS stationarity test. Economics Letters 47 (1995) 255-261
-
(1995)
Economics Letters
, vol.47
, pp. 255-261
-
-
Sephton, P.S.1
-
16
-
-
0032357914
-
Periodically collapsing stock price bubbles: A robust test
-
Taylor M.P., and Peel A.P. Periodically collapsing stock price bubbles: A robust test. Economics Letters 61 (1998) 221-228
-
(1998)
Economics Letters
, vol.61
, pp. 221-228
-
-
Taylor, M.P.1
Peel, A.P.2
|