UM

Browse/Search Results:  1-1 of 1 Help

Selected(0)Clear Items/Page:    Sort:
A new heteroskedasticity-robust test for explosive bubbles Journal article
Harvey, David I., Leybourne, Stephen J., Taylor, A. M.Robert, Zu, Yang. A new heteroskedasticity-robust test for explosive bubbles[J]. Journal of Time Series Analysis, 2024.
Authors:  Harvey, David I.;  Leybourne, Stephen J.;  Taylor, A. M.Robert;  Zu, Yang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.2/1.4 | Submit date:2024/11/05
Rational Bubble  Explosive Autoregression  Time-varying Volatility  Kernel Smoothing  Right-tailed Unit Root Testing  Union Of Rejections