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Unit root testing for bubbles: A resurrection? · Study

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ArticleUnit root testing for bubbles: A resurrection?

George Waters2008

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Articlegreen2008

Unit root testing for bubbles: A resurrection?

16 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

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References

1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1988Explosive Rational Bubbles in Stock Prices 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices 1986On the Theory of Testing for Unit Roots in Observed Time Series 1998Periodically collapsing stock price bubbles: a robust test 2002Periodically collapsing bubbles in the US stock market?2007Have Equity REITs Experienced Periodically Collapsing Bubbles?2006An evolutionary game theory explanation of ARCH effects

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2007REIT markets and rational speculative bubbles: an empirical investigation

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Year2008

Typearticle

Published2008-09-25

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations16

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2008.09.002

openalex_workW2006755140

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