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Speculative bubbles with stochastic explosive roots: The failure of unit root testing
15 references·3 citing·34 second hop
Speculative bubbles with stochastic explosive roots: The failure of unit root testing (1995)Speculative bubbles with stochastic explo…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…An introduction to stochastic unit-root processes (1997)An introduction to stochastic…Rational bubbles (1993)Rational bubblesStock Price Volatility: Tests Based on the Geometric Random Walk (1992)Stock Price Volatility: Tests…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…On Testing for Speculative Bubbles (1990)On Testing for Speculative Bu…Lectures on Macroeconomics. (1990)Lectures on Macroeconomics.Lectures on macroeconomics (1990)Lectures on macroeconomicsIntrinsic Bubbles: The Case of Stock Prices (1989)Intrinsic Bubbles: The Case o…The Theory of Rational Bubbles in Stock Prices (1988)The Theory of Rational Bubble…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…A Specification Test for Speculative Bubbles (1987)A Specification Test for Spec…On the Theory of Testing for Unit Roots in Observed Time Series (1986)On the Theory of Testing for …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Exchange rate bubbles: Fundamental value estimation and rational expectations test (2012)Exchange rate bubbles: Fundam…Equity price bubbles in the Middle Eastern and North African Financial markets (2009)Equity price bubbles in the M…Efficient Markets, Fundamentals, and Crashes (1998)Efficient Markets, Fundamenta…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Cointegration and Tests of Present Value Models (1987)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Asset Prices in an Exchange Economy (1978)On the Possibility of Speculation under Rational Expectations (1982)Asset Bubbles and Overlapping Generations (1985)BUBBLES AND FADS IN ASSET PRICES (1989)Bubbles and Volatility of Stock Prices: Effect of Mimetic Contagion (1991)Expectations and bubbles in asset pricing experiments (2007)Time Series Analysis: Forecasting and Control (1977)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Ants, Rationality, and Recruitment (1993)Efficient market hypothesis and forecasting (2003)Dating the timeline of financial bubbles during the subprime crisis (2011)Explaining the Variance of Price–Dividend Ratios (1992)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Rational Asset Pricing Bubbles (1997)The cyclical behaviour of fiscal policy: evidence from the OECD (2002)Long-term economic growth projections in the Shared Socioeconomic Pathways (2015)An Aging Society: Opportunity or Challenge? (1990)Price-level determinacy without control of a monetary aggregate (1995)Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem? (2000)Cointegration and speed of convergence to equilibrium (1996)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)
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References

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  • 1990Lectures on macroeconomics1,389 cited
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  • 1998Efficient Markets, Fundamentals, and Crashes27 cited

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  • 2009Equity price bubbles in the Middle Eastern and North African Financial markets23 cited
  • 2012Exchange rate bubbles: Fundamental value estimation and rational expectations test15 cited