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Unit root testing for bubbles: A resurrection?

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Author Info
Waters, George A.

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Abstract

Evans [Evans, G., Pitfalls in testing for explosive bubbles in asset prices. The American Economic Review 1991;81;922-930] and Charemza and Deadman [Charemza, W., Deadman, D., Speculative bubbles with stochastic explosive roots: The failure of unit root testing. Journal of Empirical Finance 1991;2;153-163] present models of bubbles that are not detectable by unit root tests. This paper shows that for a more natural log specification of the tests, bubbles generated by the latter model are detectable.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4THJGGK-1/2/496fa6fcd49738446301d7d05b044c63
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Publisher Info
Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 101 (2008)
Issue (Month): 3 (December)
Pages: 279-281
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Handle: RePEc:eee:ecolet:v:101:y:2008:i:3:p:279-281

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Web page: http://www.elsevier.com/locate/ecolet

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Related research
Keywords: Periodically collapsing bubbles Stochastic explosive root processes;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jahan-Parvar, Mohammad & Waters, George, 2009. "Equity Price Bubbles in the Middle Eastern and North African Financial Markets," MPRA Paper 17859, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-12-12.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.