Duration dependence test for rational bubbles in Chinese stock market
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Greene, William H., 1980. "Maximum likelihood estimation of econometric frontier functions," Journal of Econometrics, Elsevier, vol. 13(1), pages 27-56, May.
- Mas-Colell, Andreu & Whinston, Michael D. & Green, Jerry R., 1995. "Microeconomic Theory," OUP Catalogue, Oxford University Press, number 9780195102680.
- Hill, Tim & Marquez, Leorey & O'Connor, Marcus & Remus, William, 1994. "Artificial neural network models for forecasting and decision making," International Journal of Forecasting, Elsevier, vol. 10(1), pages 5-15, June.
- Setiono, Rudy & Thong, James Y. L., 2004. "An approach to generate rules from neural networks for regression problems," European Journal of Operational Research, Elsevier, vol. 155(1), pages 239-250, May.
- Greene, William H., 1980. "On the estimation of a flexible frontier production model," Journal of Econometrics, Elsevier, vol. 13(1), pages 101-115, May.
- Daniel Santin & Francisco Delgado & Aurelia Valino, 2004. "The measurement of technical efficiency: a neural network approach," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 627-635.
- Fried, Harold O. & Lovell, C. A. Knox & Schmidt, Shelton S. (ed.), 1993. "The Measurement of Productive Efficiency: Techniques and Applications," OUP Catalogue, Oxford University Press, number 9780195072181.
- Meeusen, Wim & van den Broeck, Julien, 1977. "Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 435-444, June.
- R. D. Banker & A. Charnes & W. W. Cooper, 1984. "Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis," Management Science, INFORMS, pages 1078-1092.
- Hindriks, Jean, 2001.
" Mobility and Redistributive Politics,"
Journal of Public Economic Theory,
Association for Public Economic Theory, vol. 3(1), pages 95-120.
- HINDRIKS, Jean, "undated". "Mobility and redistributive politics," CORE Discussion Papers RP 1536, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Guermat, C. & Hadri, K., 1999. "Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison," Discussion Papers 9916, Exeter University, Department of Economics.
- Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
- Richmond, J, 1974. "Estimating the Efficiency of Production," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(2), pages 515-521, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alberto Madrid & Luis A. Hierro, 2015. "Burbujas especulativas: el estado de una cuestión poco estudiada," Cuadernos de Economía - Spanish Journal of Economics and Finance, ELSEVIER, pages 123-138.
- He, Qing & Qian, Zongxin & Fei, Zhe & Chong, Terence Tai Leung, 2016. "Do Speculative Bubbles Migrate in the Chinese Stock Market?," MPRA Paper 80575, University Library of Munich, Germany.
- Lehkonen, Heikki, 2010. "Bubbles in China," International Review of Financial Analysis, Elsevier, vol. 19(2), pages 113-117, March.
- Wang, Miao & Wong, M. C. Sunny, 2015. "Rational speculative bubbles in the US stock market and political cycles," Finance Research Letters, Elsevier, vol. 13(C), pages 1-9.
- repec:eee:riibaf:v:42:y:2017:i:c:p:454-467 is not listed on IDEAS
- Jung-Suk Yu & M. Kabir Hassan, 2010. "Rational speculative bubbles in MENA stock markets," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(3), pages 247-264, August.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:15:y:2008:i:8:p:635-639. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/RAEL20 .
We have no references for this item. You can help adding them by using this form .