Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations
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KeywordsRight-tailed unit root tests; GSADF; Size and power properties; Sieve bootstrap; International housing market;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-07-02 (All new papers)
- NEP-ECM-2017-07-02 (Econometrics)
- NEP-ETS-2017-07-02 (Econometric Time Series)
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