Testing for multiple bubbles: Limit theory of real-time detectors
This article provides the limit theory of real-time dating algorithms for bubble detection that were suggested in Phillips, Wu, and Yu (PWY; International Economic Review 52 [2011], 201-26) and in a companion paper by the present authors (Phillips, Shi, and Yu, 2015; PSY; International Economic Revi...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1794 https://ink.library.smu.edu.sg/context/soe_research/article/2793/viewcontent/P_ID_52651_TestingforMultipleBubbles2_LimitTheoryRealTime_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |