hps.dat
Creators:
Stephen G. Hall
;
Zacharias Psaradakis
;
Martin Sola
From the dataset abstract
This paper addresses the problem of testing for the presence of a stochastic bubble in a time series in the case that the bubble is periodically collapsing so that the asset price keeps...
Source: Detecting periodically collapsing bubbles: a Markov-switching unit root test (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e1728172-1a98-4124-b749-c8564fbcb48d/resource/c6eb9ae3-3d48-45ee-98ba-58f0921d8bf2/download/hps.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
