exuber: Recursive Right-Tailed Unit Root Testing with R
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DOI: 10.24149/gwp383r1
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References listed on IDEAS
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Cited by:
- Janusz Sobieraj & Dominik Metelski, 2021. "Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities," JRFM, MDPI, vol. 14(9), pages 1-29, September.
- Paul Mortimer-Lee, 2025. "The British Fiscal Morass and why the October Budget Made it Worse," National Institute of Economic and Social Research (NIESR) Policy Papers 43, National Institute of Economic and Social Research.
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More about this item
Keywords
Mildly explosive time series; Right-tailed unit root tests; R;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2020-06-15 (Econometric Time Series)
- NEP-ORE-2020-06-15 (Operations Research)
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