Robust testing for explosive behavior with strongly dependent errors
Work
Year: 2023
Type: article
Source: Journal of Econometrics
Authors Yiu Lim Lui, Peter C.B. Phillips, Jun Yu
Institutions Dongbei University of Finance and Economics, Singapore Management University, University of Auckland, Yale University, University of Macau
Cites: 50
Cited by: 3
Related to: 10
FWCI: 1.472
Citation percentile (by year/subfield): 57.88
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funders National Science Foundation, Ministry of Education - Singapore, University of Auckland, Dongbei University of Finance and Economics
Grant IDS SES 18-50860, MOE-T2EP402A20-0002, ,