Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
- 1 January 1998
- journal article
- Published by Walter de Gruyter GmbH in Studies in Nonlinear Dynamics and Econometrics
- Vol. 3 (1)
- https://doi.org/10.2202/1558-3708.1038
Abstract
No abstract availableAll Related Versions
This publication has 1 reference indexed in Scilit:
- Regime switching as a test for exchange rate bubblesJournal of Applied Econometrics, 1996