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JUN YU [1]
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2024 [1]
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Robust testing for explosive behavior with strongly dependent errors
Journal article
Lui, Yiu Lim, Phillips, Peter C.B., Yu, Jun. Robust testing for explosive behavior with strongly dependent errors[J]. Journal of Econometrics, 2024, 238(2), 105626.
Authors:
Lui, Yiu Lim
;
Phillips, Peter C.B.
;
Yu, Jun
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TC[WOS]:
3
TC[Scopus]:
3
IF:
9.9
/
6.7
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Submit date：2024/02/22
Explosiveness
Har Test
Long Memory
s&p 500
Unit Root Test
