Explosive Behavior in the 1990s' NASDAQ: When Did Exuberance Escalate Asset Values?
暂无分享,去创建一个
[1] Jun Yu,et al. Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data , 2009 .
[2] K. Knight,et al. No Country for Old Unit Root Tests: Bridge Estimators Differentiate between Nonstationary Versus Stationary Models and Select Optimal Lag , 2008 .
[3] P. Phillips,et al. Limit Theory for Moderate Deviations from Unity , 2007 .
[4] Christian Gourieroux,et al. Indirect Inference for Dynamic Panel Models , 2006 .
[5] Irrational Exuberance. Irrational exuberance? , 2006, Nature Biotechnology.
[6] Pietro Veronesi,et al. Technological Revolutions and Stock Prices , 2005 .
[7] Apostolos Serletis,et al. Rational bubbles or persistent deviations from market fundamentals , 2005 .
[8] L. Gil‐Alana,et al. A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach , 2005 .
[9] R. Gürkaynak. Econometric Tests of Asset Price Bubbles: Taking Stock , 2005 .
[10] Peter C. B. Phillips,et al. Limit Theory for Moderate Deviations from a Unit Root , 2004 .
[11] Markus K. Brunnermeier,et al. Hedge Funds and the Technology Bubble , 2003 .
[12] R. Thaler,et al. Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs , 2003, Journal of Political Economy.
[13] P. Phillips,et al. Nonstationary Discrete Choice , 2002 .
[14] Melvyn J. Weeks,et al. Simulation-based Inference in Econometrics: Simulation-based inference in econometrics: methods and applications , 2008 .
[15] Michael J. Cooper,et al. A Rose.Com by Any Other Name , 2000 .
[16] Wenjiang J. Fu,et al. Asymptotics for lasso-type estimators , 2000 .
[17] Peter C. B. Phillips,et al. Nonstationary Binary Choice , 2000 .
[18] Eduardo S. Schwartz,et al. Rational Pricing of Internet Companies , 2000 .
[19] J. Olivier. Growth-Enhancing Bubbles , 2000 .
[20] Richard H. Thaler,et al. The End of Behavioral Finance , 1999 .
[21] Zacharias Psaradakis,et al. Detecting periodically collapsing bubbles: a Markov‐switching unit root test , 1999 .
[22] A. Lo,et al. THE ECONOMETRICS OF FINANCIAL MARKETS , 1996, Macroeconomic Dynamics.
[23] Yangru Wu. RATIONAL BUBBLES IN THE STOCK MARKET: ACCOUNTING FOR THE U.S. STOCK‐PRICE VOLATILITY , 1997 .
[24] James G. MacKinnon,et al. Approximate bias correction in econometrics , 1998 .
[25] A. Borodin,et al. Handbook of Brownian Motion - Facts and Formulae , 1996 .
[26] N. Touzi,et al. Calibrarion By Simulation for Small Sample Bias Correction , 1996 .
[27] Serena Ng,et al. Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag , 1995 .
[28] D. Kohn. Minutes of the Federal Open Market Committee Meeting Held on September 30, 1997 , 1994 .
[29] Anthony A. Smith,et al. Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions , 1993 .
[30] John W. Galbraith,et al. Testing for a Unit Root , 1993 .
[31] D. Andrews. Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models , 1993 .
[32] J. Stock,et al. Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence , 1992 .
[33] G. Evans,et al. On the Robustness of Bubbles in Linear RE Models , 1992 .
[34] G. Evans. Pitfalls in Testing for Explosive Bubbles in Asset Prices , 1991 .
[35] Mark Schilling,et al. The Longest Run of Heads , 1990 .
[36] Robert P. Flood,et al. On Testing for Speculative Bubbles , 1990 .
[37] Stock price volatility , 1990 .
[38] Kenneth A. Froot,et al. Intrinsic Bubbles: the Case of Stock Prices , 1989 .
[39] George W. Evans,et al. The fragility of sunspots and bubbles , 1989 .
[40] Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation: Discussion , 1988 .
[41] K. West,et al. Bubbles, Fads, and Stock Price Volatility Tests: a Partial Evaluation , 1988 .
[42] Herschel I. Grossman,et al. Explosive Rational Bubbles in Stock Prices , 1988 .
[43] W. Andrew,et al. LO, and A. , 1988 .
[44] Herschel I. Grossman,et al. On the Inception of Rational Bubbles , 1987 .
[45] P. Phillips. Time series regression with a unit root , 1987 .
[46] Robert J. Shiller,et al. Cointegration and Tests of Present Value Models , 1987, Journal of Political Economy.
[47] B. Efron. The jackknife, the bootstrap, and other resampling plans , 1987 .
[48] P. Phillips. Testing for a Unit Root in Time Series Regression , 1988 .
[49] R. Shiller,et al. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors , 1986 .
[50] K. West. A Specification Test for Speculative Bubbles , 1986 .
[51] Robert P. Flood,et al. Asset Price Volatility, Bubbles, and Process Switching , 1986 .
[52] J. Tirole. ASSET BUBBLES AND OVERLAPPING GENERATIONS , 1985 .
[53] R. Shiller. Stock Prices and Social Dynamics , 1984 .
[54] Robert P. Flood,et al. On the equivalence of solutions in rational expectations models , 1983 .
[55] J. Tirole. On the Possibility of Speculation under Rational Expectations , 1982 .
[56] M. Watson,et al. Bubbles, Rational Expectations and Financial Markets , 1982 .
[57] J. Robert,et al. SHILLER, . Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?, The American Economic Review, , . , 1981 .
[58] Robert P. Flood,et al. Market Fundamentals versus Price-Level Bubbles: The First Tests , 1980, Journal of Political Economy.
[59] O. Blanchard,et al. Speculative bubbles, crashes and rational expectations , 1979 .
[60] Chris Chatfield,et al. Introduction to Statistical Time Series. , 1976 .
[61] M. H. Quenouille. NOTES ON BIAS IN ESTIMATION , 1956 .
[62] Maurice G. Kendall,et al. NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION , 1954 .