Detecting and Forecasting Bubbles in a Near-Explosive Random Coefficient Model
Authors
AN Banerjee, G Chevillon, M Kratz
Publication date
2020
Source
The Econometrics Journal, 2020
Publisher
Working Paper
Scholar articles
A Banerjee, G Chevillon, M Kratz - The Econometrics Journal, 2020
Detecting and forecasting large deviations and bubbles in a near-explosive random coefficient model*
AN Banerjee, G Chevillon, M Kratz - Available at SSRN 2322360, 2013
AN Banerjee, G Chevillon, M Kratz - 2014