Testing for rational bubbles in a coexplosive vector autoregression

Tom Engsted and Bent Nielsen

Econometrics Journal, 2012, vol. 15, issue 2, 226-254

Date: 2012
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Working Paper: Testing for rational bubbles in a co-explosive vector autoregression (2010)
Working Paper: Testing for rational bubbles in a co-explosive vector autoregression (2010)
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