FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2896896844> ?p ?o ?g. }

• W2896896844 endingPage "94" @default.
• W2896896844 startingPage "73" @default.
• W2896896844 abstract "Summary This paper considers a moderately explosive AR(1) process where the autoregressive root approaches unity from the right at a certain rate. We first develop a test for the null of moderate explosiveness under independent and identically distributed errors. We show that the t statistic is asymptotically standard normal regardless of whether the true process is dominated by the stochastic moderately explosive trend or the deterministic nonlinear drift trend. This result is in sharp contrast with the existing literature, wherein nonstandard limiting distributions are obtained under different model assumptions. When the errors are weakly dependent, we show that the t statistic based on a heteroskedasticity and autocorrelation robust standard error follows Student’s t distribution in large samples. Monte Carlo simulations show that our tests have satisfactory size and power performances in finite samples. Applying the asymptotic t test to ten major stock indexes in the pre-2008 financial exuberance period, we find that most indexes are only mildly explosive or not explosive at all, which implies that the bout of the irrational rise was not as serious as previously thought." @default.
• W2896896844 created "2018-10-26" @default.
• W2896896844 creator A5042811067 @default.
• W2896896844 creator A5055163407 @default.
• W2896896844 creator A5086285317 @default.
• W2896896844 date "2018-12-22" @default.
• W2896896844 modified "2023-10-14" @default.
• W2896896844 title "Testing for moderate explosiveness" @default.
• W2896896844 cites W1559732999 @default.
• W2896896844 cites W1588163064 @default.
• W2896896844 cites W1706984740 @default.
• W2896896844 cites W1996231857 @default.
• W2896896844 cites W1998907816 @default.
• W2896896844 cites W2015406517 @default.
• W2896896844 cites W2029910124 @default.
• W2896896844 cites W2030080040 @default.
• W2896896844 cites W2048575689 @default.
• W2896896844 cites W2063764360 @default.
• W2896896844 cites W2064638174 @default.
• W2896896844 cites W2089227445 @default.
• W2896896844 cites W2094772440 @default.
• W2896896844 cites W2095364399 @default.
• W2896896844 cites W2097580026 @default.
• W2896896844 cites W2124120883 @default.
• W2896896844 cites W2139238934 @default.
• W2896896844 cites W2151898336 @default.
• W2896896844 cites W2165321616 @default.
• W2896896844 cites W2238061309 @default.
• W2896896844 cites W2489289762 @default.
• W2896896844 cites W2774015209 @default.
• W2896896844 cites W2811486259 @default.
• W2896896844 cites W2880617405 @default.
• W2896896844 cites W3121133327 @default.
• W2896896844 cites W3121358175 @default.
• W2896896844 cites W3121874347 @default.
• W2896896844 cites W3121977162 @default.
• W2896896844 cites W3122490712 @default.
• W2896896844 cites W3123117571 @default.
• W2896896844 cites W3123270200 @default.
• W2896896844 cites W3124760465 @default.
• W2896896844 cites W3125260748 @default.
• W2896896844 cites W3125367981 @default.
• W2896896844 doi "https://doi.org/10.1111/ectj.12120" @default.
• W2896896844 hasPublicationYear "2018" @default.
• W2896896844 type Work @default.
• W2896896844 sameAs 2896896844 @default.
• W2896896844 citedByCount "5" @default.
• W2896896844 countsByYear W28968968442020 @default.
• W2896896844 countsByYear W28968968442021 @default.
• W2896896844 countsByYear W28968968442022 @default.
• W2896896844 countsByYear W28968968442023 @default.
• W2896896844 crossrefType "journal-article" @default.
• W2896896844 hasAuthorship W2896896844A5042811067 @default.
• W2896896844 hasAuthorship W2896896844A5055163407 @default.
• W2896896844 hasAuthorship W2896896844A5086285317 @default.
• W2896896844 hasBestOaLocation W28968968441 @default.
• W2896896844 hasConcept C101104100 @default.
• W2896896844 hasConcept C105795698 @default.
• W2896896844 hasConcept C149782125 @default.
• W2896896844 hasConcept C154238967 @default.
• W2896896844 hasConcept C159877910 @default.
• W2896896844 hasConcept C178790620 @default.
• W2896896844 hasConcept C185429906 @default.
• W2896896844 hasConcept C185592680 @default.
• W2896896844 hasConcept C19499675 @default.
• W2896896844 hasConcept C28826006 @default.
• W2896896844 hasConcept C33923547 @default.
• W2896896844 hasConcept C5297727 @default.
• W2896896844 hasConcept C65778772 @default.
• W2896896844 hasConcept C87007009 @default.
• W2896896844 hasConcept C89128539 @default.
• W2896896844 hasConceptScore W2896896844C101104100 @default.
• W2896896844 hasConceptScore W2896896844C105795698 @default.
• W2896896844 hasConceptScore W2896896844C149782125 @default.
• W2896896844 hasConceptScore W2896896844C154238967 @default.
• W2896896844 hasConceptScore W2896896844C159877910 @default.
• W2896896844 hasConceptScore W2896896844C178790620 @default.
• W2896896844 hasConceptScore W2896896844C185429906 @default.
• W2896896844 hasConceptScore W2896896844C185592680 @default.
• W2896896844 hasConceptScore W2896896844C19499675 @default.
• W2896896844 hasConceptScore W2896896844C28826006 @default.
• W2896896844 hasConceptScore W2896896844C33923547 @default.
• W2896896844 hasConceptScore W2896896844C5297727 @default.
• W2896896844 hasConceptScore W2896896844C65778772 @default.
• W2896896844 hasConceptScore W2896896844C87007009 @default.
• W2896896844 hasConceptScore W2896896844C89128539 @default.
• W2896896844 hasFunder F4320306076 @default.
• W2896896844 hasFunder F4320321001 @default.
• W2896896844 hasIssue "1" @default.
• W2896896844 hasLocation W28968968441 @default.
• W2896896844 hasLocation W28968968442 @default.
• W2896896844 hasOpenAccess W2896896844 @default.
• W2896896844 hasPrimaryLocation W28968968441 @default.
• W2896896844 hasRelatedWork W1524582825 @default.
• W2896896844 hasRelatedWork W2054265184 @default.
• W2896896844 hasRelatedWork W2401626069 @default.
• W2896896844 hasRelatedWork W2950657772 @default.
• W2896896844 hasRelatedWork W3004468971 @default.

• next