Open AccessDetecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
Author(s) -
Anurag Banerjee,
Guillaume Chevillon,
Marie Kratz
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2322360
Subject(s) - autoregressive model , estimator , econometrics , mathematics , unit root , explosive material , statistics , chemistry , organic chemistry
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