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A New Heteroskedasticity-Robust Test for Explosive Bubbles

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2024) A New Heteroskedasticity-Robust Test for Explosive Bubbles. Journal of Time Series Analysis. DOI https://doi.org/10.1111/jtsa.12784



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Filename: Journal Time Series Analysis - 2024 - Harvey - A new heteroskedasticity‐robust test for explosive bubbles.pdf

Licence: Creative Commons: Attribution 4.0

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