PITFALLS IN TESTING FOR EXPLOSIVE BUBBLES IN ASSET PRICES

[11] DIBA BT, 1984, NBRE1300 WORK PAP

[12] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[13] COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J]. ECONOMETRICA, 1987, 55 (02) : 251 - 276

[14] EVANS GW, 1986, AM ECON REV, V76, P621

[15] THE FRAGILITY OF SUNSPOTS AND BUBBLES [J]. JOURNAL OF MONETARY ECONOMICS, 1989, 23 (02) : 297 - 317

[16] RATIONAL-EXPECTATIONS IN DYNAMIC LINEAR-MODELS - ANALYSIS OF THE SOLUTIONS [J]. ECONOMETRICA, 1982, 50 (02) : 409 - 425

[17] HAMILTON J, 1908, J MONETARY ECON, V16, P353

[18] MATTEY J, 1986, ECONOMET REV, V5, P171

[19] RATIONAL PONZI GAMES [J]. INTERNATIONAL ECONOMIC REVIEW, 1988, 29 (03) : 431 - 450

[20] MEAN REVERSION IN STOCK-PRICES - EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1988, 22 (01) : 27 - 59

[11] DIBA BT, 1984, NBRE1300 WORK PAP

[12] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[13] COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J]. ECONOMETRICA, 1987, 55 (02) : 251 - 276

[14] EVANS GW, 1986, AM ECON REV, V76, P621

[15] THE FRAGILITY OF SUNSPOTS AND BUBBLES [J]. JOURNAL OF MONETARY ECONOMICS, 1989, 23 (02) : 297 - 317

[16] RATIONAL-EXPECTATIONS IN DYNAMIC LINEAR-MODELS - ANALYSIS OF THE SOLUTIONS [J]. ECONOMETRICA, 1982, 50 (02) : 409 - 425

[17] HAMILTON J, 1908, J MONETARY ECON, V16, P353

[18] MATTEY J, 1986, ECONOMET REV, V5, P171

[19] RATIONAL PONZI GAMES [J]. INTERNATIONAL ECONOMIC REVIEW, 1988, 29 (03) : 431 - 450

[20] MEAN REVERSION IN STOCK-PRICES - EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1988, 22 (01) : 27 - 59