A SPECIFICATION TEST FOR SPECULATIVE BUBBLES

[1] ACKLEY G, 1983, AM ECON REV, V73, P1

[2] BLANCHARD OJ, 1982, NBER945 WORK PAP

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] Brealey R., 1981, PRINCIPLES CORPORATE

[5] DIBA BT, 1984, NBER1300 WORK PAP

[6] MULTI-COUNTRY TESTS FOR PRICE-LEVEL BUBBLES [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1984, 8 (03) : 329 - 340

[7] MARKET FUNDAMENTALS VERSUS PRICE-LEVEL BUBBLES - THE 1ST TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (04) : 745 - 770

[8] FLOOD RP, 1986, UNPUB EVALUATION REC

[9] Granger C. W.J., 1977, FORECASTING EC TIME

[10] HAMILTON J, 1984, UNPUB OBSERVABLE IMP

[1] ACKLEY G, 1983, AM ECON REV, V73, P1

[2] BLANCHARD OJ, 1982, NBER945 WORK PAP

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] Brealey R., 1981, PRINCIPLES CORPORATE

[5] DIBA BT, 1984, NBER1300 WORK PAP

[6] MULTI-COUNTRY TESTS FOR PRICE-LEVEL BUBBLES [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1984, 8 (03) : 329 - 340

[7] MARKET FUNDAMENTALS VERSUS PRICE-LEVEL BUBBLES - THE 1ST TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (04) : 745 - 770

[8] FLOOD RP, 1986, UNPUB EVALUATION REC

[9] Granger C. W.J., 1977, FORECASTING EC TIME

[10] HAMILTON J, 1984, UNPUB OBSERVABLE IMP