Speculative bubbles with stochastic explosive roots: The failure of unit root testing

C-Tier

Journal: Journal of Empirical Finance

Year: 1995

Volume: 2

Issue: 2

Pages: 153-163

Authors (2)

Charemza, Wojciech W. (Akademia Finansów i Biznesu Vi...) Deadman, Derek F. (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count