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Listar por palabra clave "Generalized SUP augmented Dickey Fuller"

RiuNet: Repositorio Institucional de la Universidad Politécnica de Valencia

Listar por palabra clave "Generalized SUP augmented Dickey Fuller"

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    Testing for bubbles in agriculture commodity markets 
    Areal, Francisco José; Balcombe, Kevin; Rapsomanikis, George (Universitat Politècnica de València, 2016-06-17)
    [EN] We apply the recent generalized sup augmented Dickey-Fuller (GSADF) test for explosive bubbles (Phillips et al., 2012) to monthly time-series for food, beverages, agricultural raw material, cereals, dairy, meat, oils ...