Media type: E-Book Title: Robust testing for explosive behavior with strongly dependent errors Contributor: Lui, Yiu Lim [Author]; Phillips, Peter C. B. [Author]; Yu, Jun [Author] Published: New Haven, Connecticut: Cowles Foundation for Research in Economics, Yale University, [2022] Published in: Cowles Foundation for Research in Economics: Cowles Foundation discussion paper ; 2350 Extent: 1 Online-Ressource (circa 68 Seiten); Illustrationen Language: English Keywords: HAR test ; Long memory ; Explosiveness ; Unit root test ; S&P 500 ; Graue Literatur Origination: Footnote: Access State: Open Access