Search Results

Robust econometric inference with mixed integrated and mildly explosive regressors,
Peter Phillips and Ji Hyung Lee, in Journal of Econometrics (2016)
Keywords: Chi-square; Instrumentation; IVX methods; Local to unity; Mild integration; Mild explosiveness; Predictive regression; Robustness;

Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior,
Peter Phillips, Shuping Shi and Jun Yu, from Cowles Foundation for Research in Economics, Yale University (2012)
Keywords: Unit root test, Mildly explosive process, Recursive regression, Size and power

Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior,
Peter Phillips, Shuping Shi and Jun Yu, from Singapore Management University, School of Economics (2011)
Keywords: Unit root test, Mildly explosive process, Recursive regression, Size and power.

Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior,
Peter Phillips, Shuping Shi and Jun Yu, from Singapore Management University, School of Economics (2012)
Keywords: Unit root test; Mildly explosive process; Recursive regression; Size and power.

Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior,
Peter Phillips, Shuping Shi and Jun Yu, from Singapore Management University, Sim Kee Boon Institute for Financial Economics (2011)
Keywords: Unit root test; Mildly explosive process; Recursive regression; Size and power

Model Selection for Explosive Models,
Yubo Tao and Jun Yu, from Emerald Group Publishing Limited (2020)
Keywords: Model selection, information criteria, local-to-unit-root model, mildly explosive model, unit root model, indirect inference

Model Selection for Explosive Models,
Yubo Tao and Jun Yu, from Singapore Management University, School of Economics (2016)
Keywords: Model Selection; Information Criteria; Local-to-unit-root Model; Mildly Explosive Model; Unit Root Model; Indirect Inference.

Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors,
Yiu Lim Lui, Weilin Xiao and Jun Yu, from Singapore Management University, School of Economics (2018)
Keywords: Anti-persistent; unit root; mildly explosive; limit theory; bubble; fractional integration; Young integral

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?,
Peter Phillips, Yangru Wu and Jun Yu, from Cowles Foundation for Research in Economics, Yale University (2009)
Keywords: Explosive root, Irrational exuberance, Mildly explosive process, Nasdaq bubble, Periodically collapsing bubble, Sup test, Unit root test

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?,
Peter C.B. Philips, Yangru Wu and Jun Yu, from Singapore Management University, School of Economics (2009)
Keywords: Explosive root, irrational exuberance, mildly explosive process, Nasdaq bubble, periodically collapsing bubble, sup test, unit root test

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?,
Peter C.B. Philips, Yangru Wu and Jun Yu, from East Asian Bureau of Economic Research (2009)
Keywords: Explosive root, irrational exuberance, Mildly explosive process, Nasdaq bubble, periodically collapsing bubble, sup test, unit root test

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?,
Peter Phillips, Yangru Wu and Jun Yu, from Singapore Management University, Sim Kee Boon Institute for Financial Economics (2009)
Keywords: Explosive root, irrational exuberance, mildly explosive process, Nasdaq bubble, periodically collapsing bubble, sup test, unit root test

Mild explosivity in recent crude oil prices,
Isabel Figuerola-Ferretti, J. Roderick McCrorie and Ioannis Paraskevopoulos, in Energy Economics (2020)
Keywords: Crude oil; Oil prices; Global Financial Crisis; Fundamentals; CBOE Volatility Index (VIX); Mildly explosive process; Generalized sup ADF test;

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?,
Peter Phillips, Yangru Wu and Jun Yu, from Hong Kong Institute for Monetary Research (2007)
Keywords: Explosive root, irrational exuberance, mildly explosive process, Nasdaq bubble, periodically collapsing bubble, sup test, time-varying discount rate, unit root test

Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world,
Enrique Martínez-García and Valerie Grossman, in Journal of International Money and Finance (2020)
Keywords: Financial spillovers; Mildly explosive time series; Right-tailed unit-root tests; Dynamic panel logit model; International housing markets;

Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World,
Valerie Grossman and Enrique Martínez García, from Federal Reserve Bank of Dallas (2018)
Keywords: Financial Spillovers; Mildly Explosive Time Series; Right-Tailed Unit-Root Tests; Dynamic Panel Logit Model; International Housing Markets

Association between Obese Phenotype and Mildly Reduced eGFR among the General Population from Rural Northeast China,
Shasha Yu, Hongmei Yang, Xiaofan Guo, Liqiang Zheng and Yingxian Sun, in IJERPH (2016)
Keywords: eGFR; mildly; obese phenotype; rural

Measuring risk an explosive environment,
Dominique Guegan, Kruse-Becher Robin, Hans-Jörg Mettenheim, Von and Wegener Christoph, from HAL (2018)
Keywords: explosiveness,Risk,Bitcoin

Measuring risk in an explosive environment,
Dominique Guegan, Kruse-Becher Robin, Hans-Jörg Mettenheim, Von and Wegener Christoph, from HAL (2018)
Keywords: explosiveness,Risk,Bitcoin

Measuring risk an explosive environment,
Dominique Guegan, Robinson Kruse, Hans-Jörg Mettenheim, Von and Wegener Christoph, from HAL (2018)
Keywords: explosiveness,Risk,Bitcoin

Measuring risk in an explosive environment,
Dominique Guegan, Robinson Kruse, Hans-Jörg Mettenheim, Von and Wegener Christoph, from HAL (2018)
Keywords: explosiveness,Risk,Bitcoin

Limit theory and bootstrap for explosive and partially explosive autoregression,
Somnath Datta, in Stochastic Processes and their Applications (1995)
Keywords: Explosive Partially explosive Non-stationary Autoregression Bootstrap Heavy tailed distribution

Bias-corrected estimation in mildly explosive autoregressions,
Yves Robinson Kruse and Hendrik Kaufmann, from Verein für Socialpolitik / German Economic Association (2015)

Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity,
Stelios Arvanitis and Tassos Magdalinos, in Journal of Time Series Analysis (2018)

A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS,
Alexander Aue and Lajos Horvath, in Econometric Theory (2007)

Mildly Explosive Autoregression with Anti‐persistent Errors,
Yiu Lim Lui, Weilin Xiao and Jun Yu, in Oxford Bulletin of Economics and Statistics (2021)

Explosive Temperatures,
Marc Gronwald, from CESifo (2023)
Keywords: global temperature anomalies, hemispheric temperature anomalies, explosiveness, climate change

The international spread of COVID-19 stock market collapses,
Silvio Contessi and Pierangelo De Pace, in Finance Research Letters (2021)
Keywords: Mildly explosive behavior; Stock market crashes; COVID-19;

The International Spread of COVID-19 Stock Market Collapses,
Silvio Contessi and Pierangelo De Pace, from Economics Department, Pomona College (2020)
Keywords: Mildly Explosive Behavior, Stock Market Crashes, COVID-19

On the Explosive Nature of Hyper-Inflation Data,
Bent Nielsen, in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2008)
Keywords: Cost of holding money, co-explosiveness, co-integration, explosive processes, hyperinflation

A new route to Explosive Percolation,
S.S. Manna and Arnab Chatterjee, in Physica A: Statistical Mechanics and its Applications (2011)
Keywords: Explosive Percolation; Percolation phenomena; First order transition;

Explosive percolation in thresholded networks,
Satoru Hayasaka, in Physica A: Statistical Mechanics and its Applications (2016)
Keywords: Explosive percolation; Networks; Correlation matrix; Phase transition;

Explosive oil prices,
Marc Gronwald, in Energy Economics (2016)
Keywords: Oil prices; Explosiveness; Fundamentals; Bubble; Speculation;

Co-explosivity in the cryptocurrency market,
Elie Bouri, Syed Jawad Hussain Shahzad and David Roubaud, in Finance Research Letters (2019)
Keywords: Cryptocurrency market; Bitcoin; Bubble; Co-explosivity;

Explosive percolation via control of the largest cluster,
Nuno A. M. Araujo and Hans J. Herrmann, from ETH Zurich, Chair of Systems Design
Keywords: explosive percolation, discontinuous transition

Testing for explosive bubbles: a review,
Skrobotov Anton, in Dependence Modeling (2023)
Keywords: rational bubble, testing for explosive bubble, explosive autoregression, time-varying volatility, right-tailed unit root testing

Analysis of co-explosive processes,
Bent Nielsen, from Economics Group, Nuffield College, University of Oxford (2005)
Keywords: Asymptotic normality, Co-explosiveness, Cointegration, Explosive processes, Hyper-inflation, Likelihood ratio tests, Vector autoregression

Explosive and semi-explosive transitions in parametrically perturbed systems,
M. Paul Asir, Premraj Durairaj, Sathiyadevi Kanagaraj and M. Lakshmanan, in Chaos, Solitons & Fractals (2024)
Keywords: Explosive transition; Amplitude death; Oscillation death; Parametrically perturbed systems; Hysteresis;

Aspects regarding explosives breaching in light obstacles,
Moldovan Marius, in Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT) (2015)
Keywords: breaching, light obstacles, explosives, masonry walls, explosive device

Explosive rents: The real estate market dynamics in exuberance,
Frank Fabozzi and Keli Xiao, in The Quarterly Review of Economics and Finance (2017)
Keywords: Rent explosiveness; Real estate bubbles; Housing market; Explosive behavior;

How explosive are cryptocurrency prices?,
Marc Gronwald, in Finance Research Letters (2021)
Keywords: Cryptocurrencies; Bubbles; Explosiveness; Fundamental value; Intrinsic value; Fiat money;

Explosive Target Balances,
Niklas Potrafke and Markus Reischmann, from CESifo (2013)
Keywords: Eurosystem, Target, recursive unit root test, explosiveness, hidden debt

Chimera state and route to explosive synchronization,
Vesna Berec, in Chaos, Solitons & Fractals (2016)
Keywords: Chimera state; Explosive synchronization; Complex networks;

Explosive behaviour in networks of Winfree oscillators,
Shawn Means and Carlo R. Laing, in Chaos, Solitons & Fractals (2022)
Keywords: Winfree oscillators; Explosive synchrony; Complex networks;

Testing explosive behavior in the gold market,
Wei Long, Dingding Li and Qi Li, in Empirical Economics (2016)
Keywords: Explosive behavior, Gold price, Multiple bubbles

Limit theory for an explosive autoregressive process,
Xiaohu Wang and Jun Yu, in Economics Letters (2015)
Keywords: Explosive model; Intercept; Invariance principle; Bubbles;

Mildly Explosive Dynamics in U.S. Fixed Income Markets,
Silvio Contessi, Pierangelo De Pace and Massimo Guidolin, from IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2020)

On the Explosive Nature of Hyper-Inflation Data,
Bent Nielsen, from Kiel Institute for the World Economy (IfW Kiel) (2008)
Keywords: Cost of holding money, co-explosiveness, co-integration, explosive processes, hyper-inflation

Research on the computing method for the forming velocity of circumferential multiple explosive formed projectiles,
Zhen-gang Liang, Bai-xu Chen, Yu-xiang Nan, Jian-wei Jiang and Li Ding, in The Journal of Defense Modeling and Simulation (2020)
Keywords: Circumferential multiple explosive formed projectiles; explosive formed projectile; forming velocity

Do bubbles have an explosive signature in markov switching models?,
Kelvin Balcombe and Iain Fraser, in Economic Modelling (2017)
Keywords: Explosive root regimes; Transient explosive roots; Bubbles; Bayesian model averaging;

Testing for moderate explosiveness,
Gangzheng Guo, Yixiao Sun and Shaoping Wang, in The Econometrics Journal (2019)
Keywords: heteroskedasticity and autocorrelation robust standard error, irrational exuberance, local to unity, moderate explosiveness, student's t distribution, unit root

Explosive Oil Prices,
Marc Gronwald, from CESifo (2013)
Keywords: oil prices, explosiveness, uncertainty, real options, climate change, speculative demand shocks

Explosive synchronization of weighted mobile oscillators,
Feng Xiao, Lingyun Xie and Bo Wei, in Physica A: Statistical Mechanics and its Applications (2022)
Keywords: Explosive synchronization; Mobile oscillator networks; Kuramoto model; Complex networks;

On limiting distributions in explosive autoregressive processes,
Michael J. Monsour and Piotr W. Mikulski, in Statistics & Probability Letters (1998)
Keywords: Purely explosive autoregressive process Characteristic roots Jordan normal, canonical form

Maximal hysteretic range for explosive synchronization,
Tianle Xu, Shuguang Guan, Zonghua Liu and Yong Zou, in Chaos, Solitons & Fractals (2024)
Keywords: Explosive synchronization; Hysteresis; Kuramoto-Sakaguchi model; Watanabe-Strogatz ansatz;

Explosive behavior in the prices of Bitcoin and altcoins,
Efe Cagli, in Finance Research Letters (2019)
Keywords: Explosiveness; Bubble; Cryptocurrency; Bitcoin; Altcoin; Double asymptotic theory;

Explosive U.S. budget deficit,
Gawon Yoon, in Economic Modelling (2012)
Keywords: Budget deficit; Sustainability; Periodically collapsing; Recursive unit root test; Explosiveness;

Explosive Bubble Modelling by Noncausal Process,
Christian Gourieroux and Jean-Michel Zakoian, from Center for Research in Economics and Statistics (2013)
Keywords: Causal Innovation, Explosive Bubble, Noncausal Process, Unit Root, Bubble Cointegration

Limit Theory for Explosively Cointegrated Systems,
Peter Phillips and Tassos Magdalinos, from Cowles Foundation for Research in Economics, Yale University (2007)
Keywords: Central limit theory, Exposive cointegration, Explosive process, Mixed normality

Recurrent explosive behaviour of debt-to-GDP ratio,
Victor Bystrov and Michał Mackewicz, from University Library of Munich, Germany (2016)
Keywords: Public debt, Sustainability, Unit root tests, Explosiveness

Explosive synchronization in populations of cooperative and competitive oscillators,
Xiangfeng Dai, Xuelong Li, Ricardo Gutiérrez, Hao Guo, Danyang Jia, Matjaž Perc, Pouya Manshour, Zhen Wang and Stefano Boccaletti, in Chaos, Solitons & Fractals (2020)
Keywords: Explosive synchronization; Cooperative; Competitive; Mean-field;

Explosive percolation: Unusual transitions of a simple model,
N. Bastas, P. Giazitzidis, M. Maragakis and K. Kosmidis, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Explosive percolation; Critical phenomena; Statistical physics;

Nonlinear Lyapunov criteria for stochastic explosive solutions,
Jiamin Xing and Yong Li, in Statistics & Probability Letters (2016)
Keywords: Explosive solutions; Stochastic differential equations; Lyapunov function;

Explosive crystallization mechanism of ultradisperse amorphous films,
A.i Olemskoi, A.v Khomenko and V.p Koverda, in Physica A: Statistical Mechanics and its Applications (2000)
Keywords: Explosive crystallization; Self-organized criticality; Ultrametric space;

Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market,
Arianna Agosto and Alessia Cafferata, in Risks (2020)
Keywords: cryptocurrencies; Bitcoin; financial bubbles; co-explosivity

Explosive earnings dynamics: Whoever has will be given more,
Sarah Meyer and Mark Trede, from Center for Quantitative Economics (CQE), University of Muenster (2016)
Keywords: labour income, idiosyncratic risk, explosive stochastic processes

How is price explosivity triggered in the cryptocurrency markets?,
Yuzhi Cai, Thanaset Chevapatrakul and Danilo V. Mascia, in Annals of Operations Research (2021)
Keywords: Explosiveness, Cryptocurrencies, Bayesian methods, Quantile SETAR model

High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia,
Katarina Juselius and Zorica Mladenovic, from University of Copenhagen. Department of Economics (2002)
Keywords: Explosive roots; Hyperinflation; Polynomial Cointegration; Transition Economies

Explosive Roots in Level Vector Autoregressive Models,
Hammad Qureshi, from Ohio State University, Department of Economics (2008)
Keywords: Level VAR Models, Explosive Roots, Bias Correction

Identifying Periods of US Housing Market Explosivity,
Mehmet Balcilar, Nico Katzke and Rangan Gupta, from Stellenbosch University, Department of Economics (2015)
Keywords: GSADF, Bubble, Structural Breaks, Random Walk, Explosivity

Identifying Periods of US Housing Market Explosivity,
Mehmet Balcilar, Rangan Gupta and Nico Katzke, from Eastern Mediterranean University, Department of Economics (2015)
Keywords: GSADF, Bubble, Structural Breaks, Random Walk, Explosivity

Identifying Periods of US Housing Market Explosivity,
Mehmet Balcilar, Nico Katzke and Rangan Gupta, from University of Pretoria, Department of Economics (2015)
Keywords: GSADF, Bubble, Structural Breaks, Random Walk, Explosivity

Explosive dismantling of two-dimensional random lattices under betweenness centrality attacks,
Nahuel Almeira, Juan Ignacio Perotti, Andrés Chacoma and Orlando Vito Billoni, in Chaos, Solitons & Fractals (2021)
Keywords: Complex networks; Explosive percolation; Betweenness;

Recurrent explosive public debts and the long-run fiscal sustainability,
Victor Bystrov and Michał Mackiewicz, in Journal of Policy Modeling (2020)
Keywords: Public debt; Fiscal sustainability; Explosiveness;

Testing for multiple bubbles in the copper price: Periodically collapsing behavior,
Chi-Wei Su, Xiao-Qing Wang, Haotian Zhu, Ran Tao, Nicoleta-Claudia Moldovan and Oana-Ramona Lobonţ, in Resources Policy (2020)
Keywords: Copper price; Multiple bubbles; Mildly explosive behavior; Macroeconomic factors;

Is there a bubble component in government debt? New international evidence,
Shyh-Wei Chen and An-Chi Wu, in International Review of Economics & Finance (2018)
Keywords: Debt sustainability; Mildly explosive; Structural break; Unit root;

exuber: Recursive Right-Tailed Unit Root Testing with R,
Enrique Martínez García, Efthymios Pavlidis and Kostas Vasilopoulos, from Federal Reserve Bank of Dallas (2021)
Keywords: Mildly explosive time series; Right-tailed unit root tests; R

A Panel Clustering Approach to Analyzing Bubble Behavior,
Yanbo Liu, Peter Phillips and Jun Yu, from Cowles Foundation for Research in Economics, Yale University (2022)
Keywords: Bubbles, Clustering, Mildly explosive behavior, k-means, Latent membership detection.

Gaussian Inference in AR(1) Time Series with or without a Unit Root,
Peter Phillips and Chirok Han, from Cowles Foundation for Research in Economics, Yale University (2006)
Keywords: Autoregression, Differencing, Gaussian limit, Mildly explosive processes, Uniformity, Unit root

Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles,
Shuping Shi, Peter Phillips and Jun Yu, from Hong Kong Institute for Monetary Research (2011)
Keywords: Unit Root Test, Mildly Explosive Process, Recursive Regression, Size and Power

Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles,
Shuping Shi, Peter Phillips and Jun Yu, from Singapore Management University, School of Economics (2011)
Keywords: Unit root test; Mildly explosive process; Recursive regression; Size and power

On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors,
Ovidijus Stauskas, from Lund University, Department of Economics (2019)
Keywords: Local to unity; mildly explosive; panel; weak dependence; Wald test

A Panel Clustering Approach to Analyzing Bubble Behavior,
Yanbo Liu, Peter Phillips and Jun Yu, from Singapore Management University, School of Economics (2022)
Keywords: Bubbles; Clustering; Mildly explosive behavior; k-means; Latent membership detection

SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles,
Shuping Shi, Peter Phillips and Jun Yu, from Singapore Management University, Sim Kee Boon Institute for Financial Economics (2011)
Keywords: Unit root test; Mildly explosive process; Recursive regression; Size and power

Structural change in non-stationary AR(1) models,
Terence Tai Leung Chong, Tianxiao Pang, Danna Zhang and Yanling Liang, from University Library of Munich, Germany (2017)
Keywords: AR(1) model, Least squares estimator, Limiting distribution, Mildly explosive, Mildly integrated, Structural change, Unit root.

Estimating Multiple Breaks in Nonstationary Autoregressive Models,
Tianxiao Pang, Lingjie Du and Terence Tai Leung Chong, from University Library of Munich, Germany (2018)
Keywords: Change point, Financial bubble, Least squares estimator, Mildly explosive, Mildly integrated.

Estimating multiple breaks in nonstationary autoregressive models,
Tianxiao Pang, Lingjie Du and Terence Tai Leung Chong, in Journal of Econometrics (2021)
Keywords: Change point; Financial bubble; Least squares estimator; Mildly explosive; Mildly integrated;

Exploring Water Use in Mildly Water-Scarce Regions: A Structural Decomposition Analysis for Anhui Province in China,
Qianqian Li, Guangwei Deng, Huaqing Wu, Tao Ding and Ya Chen, in Water Economics and Policy (WEP) (2023)
Keywords: Water footprint, virtual water, mildly water-scarce region, structural decomposition analysis, Anhui Province

Electrochemical Sensor for Explosives Precursors’ Detection in Water,
Cloé Desmet, Agnes Degiuli, Carlotta Ferrari, Francesco Saverio Romolo, Loïc Blum and Christophe Marquette, in Challenges (2017)
Keywords: bomb factory; electrochemical array; explosive precursors; improvised explosives; partial least squares-discriminant analysis

Testing for rational bubbles in a co-explosive vector autoregression,
Tom Engsted and Bent Nielsen, from Department of Economics and Business Economics, Aarhus University (2010)
Keywords: Rational bubbles, Explosiveness and co-explosiveness, Cointegration, Vector autoregression, Likelihood ratio tests