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

Authors: Charemza W.W.; Deadman D.F.

Source: Journal of Empirical Finance, Volume 2, Number 2, June 1995 , pp. 153-163(11)

Publisher: Elsevier

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Keywords: Speculative bubbles; Nonstationary processes; Unit root testing; Doubly stochastic processes; [JEL classification codes] C15; [JEL classification codes] G12

Language: English

Document Type: Research article

DOI: 10.1016/0927-5398(94)00015-9

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