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The Stata Journal
Volume 21 Number 4: pp. 999-1020

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Unit-root tests for explosive behavior

Christopher F. Baum
Boston College
Chestnut Hill, MA
[email protected]
epsfigfile=stataeps/orcid, width=.12in
urlhttps://orcid.org/0000-0003-4766-3699
 Jesús Otero
Universidad del Rosario
Bogotá, Colombia
[email protected]
epsfigfile=stataeps/orcid, width=.12in
urlhttps://orcid.org/0000-0002-2551-0053
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View all articles with these keywords: radf, unit root, date-stamping explosive behavior, rolling window, lag length, wild bootstrap

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