Browsing Research Articles (Economics) by Subject "Date-stamping strategy"

Browsing Research Articles (Economics) by Subject "Date-stamping strategy"

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  • Date stamping historical periods of oil price explosivity : 1876–2014 
    Caspi, Itamar; Katzke, Nico; Gupta, Rangan (Elsevier, 2018-02)
    This paper sets out to date-stamp periods of historic oil price explosivity using the Generalized sup ADF (GSADF) test procedure developed by Phillips, Shi, and Yu (2013). The date-stamping procedure used in this paper is ...