Housing bubble detection using GSADF : exuberance in non-fundamentals
The SADF and GSADF tests have been widely used in empirical studies to identify bubbles. These tests provide a more consistent result and additionally provide date-stamping for bubbles as compared to traditional methods such as the cointegration test. Price-to-rent ratio was commonly used in the G...
| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project (FYP) |
| 语言: | English |
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2019
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| 主题: | |
| 在线阅读: | http://hdl.handle.net/10356/77191 |