psymonitor-package: psymonitor: Real Time Monitoring of Asset Markets: Bubbles...

Description Author(s) See Also


Apply the popular real-time monitoring strategy proposed by Phillips, Shi and Yu (2015a,b;PSY) <doi:10.1111/iere.12132>, <doi:10.1111/iere.12131>, along with a new bootstrap procedure designed to mitigate the potential impact of heteroskedasticity and to effect family-wise size control in recursive testing algorithms (Phillips and Shi, forthcoming).


Maintainer: Itamar Caspi


See Also

Useful links:

psymonitor documentation built on May 2, 2019, 1:33 p.m.