Man pages for itamarcaspi/psymonitor
Real Time Monitoring of Asset Markets: Bubbles and Crisis
| ADF | Estimate the ADF statistic |
| ADFres | Estimate the ADF model under the null |
| cvPSYmc | Simulate the finite sample critical values for the PSY test. |
| cvPSYwmboot | Conduct the new composite bootstrapping for the PSY test. |
| disp | Generate a table with identified bubble/crisis periods |
| locate | Locate bubble/crisis periods |
| pipe | Pipe operator |
| PSY | Estimate PSY's BSADF sequence of test statistics |
| psymonitor-package | psymonitor: Real Time Monitoring of Asset Markets: Bubbles... |
| snp | S&P 500 price to dividend ratio |
| spread | Credit risk in the European sovereign sector |
