psymonitor-package: psymonitor: Real Time Monitoring of Asset Markets: Bubbles...
In itamarcaspi/psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis
psymonitor-package R Documentation
psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis
Description
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).
Author(s)
Maintainer: Itamar Caspi caspi.itamar@gmail.com
Authors:
Peter C.B. Phillips
Shuping Shi
See Also
Useful links:
itamarcaspi/psymonitor documentation built on June 10, 2025, 2:51 a.m.
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| psymonitor-package | R Documentation |
psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis
Description
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).
Author(s)
Maintainer: Itamar Caspi caspi.itamar@gmail.com
Authors:
Peter C.B. Phillips
Shuping Shi
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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