psymonitor-package: psymonitor: Real Time Monitoring of Asset Markets: Bubbles...
In itamarcaspi/psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis
Description
Author(s)
See Also
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:
-
Report bugs at https://github.com/itamarcaspi/psymonitor/issues
itamarcaspi/psymonitor documentation built on May 9, 2019, 5:04 a.m.
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.
Description Author(s) See Also
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:
Report bugs at https://github.com/itamarcaspi/psymonitor/issues
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.