论文标题
测试爆炸气泡：评论
Testing for explosive bubbles: a review
论文作者
论文摘要
这篇评论讨论了时间序列中爆炸气泡的测试方法。在各种关于错误创新的假设下，最近开发了许多最近开发的测试方法。该评论还考虑了约会爆炸性（泡沫）制度的方法。特殊注意力专注于误差时变化的波动性。此外，讨论了时间序列与爆炸性制度之间可能的关系的建模。
This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered. The review also considers the methods for dating explosive (bubble) regimes. Special attention is devoted to time-varying volatility in the errors. Moreover, the modelling of possible relationships between time series with explosive regimes is discussed.
