Re: [Gretl-devel] ADF p-value glitch?
On Tue, 6 Nov 2018, Sven Schreiber wrote:
Am 05.11.18 um 23:53 schrieb oleg_komashko(a)ukr.net:
> I even do not know where explosive processes
> is used even in PhD courses
>
I've seen people work with explosive processes to model bubbles.
This, for example:
https://econpapers.repec.org/paper/pramprapa/77254.htm
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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