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Publications by Tom Engsted

Testing for Rational Bubbles in a Coexplosive Vector Autoregression

Econometrics Journal

English

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Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach

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Historical Decompositions for Nonlinear Vector Autoregression Models

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Estimation of Panel Vector Autoregression in Stata

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Trygve Haavelmo’s Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression

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Bubbles, Rational Expectations and Financial Markets

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