psymonitor

psymonitor-package

<img src="figures/logo.png?package=psymonitor&version=0.0.2" align="right">
Apply the popular real-time monitoring strategy
 proposed by Phillips, Shi and Yu (2015a,b;PSY) &lt;doi:10.1111/iere.12132&gt;, &lt;doi:10.1111/iere.12131&gt;, 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).

internal

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).

Itamar Caspi

Real Time Monitoring of Asset Markets: Bubbles and Crisis

Peter C.B. Phillips

Shuping Shi

psymonitor-package function

<img src='figures/logo.png' align='right' />
Apply the popular real-time monitoring strategy
 proposed by Phillips, Shi and Yu (2015a,b;PSY) &lt;doi:10.1111/iere.12132&gt;, &lt;doi:10.1111/iere.12131&gt;, 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).

psymonitor-package: psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis

Description

Arguments

See Also