Lancaster, LA1 4YX
Lancaster University - Lancaster University Management School
House Prices; Unit-root Tests; Exuberance.
decision analysis, risk management, higher-order moments and preferences, portfolio choice, weighted generalized beta two distribution.
higher-order risk preferences, reference-dependent preferences, prudence, temperance, decision under risk
House prices; Mildly explosive time series; Sup ADF test; Generalized Sup ADF test; Panel GSADF; Probit model
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