autoplot.mc_distr

autoplot.wb_distr

autoplot.sb_distr

object

<p>Additional arguments, used only in <code>wb_distr</code> facet options.</p>

<p>Takes <code>distr</code>objects and returns a ggplot2 object</p>

Testing for and dating periods of explosive
dynamics (exuberance) in time series using the univariate and panel
recursive unit root tests proposed by Phillips et al. (2015)
<doi:10.1111/iere.12132> and Pavlidis et al. (2016)
<doi:10.1007/s11146-015-9531-2>.  The recursive least-squares
algorithm utilizes the matrix inversion lemma to avoid matrix
inversion which results in significant speed improvements. Simulation
of a variety of periodically-collapsing bubble processes.

Kostas Vasilopoulos

exuber

Econometric Analysis of Explosive Time Series

Efthymios Pavlidis

Simon Spavound

Enrique Martínez-García

autoplot.mc_distr function

Plotting <code>distr</code> object — autoplot.mc_distr

Plotting <code>distr</code> object

autoplot.mc_distr: Plotting `distr` object

Description

Usage

Arguments