Econometric Code

R and Eviews codes implementing the econometric tests of Phillips et al. (2013) "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500".

R code.zip which replicates GSADF test in Phillips et al. (2013), "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500".

Eviews code.zip which replicates GSADF test in Phillips et al. (2013), "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500".

Eviews CODE.zip for getting the sequesnce of 95% critical values from the Empirical Application of Phillips et al. (2013) , "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500".