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Replicates GSADF test in Phillips et al. (2013), Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 .-Replicates GSADF test in Phillips et al. (2013), Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 .
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R code\PhillipsGSADF.R