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The distribution of the autoregressive coefficient of this model is allowed to be centred at an O(T\u2212\u03b1) distance of unity, with \u03b1 \u2208 (0, 1). When the expectation of the autoregressive coefficient lies on the explosive side of unity, the NERC helps to model the temporary explosiveness of time series and obtain related predictive probabilities. We study the asymptotic properties of the NERC and provide a procedure for inference on the parameters. In empirical illustrations, we estimate predictive probabilities of bubbles or flash crashes in financial asset prices.<\/jats:p>","DOI":"10.1093\/ectj\/utaa004","type":"journal-article","created":{"date-parts":[[2020,2,14]],"date-time":"2020-02-14T09:19:29Z","timestamp":1581671969000},"page":"297-315","source":"Crossref","is-referenced-by-count":10,"title":["Probabilistic forecasting of bubbles and flash crashes"],"prefix":"10.1093","volume":"23","author":[{"given":"Anurag","family":"Banerjee","sequence":"first","affiliation":[{"name":"Durham Business School"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Guillaume","family":"Chevillon","sequence":"additional","affiliation":[{"name":"ESSEC Business School"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Marie","family":"Kratz","sequence":"additional","affiliation":[{"name":"ESSEC Business School, CREAR"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2020,2,14]]},"reference":[{"key":"2021051409485948900_bib1","doi-asserted-by":"crossref","first-page":"735","DOI":"10.1080\/02331887608801334","article-title":"Autoregressive series with random parameters","volume":"7","author":"Andel","year":"1976","journal-title":"Math. 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