This is an implementation of the tests put forward by Homm, Ulrich, and Jörg Breitung. "Testing for speculative bubbles in stock markets: a comparison of alternative methods." Journal of Financial Econometrics 10.1 (2012): 198-231.

Note, that my implementation is not very computationally efficient, but focuses on easily understandable code. I have implemented every of the 5 testing procedures from Homm, Breitung (2012) as a function with the option to change the parameter tau_null (refer to Homm, Breitung (2012) for the definition of this parameter).