Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 49 (1991)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011.
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1116, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series 3416, CESifo Group Munich.
- Luis A. Gil-Alana & Guglielmo Maria Caporale, 2012. "Fractional Integration and Cointegration in US Financial Time Series Data," Faculty Working Papers 12/12, School of Economics and Business Administration, University of Navarra.
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