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Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests

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  • Aggarwal, Raj
  • Kyaw, NyoNyo A.

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  • Aggarwal, Raj & Kyaw, NyoNyo A., 2005. "Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests," International Review of Financial Analysis, Elsevier, vol. 14(4), pages 393-406.
    • Handle: RePEc:eee:finana:v:14:y:2005:i:4:p:393-406
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    7. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
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