Mean Reversion Recast as Measurement Error: Lessons for Finance from Galston's Fallacy
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References listed on IDEAS
- Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H, 1992.
"Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 10(3), pages 271-287, July.
- Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc.
- Willard, Kristen L & Guinnane, Timothy W & Rosen, Harvey S, 1996.
"Turning Points in the Civil War: Views from the Greenback Market,"
American Economic Review,
American Economic Association, vol. 86(4), pages 1001-1018, September.
- Kristen L. Willard & Timothy W. Guinnane & Harvey S. Rosen, 1995. "Turning Points in the Civil War: Views from the Greenback Market," NBER Working Papers 5381, National Bureau of Economic Research, Inc.
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