Present value model, heteroscedasticity and parameter stability tests
Year of publication: |
2001
|
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Authors: | Strauss, Jack ; Yigit, Taner M. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 73.2001, 3, p. 375-378
|
Subject: | Kointegration | Cointegration | Börsenkurs | Share price | Dividende | Dividend | Strukturbruch | Structural break | USA | United States | Heteroskedastizität | Heteroscedasticity | 1926-1999 |
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