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The review of economic studies
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Discussion Papers in Economics at the University of Washington
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Dynamic seemingly unrelated cointegrating regressions
Mark, Nelson C.
;
Ōgaki, Masao
;
Sul, Donggyu
- In:
The review of economic studies
72
(
2005
)
3
,
pp. 797-820
Persistent link: https://www.econbiz.de/10002960490
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2
Dynamic Seemingly Unrelated Cointegrating Regressions
Mark, Nelson C.
;
Ogaki, Masao
;
Sul, Donggyu
- In:
The review of economic studies
72
(
2005
)
252
,
pp. 797-884
Persistent link: https://www.econbiz.de/10007641236
Saved in:
3
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
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