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ID267344
Title ProperCointegration and tests of present value models
LanguageENG
AuthorCampbell, John Y. ;  Shiller, Robert J. ;  Yale University
Summary / Abstract (Note)Paper No. 785
`In' analytical NoteYale University, Milgrom, Paul & Oster, Sharon: Job discrimination, market forces and the invisibility hypothesis. New Haven. Yale University, Jun 1984. --(YU GL/84/708 - G00065)
Journal SourceYale University, Milgrom, Paul & Oster, Sharon: Job discrimination, market forces and the invisibility hypothesis. New Haven. Yale University, Jun 1984. --(YU GL/84/708 - G00065)
Classification NumberYU
Key WordsValue relation ;  Value models ;  Cointegrated vectors