ID | 267344 |
Title Proper | Cointegration and tests of present value models |
Language | ENG |
Author | Campbell, John Y. ; Shiller, Robert J. ; Yale University |
Summary / Abstract (Note) | Paper No. 785 |
`In' analytical Note | Yale University, Milgrom, Paul & Oster, Sharon: Job discrimination, market forces and the invisibility hypothesis. New Haven. Yale University, Jun 1984. --(YU GL/84/708 - G00065)
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Journal Source | Yale University, Milgrom, Paul & Oster, Sharon: Job discrimination, market forces and the invisibility hypothesis. New Haven. Yale University, Jun 1984. --(YU GL/84/708 - G00065)
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Classification Number | YU |
Key Words | Value relation ; Value models ; Cointegrated vectors |