| 000 | 00000nam##2200000za#4500 |
| 001 | 9.613318 |
|---|
| 003 | CaOODSP |
|---|
| 005 | 20211126112846 |
|---|
| 007 | ta |
|---|
| 008 | 150406|1996||||xxc||||| f|0| 0 eng|d |
|---|
| 020 | |a0-662-25018-4 |
|---|
| 022 | |a1192-5434 |
|---|
| 040 | |aCaOODSP|beng |
|---|
| 043 | |an-cn--- |
|---|
| 086 | 1 |aFB3-2/96-10E |
|---|
| 110 | 2 |aBank of Canada. |
|---|
| 245 | 10|aUnit-root tests and excess returns / |cby Marie-Josée Godbout and Simon van Norden. |
|---|
| 260 | |aOttawa - Ontario : |bBank of Canada |c1996. |
|---|
| 300 | |a28p. : |breferences, tables ; |c28 cm. |
|---|
| 490 | 1 |aWorking paper|x1192-5434|v96-10 |
|---|
| 500 | |aContents: Introduction.--Literature survey.--Evidence from tests for the number of cointegrating vectors.--Evidence from tests of the value of the cointegrating vector.--Conclusions and directions for research.--Tables.--Appendix: Maximum-likelihood test for cointegration.--References. |
|---|
| 546 | |aRésumés en français |
|---|
| 563 | |aSoftcover |
|---|
| 590 | |a96-38|b1996-09-20 |
|---|
| 720 | 1 |aLalonde, René |
|---|
| 720 | 1 |aGodbout, Marie-Josée |
|---|
| 776 | 0#|tUnit-root tests and excess returns / |w(CaOODSP)9.571641 |
|---|
| 830 | #0|aWorking paper,|x1192-5434|v96-10|w(CaOODSP)9.514622 |
|---|