Unit-root tests and excess returns / by Marie-Josée Godbout and Simon van Norden. : FB3-2/96-10E

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Publication information
Department/Agency Bank of Canada.
Title Unit-root tests and excess returns / by Marie-Josée Godbout and Simon van Norden.
Series title Working paper1192-543496-10
Publication type Series - View Master Record
Language [English]
Format Paper
Other formats Electronic-[English]
Note(s) Contents: 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.
Résumés en français
Publishing information Ottawa - Ontario : Bank of Canada 1996.
Binding Softcover
Description 28p. : references, tables ; 28 cm.
ISBN 0-662-25018-4
ISSN 1192-5434
Catalogue number
  • FB3-2/96-10E
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