000
| 01209nam##2200301za#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 |
---|