Stochastic trends and cointegration in the market for equities

Lucy Ackert and M. D. Racine

Journal of Economics and Business, 1999, vol. 51, issue 2, 133-143

Date: 1999
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Working Paper: Stochastic trends and cointegration in the market for equities (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jebusi:v:51:y:1999:i:2:p:133-143

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