Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing the unit root hypothesis for real stock prices and dividends
Richard D. F. Harris and Elias Tzavalis
| Year of publication: |
2004
|
|---|---|
| Authors: | Harris, Richard D. F. ; Tzavalis, Elias |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 23.2004, 2, p. 149-166
|
| Subject: | Einheitswurzeltest | Unit root test | Dynamische Wirtschaftstheorie | Economic dynamics | Börsenkurs | Share price | Dividende | Dividend | Theorie | Theory | USA | United States | 1975-1994 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002131166