The econometrics of the 'market model': Cointegration, error correction and exogeneity

International Journal of Finance and Economics

Volumn 1, Issue 4, 1996, Pages 275-286

  Mills, Terence C ^a  

^a LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

Cointegration; Error correction; Exogeneity; Market model

Indexed keywords

EID: 0000514876     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199610)1:4<275::AID-IJFE25>3.0.CO;2-7     Document Type: Article

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