Author:
Anoruo Emmanuel,Ramchander Sanjay,Thiewes Harold
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. Bodurtha, J. N., D. Kim, and C. Lee. 1995. “Closed-End Country Funds and U.S. Market Sentiment.”Review of Financial Studies 8: 881–919.
2. Boudreaux, K. J. 1973. “Discounts and Premiums on Closed-End Mutual Funds: A Study in Valuation.”Journal of Finance 28: 515–522.
3. Brown, R. L., J. Durbin, and J. M. Evans. 1975. “Techniques for Testing for the Constancy of Regression Relationships Over Time (with discussion).”Journal of the Royal Statistical Society 37: 149–192.
4. Dickey, D., and W. Fuller. 1981. “The Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.”Econometrica 49: 1057–1072.
5. Elliott, G., T. J. Rothenberg, and J. H. Stock. 1996. “Efficient Test for an Autoregressive Unit Root.”Econometrica 64: 813–836.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献