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Asset prices and the fundamentals: a Q test

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Publication:4304472
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DOI10.1080/00207729408929004zbMath0805.90016OpenAlexW3121396570WikidataQ126248140 ScholiaQ126248140MaRDI QIDQ4304472

Roger Craine

Publication date: 12 September 1994

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408929004


zbMATH Keywords

financial asset values


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)


Related Items

Effective presentability of Boolean algebras of Cantor-Bendixson rank 1 ⋮ Computable Boolean algebras ⋮ Spectra of structures and relations



Cites Work

  • Unnamed Item
  • Rational bubbles. A test
  • Multivariate estimates of the permanent components of GNP and stock prices
  • Hypothesis Testing in ARIMA(p, 1, q) Models
  • Recursive Competitive Equilibrium: The Case of Homogeneous Households
  • The Present-Value Relation: Tests Based on Implied Variance Bounds
  • Tobin's Marginal q and Average q: A Neoclassical Interpretation
  • Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
  • Asset Prices in an Exchange Economy
  • Co-Integration and Error Correction: Representation, Estimation, and Testing
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