The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
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Small sample properties of parameter estimates and test statistics in the vector autoregressive dividend ratio model (Campbell and Shiller [1988 a,b]) are derived by stochastic simulation. The data generating processes are co integrated vector autoregressive models, estimated subject to restrictions
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美国国家经济研究局创建时间：
1988-07-01
