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Empirical Tests of the Fundamental-Value Hypothesis in Land Markets
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Empirical Tests of the Fundamental-Value Hypothesis in Land Markets (2001)Empirical Tests of the Fundamental-Value …Bubbles, Stock Returns, and Duration Dependence (1994)Bubbles, Stock Returns, and D…Testing for a Unit Root (1993)Testing for a Unit RootFormally Testing the Present Value Model of Farmland Prices (1991)Formally Testing the Present …Are Stock Returns Predictable? A Test Using Markov Chains (1991)Are Stock Returns Predictable…BUBBLES AND FADS IN ASSET PRICES (1989)BUBBLES AND FADS IN ASSET PRI…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…An Examination of Farm Sector Real Asset Dynamics: 1910–85 (1987)An Examination of Farm Sector…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Judgment under Uncertainty: Heuristics and Biases (1975)Macroeconomics and Reality (1980)Does the Stock Market Overreact? (1985)Price Dynamics in International Wheat Markets (1991)The Joint Influence of Agricultural and Nonfarm Factors on Real Estate Values: An Application to the Mid‐Atlantic Region (2001)Spatial Effects within the Agricultural Land Market in Northern Ireland (2003)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Cointegration and Tests of Present Value Models (1987)Land Price Volatility in a Geographically Dispersed Market (1994)Fads versus Fundamentals in Farmland Prices (1998)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Fads in the Initial Public Offering Market? (1990)Bubbles and Crises (2000)Was there a Nasdaq bubble in the late 1990s?☆ (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Regime switching in stock market returns (1997)Nonlinearity and intraday efficiency tests on energy futures markets (2009)Nonlinearity, data-snooping, and stock index ETF return predictability (2009)Book Review: Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Business conditions and expected returns on stocks and bonds (1989)CEO tenure, the risk of termination and firm value (2009)Markov Switching Models in Empirical Finance (2011)House price bubbles in China (2012)The General Theory of Employment (1937)A Contribution to the Theory of the Trade Cycle (1950)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Impulse response analysis in nonlinear multivariate models (1996)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries (2000)Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1993Testing for a Unit Root882 cited
  • 1989BUBBLES AND FADS IN ASSET PRICES294 cited
  • 1994Bubbles, Stock Returns, and Duration Dependence173 cited
  • 1991Formally Testing the Present Value Model of Farmland Prices161 cited
  • 1987An Examination of Farm Sector Real Asset Dynamics: 1910–85146 cited
  • 1991Are Stock Returns Predictable? A Test Using Markov Chains117 cited

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