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Stationarity and Cointegration in Systems with Real Estate and Financial Assets · Study

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ArticleStationarity and Cointegration in Systems with Real Estate and Financial Assets

Mukesh K. Chaudhry1999

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Articlegreen1999

Stationarity and Cointegration in Systems with Real Estate and Financial Assets

Mukesh K. Chaudhry · F. C. Neil Myer · James R. Webb

63 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Housing Market and Economics Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1981Some properties of time series data and their use in econometric model specification

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2000Dynamics of Private and Public Real Estate Markets

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Year1999

Typearticle

Published1999-05-01

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations63

Files0 public / 0

ShelfHousing Market and Economics

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doi10.1023/a:1007785018055

openalex_workW1598119817

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