monthly observations from 1969-1 to 1998-12
number of observations : 360
observation : production units
country : United States
A time serie containing :
the return for General Electric, Permno 12060
the return for IBM, Permno 12490
the return for Mobil Corporation, Permno 15966
the return for the CRSP value-weighted index, including dividends
Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, http://www.crsp.com.
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 13.