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Merger

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  • Town, R.J.

Abstract

Data from Town,R.J.(1992), Merger waves and the structure of merger and acquisition time-series, Journal of Applied Econometrics, 7, S83-S100. Used in Barkoulas et al., Waves and Persistence in Merger and Acquisition Activity", Economics Letters, 70, 237-243, 2001.

Suggested Citation

  • Town, R.J., "undated". "Merger," Instructional Stata datasets for econometrics merger, Boston College Department of Economics.
    • Handle: RePEc:boc:bocins:merger
    as

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    File URL: http://fmwww.bc.edu/ec-p/data/micro/town.dta
    File Function: Stata v7.0 web-accessible dataset
    Download Restriction: no
    File URL: http://fmwww.bc.edu/EC-P/WP396.pdf
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    References listed on IDEAS

    as
    1. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
    2. Baillie, Richard T & Bollerslev, Tim, 1994. "The long memory of the forward premium," Journal of International Money and Finance, Elsevier, vol. 13(5), pages 565-571, October.
    3. Yin‐Wong Cheung, 1993. "Tests For Fractional Integration:A Monte Carlo Investigation," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(4), pages 331-345, July.
    4. Sowell, Fallaw, 1992. "Modeling long-run behavior with the fractional ARIMA model," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 277-302, April.
    5. Town, R J, 1992. "Merger Waves and the Structure of Merger and Acquisition Time-Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 83-100, Suppl. De.
    6. Diebold, Francis X. & Lindner, Peter, 1996. "Fractional integration and interval prediction," Economics Letters, Elsevier, vol. 50(3), pages 305-313, March.
    7. Michael Gort, 1969. "An Economic Disturbance Theory of Mergers," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 83(4), pages 624-642.
    8. Shea, Gary S, 1991. "Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure," Empirical Economics, Springer, vol. 16(3), pages 287-312.
    Full references (including those not matched with items on IDEAS)

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