@techreport{NBERt0067,
 title = "The Dividend Ratio Model and Small Sample Bias:  A Monte Carlo Study",
 author = "John Y. Campbell and Robert J. Shiller",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Technical Working Paper Series",
 number = "67",
 year = "1988",
 month = "July",
 URL = "http://www.nber.org/papers/t0067",
 abstract = {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 implied by the dividend ratio model, or altered to show a unit root.},
}