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Date Stamping Bubbles in Real Estate Investment Trusts

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Figure

Table 1: Descriptive Statistics
Table 2: The SADF test and the GSADF test statistics
Figure 1: Real (Inflation-Adjusted) REITs – Jan 1980 to Sept 2013
Figure 2. GSADF. Bubble Periods in the Real REIT Value-Weighted Index
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