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institution:"Columbia University / Department of Economics"
subject:"Theory"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"Discussion papers in quantitative economics and computing / E"
~subject:"Matching"
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Centre for Quantitative Economics & Computing
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
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1998
Persistent link: https://www.econbiz.de/10001351113
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
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1995
Persistent link: https://www.econbiz.de/10000931962
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