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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~language:"cat"
~language:"eng"
~person:"Brüggemann, Ralf"
~subject:"Kointegration"
~subject:"Unit root test"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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On the small sample properties of weak exogeneity tests in cointegrated VAR models
Brüggemann, Ralf
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2002
Persistent link: https://www.econbiz.de/10001656715
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Uncovered interest parity - what can we learn from panel data?
Breitung, Jörg
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Brüggemann, Ralf
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2000
Persistent link: https://www.econbiz.de/10001508113
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