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~language:"eng"
~language:"hrv"
~language:"kaz"
~person:"Phillips, Peter C. B."
~subject:"Firm performance"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Firm performance
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Estimation theory
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Phillips, Peter C. B.
Gupta, Rangan
309
Bahmani-Oskooee, Mohsen
199
Cebula, Richard J.
194
Beladi, Hamid
169
Gil-Alaña, Luis A.
148
Creedy, John
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Güth, Werner
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Pestieau, Pierre
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McAleer, Michael
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Nijkamp, Peter
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Cheng, T. C. E.
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Jarrow, Robert A.
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Marjit, Sugata
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Caporale, Guglielmo Maria
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Mukherjee, Arijit
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Tirole, Jean
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Laporte, Gilbert
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Thisse, Jacques-François
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Cremer, Helmuth
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Kumbhakar, Subal
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Miceli, Thomas J.
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Stiglitz, Joseph E.
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Bouri, Elie
114
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Journal of econometrics
37
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30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
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Practical issues in cointegration analysis
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Research in economics : an international review of economics
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Testing integration and cointegration
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The American journal of economics and sociology
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ECONIS (ZBW)
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151
Testing for cointegration using principal components methods
Phillips, Peter C. B.
-
1988
Persistent link: https://www.econbiz.de/10001269094
Saved in:
152
Trends versus random walks in time series analysis
Durlauf, Steven N.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10001059825
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