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Econometric analysis of financial and economic time series ; part a
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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A portmanteau test for multivariate garch when the conditional mean is an ECM : theory and empirical applications
Sin, Chor-yiu
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2006
Persistent link: https://www.econbiz.de/10003331371
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Various asymptotic distributions of the error-components test for cross-sectional correlation
Sin, Chor-yiu
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Essays in honor of M. Hashem Pesaran : panel modeling, …
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(pp. 145-175)
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2022
Persistent link: https://www.econbiz.de/10013193945
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