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Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R
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Cointegrated dynamics for a generalized long memory process : application to interest rates
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Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo, (2021)
Econometric theory
Davidson, James E. H., (2000)
Econometric modelling of the sterling effective exchange rate
Davidson, James E. H., (1985)
Stochastic limit theory : an introduction for econometricians
Davidson, James E. H., (2021)