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Econometric methods
Johnston, John, (1972)
Multivariate statistical methods in behavioral research
Bock, Richard Darrell, (1975)
Statistical treatment of experimental data
Young, Hugh D., (1962)
Detecting structural breaks in factor copula models and in vectors of dependence measures
Stark, Florian, (2019)
Variance estimation in the change analysis of a linear regression model
Riedle, M., (2001)
Sequential testing for the stability of high-frequency portfolio betas
Aue, Alexander, (2012)