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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Applied financial economics"
~person:"Shively, Philip A."
~subject:"Cointegration"
~subject:"Theory"
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Shively, Philip A.
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Journal of applied econometrics
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Time-varying risk components in the single-factor market model : an exact most powerful invariant test
Shively, Philip A.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 945-952
Persistent link: https://www.econbiz.de/10002195483
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Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A.
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
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