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person:"Engsted, Tom"
subject:"Estimation"
~isPartOf:"Applied financial economics"
~isPartOf:"Research report from Department of Management Science / Aarhus School of Business"
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Research report from Department of Management Science / Aarhus School of Business
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Testing cointegration implications of the constant term premium hypothesis in US term structure data
Engsted, Tom
;
Tanggaard, Carsten
-
1992
Persistent link: https://www.econbiz.de/10000847544
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