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~accessRights:"free"
~institution:"Bonn Graduate School of Economics"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
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Bonn Graduate School of Economics
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
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2011
Persistent link: https://www.econbiz.de/10009532945
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Frequency domain Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J.
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046442
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Cointegration and regime-switching risk premia in the U:S: term structure of interest rates
Tillmann, Peter
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984469
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