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Consumption-based asset pricing, part 1: classic theory and tests, measurement issues, and limited participation
Breeden, Douglas T.
;
Litzenberger, Robert H.
;
Jia, Tingyan
- In:
Annual review of financial economics
7
(
2015
),
pp. 35-83
Persistent link: https://www.econbiz.de/10011567485
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A review of systems cointegration tests
Hubrich, Kirsten
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
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