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Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233

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Dufour, Jean-Marie - In: International economic review 35 (1994) 1, pp. 199-229

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Ghysels, Eric - In: International economic review 31 (1990) 2, pp. 355-364

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Hall, Alastair R. - In: Economics letters 21 (1986) 2, pp. 159-161

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