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Book
Sequential methods for detecting structural breaks in cointegrated systems
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Year: 1998 Publisher: Florence : European university institute,

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Financial econometrics using Stata
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ISBN: 9781597182140 Year: 2016 Publisher: College Station, Tex. Stata Press

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Information content of Russian stock indices.
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Year: 1997 Publisher: London London Business School. Centre for economic forecasting

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A time varying parameter model to test for predictability and integration in stock markets of transition economies.
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Year: 2000 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 2346 - Financial Economics And Transition Economics

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Sequential methods for detecting structural breaks in cointegrated systems
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Year: 1998 Publisher: San Domenico (FI) : European university institute,

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Book
Bootstrapping sequential tests for multiple structural breaks
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Year: 1998 Publisher: Florence : European university institute,

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Bootstrapping sequential tests for multiple structural breaks
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Year: 1998 Publisher: San Domenico (FI) : European university institute,

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Book
Are differences in firm size transitory or permanent?
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Year: 1997 Publisher: London Centre for economic policy research

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