Union Catalogue of Belgian Libraries
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Sequential methods for detecting structural breaks in cointegrated systems
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Financial econometrics using Stata
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Information content of Russian stock indices.
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A time varying parameter model to test for predictability and integration in stock markets of transition economies.
Authors:
Rockinger, Michael
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Urga, Giovanni
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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Bootstrapping sequential tests for multiple structural breaks
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Bootstrapping sequential tests for multiple structural breaks
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Are differences in firm size transitory or permanent?
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