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A simple estimator of cointegrating vectors in higher order integrated systems
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Tests for parameter instability and structural change with unknown change point
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Asymptotic distributions of impulse responses, step responses, and variance decompositions of
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Temporal aggregation of Garch processes
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Simulated moments estimation of Markov models of asset prices
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Restricting regression slopes in the errors-in-variables model by bounding the error correlation
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