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Publisher: Wiley-Blackwell on behalf of the Institute of Economics and Statistics, University of Oxford

Volume 70, Number 5, October 2008

The ACR Model: A Multivariate Dynamic Mixture Autoregression
pp. 583-618(36)
Authors: Bec, Frédérique; Rahbek, Anders; Shephard, Neil

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A Simple Test for Cointegration in Dependent Panels with Structural Breaks
pp. 665-704(40)
Authors: Westerlund, Joakim; Edgerton, DavidL.

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On Critical Values of Tests against a Change in Persistence
pp. 705-710(6)
Authors: Hassler, Uwe; Scheithauer, Jan

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