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Publisher: Elsevier

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Volume 88, Number 1, 2 November 1998

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Testing the null of stationarity for multiple time series - part 1
pp. 41-77(37)
Authors: Eckhardt, K.; Li, S.; Ammon, S.; Schanzle, G.; Mikus, G.; Eichelbaum, M.; Choi, I.; Chul Ahn, B.

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Relative efficiency with equivalence classes of asymptotic covariances
pp. 79-98(20)
Authors: Kupers, R.; Yu, W.; Persson, J.K.E.; Xu, X.; Wiesenfeld-Hallin, Z.; Mandy, D.M.; Martins-Filho, C.

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Asymptotic Bayesian analysis based on a limited information estimator
pp. 99-121(23)
Authors: Cook, T.M.; James, P.A.; Stannard, C.F.; Kwan, Y.K.

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Semiparametric estimation of count regression models
pp. 123-150(28)
Authors: Gurmu, S.; Rilstone, P.; Stern, S.

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Testing for r versus r-1 cointegrating vectors - Estimation and test
pp. 151-191(41)
Authors: Reid, G.J.; Gilbert, C.A.; McGrath, P.J.; Snell, A.

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Inadmissibility of the Stein-rule estimator under the balanced loss function
pp. 193-201(9)
Authors: Riley, J.L.; Gilbert, G.H.; Heft, M.W.; Ohtani, K.

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