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sune-karlsson documents
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Bayesian Inference in Regression Models with Ordinal Explanatory Variables
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Computationally efficient double bootstrap variance estimation
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Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
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On the power and interpretation of panel unit root tests
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Introduction to multiple time series: H. Lütkepohl, 1991, (Springer, New York), 552 pp., paperback US$59.00, ISBN 0-387-53194-7