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Volumn 11, Issue 3, 1996, Pages 275-291

The excess co-movement of commodity prices reconsidered

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EID: 21344445401     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-1255(199605)11:3<275::aid-jae392>3.0.co;2-3     Document Type: Article
Times cited : (93)

References (17)
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    • Davies, R. B. (1977), 'Hypothesis testing when a nuisance parameter is present only under the alternative', Biometrika, 64, 247-254.
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    • Hypothesis testing when a nuisance parameter is present only under the alternative
    • Davies, R. B. (1987), 'Hypothesis testing when a nuisance parameter is present only under the alternative', Biometrika, 74, 3343.
    • (1987) Biometrika , vol.74 , pp. 3343
    • Davies, R.B.1
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    • Autoregressive conditional heteroskedasticity with estimates of the variance of inflationary expectations
    • Engle, R. F. (1982), 'Autoregressive conditional heteroskedasticity with estimates of the variance of inflationary expectations', Econometrica, 50, 987-1007.
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    • Inference when a nuisance parameter is not identified under the null hypothesis
    • Hansen, B. E. (1991), 'Inference when a nuisance parameter is not identified under the null hypothesis', University of Rochester Discussion Paper.
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  • 14
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    • The excess co-movement of commodity prices
    • Pindyck, R. S. and J. J. Rotemberg (1990), 'The excess co-movement of commodity prices', Economic Journal, 100, 1173-89.
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  • 15
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    • Trivedi, P.K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.