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Martin Wagner 0003

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affiliation: University of Klagenfurt, Department of Economics, Austria
affiliation: Institute for Advanced Studies, Vienna, Austria

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2000 – 2009

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2009
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Dietmar Bauer, Martin Wagner:
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Comput. Stat. Data Anal. 53(6): 1954-1973 (2009)

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