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FoodPrints of Households Dominik Saner , Claudio Beretta

FoodPrints of Households Dominik Saner , Claudio Beretta

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FlowLogic®: Right Click Menu in the File Inspector How to Guide

FlowLogic®: Right Click Menu in the File Inspector How to Guide

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Flexible Sample Size Considerations Using Information Based Interim Monitoring

Flexible Sample Size Considerations Using Information Based Interim Monitoring

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Flat is the New Up—How to Deliver Value

Flat is the New Up—How to Deliver Value

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FIRST YEAR LABORATORY PX 1123 Introductory Practical Physics I

FIRST YEAR LABORATORY PX 1123 Introductory Practical Physics I

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Fireflyâ¢ Analysis Workbench user guide

Fireflyâ¢ Analysis Workbench user guide

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Finite-size scaling, dynamic fluctuations, and hyperscaling relation

Finite-size scaling, dynamic fluctuations, and hyperscaling relation

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Finite-sample simulation-based tests in VAR models with

Finite-sample simulation-based tests in VAR models with

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Finite-sample simulation-based tests in seemingly unrelated regressions ∗ Jean-Marie Dufour

Finite-sample simulation-based tests in seemingly unrelated regressions ∗ Jean-Marie Dufour

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Finite-sample simulation-based inference in VAR models with application to Granger causality testing

Finite-sample simulation-based inference in VAR models with application to Granger causality testing

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Finite-sample simulation-based inference in VAR models with

Finite-sample simulation-based inference in VAR models with

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Finite-sample multivariate tests of asset pricing models with coskewness

Finite-sample multivariate tests of asset pricing models with coskewness

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Finite-sample distribution-free inference in linear median regressions under heteroskedasticity and

Finite-sample distribution-free inference in linear median regressions under heteroskedasticity and

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FINITE SAMPLE TESTS FOR ARCH EFFECTS AND Jean-Marie Dufour , Lynda Khalaf

FINITE SAMPLE TESTS FOR ARCH EFFECTS AND Jean-Marie Dufour , Lynda Khalaf

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Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

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Finite sample inference for extreme value distributions SUMMARY

Finite sample inference for extreme value distributions SUMMARY

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Finite Sample Distributions and Non- normality in Second Generation

Finite Sample Distributions and Non- normality in Second Generation

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Finite and Large Sample Inference for One- and ∗ Jean-Marie Dufour

Finite and Large Sample Inference for One- and ∗ Jean-Marie Dufour

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Fingerprint Compression Based on Sparse Representation

Fingerprint Compression Based on Sparse Representation

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finding or not finding rules in time series

finding or not finding rules in time series

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FINANCIAL ECONOMETRIC MODELS Some contributions to the field João Nicolau

FINANCIAL ECONOMETRIC MODELS Some contributions to the field João Nicolau

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