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- Q58168534 description "article scientifique publié en janvier 2002" @default.
- Q58168534 description "im Jahr 2002 veröffentlichter wissenschaftlicher Artikel" @default.
- Q58168534 description "wetenschappelijk artikel" @default.
- Q58168534 description "наукова стаття, опублікована в січні 2002" @default.
- Q58168534 name "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates" @default.
- Q58168534 name "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates" @default.
- Q58168534 type Item @default.
- Q58168534 label "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates" @default.
- Q58168534 label "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates" @default.
- Q58168534 prefLabel "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates" @default.
- Q58168534 prefLabel "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates" @default.
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- Q58168534 P1476 Q58168534-DBECE7A4-B21B-4AFA-BE62-094318277E58 @default.
- Q58168534 P2093 Q58168534-AB6B21EA-4E84-42A6-8FDE-5955FBD9CA34 @default.
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- Q58168534 P2860 Q58168534-633B6B25-73DF-4D9E-BB2B-2B56139088D2 @default.
- Q58168534 P2860 Q58168534-AD162FE7-B4E4-4798-B123-4177C9B1D10B @default.
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- Q58168534 P304 Q58168534-45A4F342-3AC8-4CEF-A774-67BF979E3820 @default.
- Q58168534 P31 Q58168534-1926B63D-727D-468D-B803-5A207B514E0F @default.
- Q58168534 P356 Q58168534-AC1ACAB4-6748-455C-8B48-0134A657D5C5 @default.
- Q58168534 P433 Q58168534-ABE4732C-645D-46B4-BD55-66C55EEFD73D @default.
- Q58168534 P478 Q58168534-CB800BE3-D3BB-4C14-AFFC-B976058860BB @default.
- Q58168534 P50 Q58168534-DBB313AD-651F-46CA-84CD-541A89095793 @default.
- Q58168534 P577 Q58168534-4E1FA186-3A48-419F-9A03-39558E1BD279 @default.
- Q58168534 P921 Q58168534-59C10E3C-76DD-4C51-B714-64B55CFECC3B @default.
- Q58168534 P356 S0264-9993(00)00061-4 @default.
- Q58168534 P1433 Q15716398 @default.
- Q58168534 P1476 "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates" @default.
- Q58168534 P2093 "Alistair G Rew" @default.
- Q58168534 P2860 Q26778401 @default.
- Q58168534 P2860 Q29394427 @default.
- Q58168534 P2860 Q55879649 @default.
- Q58168534 P2860 Q58132814 @default.
- Q58168534 P2860 Q60638329 @default.
- Q58168534 P304 "65-90" @default.
- Q58168534 P31 Q13442814 @default.
- Q58168534 P356 "10.1016/S0264-9993(00)00061-4" @default.
- Q58168534 P433 "1" @default.
- Q58168534 P478 "19" @default.
- Q58168534 P50 Q17183513 @default.
- Q58168534 P577 "2002-01-01T00:00:00Z" @default.
- Q58168534 P921 Q179179 @default.