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We show how the group factor setting applies to mixed-frequency data. As an empirical illustration, we address the question whether Industrial Production (IP) is still the dominant factor driving the ...
Pranab Kumar Sen, Asymptotically Most Powerful Rank Order Tests for Grouped Data, The Annals of Mathematical Statistics, Vol. 38, No. 4 (Aug., 1967), pp. 1229-1239 ...
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