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Tests for Skewness, Kurtosis, and Normality for Time Series Data
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
A Note on the Selection of Time Series Models
A PANIC Attack on Unit Roots and Cointegration
Intergenerational Linkages in Consumption Behavior
Demand Systems With Nonstationary Prices
Determining the Number of Factors in Approximate Factor Models
Forecasting Dynamic Time Series in the Presence of Deterministic Components
A Test for Conditional Symmetry in Time Series Models
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Analysis of Vector Autoregressions in the Presence of Shifts in Mean
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