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Tests for Skewness, Kurtosis, and Normality for Time Series Data
Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
A Test for Conditional Symmetry in Time Series Models
A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Parametric and non-parametric approaches to price and tax reform
A PANIC Attack on Unit Roots and Cointegration
A Note on the Selection of Time Series Models
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Intergenerational Linkages in Consumption Behavior
How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis
Forecasting Dynamic Time Series in the Presence of Deterministic Components
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