Number | Updated | Added | Topic | Download |
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03-A003 | 2003-11-01 | 2003-11-01 | A Generalized Jarque-Bera Test of Conditional NormalityYi-Ting Chen and Chung-Ming Kuan, Nov. 2003 | |
03-A002 | 2003-11-01 | 2003-11-01 | A Component-Driven Model for Regime Switching and Its Empirical EvidenceChung-Ming Kuan, Yu-Lieh Huang and Ruey S. Tsay, Nov. 2003 | |
03-A001 | 2003-11-01 | 2003-11-01 | A New Test of the martingale Difference HypothesisChung-Ming Kuan and Wei-Ming Lee, Nov. 2003 | |