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Working Papers

NumberUpdatedAddedTopicDownload
03-A0032003-11-012003-11-01A Generalized Jarque-Bera Test of Conditional NormalityYi-Ting Chen and Chung-Ming Kuan, Nov. 2003
03-A0022003-11-012003-11-01A Component-Driven Model for Regime Switching and Its Empirical EvidenceChung-Ming Kuan, Yu-Lieh Huang and Ruey S. Tsay, Nov. 2003
03-A0012003-11-012003-11-01A New Test of the martingale Difference HypothesisChung-Ming Kuan and Wei-Ming Lee, Nov. 2003
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