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Publisher: Elsevier

Volume 105, Number 2, December 2001

Recursive and rolling regression-based tests of the seasonal unit root hypothesis
pp. 309-336(28)
Authors: Smith, R.J.; Robert Taylor, A.M.

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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
pp. 363-412(50)
Authors: At-Sahalia, Y.; Bickel, P.J.; Stoker, T.M.

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