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Automated Earnings Forecasts: Beat Analysts or Combine and Conquer?, and . Manag. Sci., 64 (10): 4936-4952 (2018)Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation, , and . Journal of Econometrics, 62 (2): 415--442 (June 1994)Editor's introduction : Seasonality and econometric models. Journal of Econometrics, 55 (1-2): 1--8 (00 1993)The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea, and . Journal of International Money and Finance, 24 (4): 607--630 (June 2005)Advances in Econometrics, and . Volume 20, Part 1, chapter Sampling Frequency and Window Length Trade-offs in Data-Driven Volatility Estimation: Appraising the Accuracy of Asymptotic Approximations, page 155--181. JAI, (2006)Let's get "real" about using economic data, , and . Journal of Empirical Finance, 9 (3): 343--360 (August 2002)Nonparametric estimation of American options' exercise boundaries and call prices, , , and . Journal of Economic Dynamics and Control, 24 (11-12): 1829--1857 (October 2000)Structural change tests for simulated method of moments, and . Journal of Econometrics, 115 (1): 91--123 (July 2003)Predictive tests for structural change with unknown breakpoint, , and . Journal of Econometrics, 82 (2): 209--233 (February 1998)Editors' introduction recent developments in the econometrics of structural change, and . Journal of Econometrics, 70 (1): 1--8 (January 1996)