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GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (replication data)
We propose a class of observation-driven time series models referred to as generalized autoregressive score (GAS) models. The mechanism to update the parameters over time is the... -
NONLINEAR GROWTH EFFECTS OF TAXATION: A SEMI-PARAMETRIC APPROACH USING AVERAG...
One of the major challenges of empirical tax research is the identification and calculation of appropriate tax data. While there is consensus that average marginal tax rates are...
