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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Lucas, André"
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Estimation theory
Theorie
68
Theory
68
Time series analysis
27
Zeitreihenanalyse
27
Credit risk
15
Kreditrisiko
15
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15
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Lucas, André
Kleibergen, Frank
9
Haan, Laurens de
6
Daníelsson, Jón
5
Franses, Philip Hans
5
Gouriéroux, Christian
5
Kiviet, J. F.
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Baltagi, Badi H.
4
Carroll, Raymond J.
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3
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3
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Thomas, Alban
3
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2
Bijwaard, Govert
2
Boswijk, H. Peter
2
Boswijk, Herman Peter
2
Boumahdi, Rachid
2
Bruneau, Catherine
2
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2
Peaucelle, Irina
2
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2
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2
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2
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Annales d'économie et de statistique
Discussion paper / Tinbergen Institute
Journal of the Royal Statistical Society
Discussion papers in statistics and econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Discussion paper / Tinbergen Institue / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers in economics
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Econometric reviews
1
Econometric theory
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Economics letters
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Reihe Quantitative Ökonomie : Ökon
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
-
2000
Persistent link: https://www.econbiz.de/10001471423
Saved in:
2
A comparison of parametric, seminonparametric, adaptive, and nonparametric cointegration tests
Boswijk, H. Peter
;
Lucas, André
;
Taylor, Nick
-
1999
Persistent link: https://www.econbiz.de/10001365108
Saved in:
3
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
4
Cointegration testing using pseudo likelihood ratio tests
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000918273
Saved in:
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