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subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of applied econometrics"
~person:"Lucas, André"
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Time series analysis
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Lucas, André
Franses, Philip Hans
7
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5
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5
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4
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3
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of applied econometrics
Discussion paper / Tinbergen Institute
27
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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ECONIS (ZBW)
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1
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
2
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
3
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
;
Lucas, André
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994244
Saved in:
4
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis
;
Lucas, André
;
Dijk, Ronald van
-
1995
Persistent link: https://www.econbiz.de/10000922344
Saved in:
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