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subject:"Time series analysis"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Lucas, André"
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Time series analysis
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10
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10
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4
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2
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2
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Lucas, André
Franses, Philip Hans
6
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4
Koop, Gary
3
Carriero, Andrea
2
Clark, Todd E.
2
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Journal of applied econometrics
Report / Erasmus Center for Financial Research, Erasmus University
Discussion paper / Tinbergen Institute
27
International journal of forecasting
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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Global COE Hi-Stat discussion paper series
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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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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
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
4
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van
;
Kloek, Teunis
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966934
Saved in:
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