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Lucas, André
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Koopman, Siem Jan
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Schwaab, Bernd
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Creal, Drew
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D'Innocenzo, Enzo
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Dijk, D.van
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Dijk, Dick van
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Franses, P.H.
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Franses, Philip Hans
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Hoogerheide, Lennart
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Lucas, A.
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
120
Working paper series / European Central Bank
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
9
International journal of forecasting
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Auditing : a journal of practice & theory
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Report / Econometric Institute, Erasmus University Rotterdam
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Erasmus University of Rotterdam - Econometric Institute
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Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
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Systemic risk tomography : signals, measurement and transmission channels
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The review of economics and statistics
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Tinbergen Institute Discussion Papers
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2010 Annual Meeting, July 25-27, 2010, Denver, Colorado
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AEI studies in telecommunications deregulation
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1
Heterogeneity and dynamics in network models
D'Innocenzo, Enzo
;
Lucas, André
;
Opschoor, Anne
; …
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10014474448
Saved in:
2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
3
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
4
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
5
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:
6
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
7
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:
8
Testing for ARCH in the Presence of Additive Outliers
Dijk, D.van
;
Franses, P.H.
;
Lucas, A.
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10006986961
Saved in:
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