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Search: person:"Lucas, André"
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Lucas, André
15
Koopman, Siem Jan
7
Blasques, Francisco
3
Schwaab, Bernd
3
Schaumburg, Julia
2
Abadir, Karim M.
1
Abadir, Karim Maher
1
Boswijk, H.Peter
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Boswijk, Herman Peter
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Brummelen, Janneke van
1
Dijk, Herman K.van
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Franses, Philip Hans
1
Harvey, Andrew C.
1
Hoek, Henk
1
João, Igor Custodio
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Kloek, Teun
1
Lucas, Andre
1
Monteiro, André
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Monteiro, André Antonio
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Journal of econometrics
Discussion paper / Tinbergen Institute
128
Tinbergen Institute Discussion Papers
96
Tinbergen Institute Discussion Paper
90
ECB Working Paper
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Serie Research Memoranda
15
Working paper series / European Central Bank
14
Journal of Business & Economic Statistics
9
Journal of applied econometrics
9
Journal of banking & finance
9
International journal of forecasting
8
CFS Working Paper Series
7
Journal of Econometrics
7
Journal of empirical finance
7
CFS Working Paper
6
CFS working paper series
6
Sveriges Riksbank Working Paper Series
6
Journal of Banking & Finance
5
Sveriges Riksbank working paper series
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometric Institute Research Papers
4
Econometric reviews
4
Journal of Applied Econometrics
4
Journal of Empirical Finance
4
Working Paper Series / European Central Bank
4
Applied mathematical finance
3
Discussion papers in statistics and econometrics
3
Econometric theory
3
Economics letters
3
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
3
Insurance / Mathematics & economics
3
Journal of financial and quantitative analysis : JFQA
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Applied financial economics
2
Econometric Theory
2
Finance Research Letters
2
International journal of applied econometrics and quantitative studies : IJAEQS
2
Journal of business finance & accounting : JBFA
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ECONIS (ZBW)
9
OLC EcoSci
7
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1
Time-Varying parameters in econometrics : the editor's foreword
Blasques, Francisco
;
Harvey, Andrew C.
;
Koopman, Siem Jan
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014471515
Saved in:
2
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
3
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
4
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
5
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André Antonio
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 399-424
Persistent link: https://www.econbiz.de/10003608208
Saved in:
6
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
7
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-326
Persistent link: https://www.econbiz.de/10008997619
Saved in:
8
The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan
;
Lucas, André
;
Monteiro, André
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 399-424
Persistent link: https://www.econbiz.de/10007894504
Saved in:
9
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
10
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim M.
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-72
Persistent link: https://www.econbiz.de/10006758252
Saved in:
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