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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim M.; Lucas, Andre - In: Journal of Econometrics 119 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10005122673
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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, Andre; Dijk, Herman K. van - In: Journal of Econometrics 69 (1995) 1, pp. 27-59
Persistent link: https://www.econbiz.de/10005228648
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The multi-state latent factor intensity model for credit rating transitions
Koopman, Siem Jan; Lucas, Andre; Monteiro, Andre - In: Journal of Econometrics 142 (2008) 1, pp. 399-424
Persistent link: https://www.econbiz.de/10005228895
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Outlier robust analysis of long-run marketing effects for weekly scanning data
Franses, Philip Hans; Kloek, Teun; Lucas, Andre - In: Journal of Econometrics 89 (1998) 1-2, pp. 293-315
Persistent link: https://www.econbiz.de/10005285644
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Semi-nonparametric cointegration testing
Boswijk, H. Peter; Lucas, Andre - In: Journal of Econometrics 108 (2002) 2, pp. 253-280
Persistent link: https://www.econbiz.de/10005239054
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An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, Andre - In: Journal of Econometrics 66 (1995) 1-2, pp. 153-173
Persistent link: https://www.econbiz.de/10005192837