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An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André - In: Journal of econometrics 66 (1995) 1, pp. 153-173
Persistent link: https://www.econbiz.de/10001174120
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Outlier robust analysis of long-run marketing effects for weekly scanning data
Franses, Philip Hans; Kloek, Teun; Lucas, André - In: Journal of econometrics 89 (1999) 1, pp. 293-316
Persistent link: https://www.econbiz.de/10006786602
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An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André - In: Journal of econometrics 66 (1995) 1-2, pp. 153-174
Persistent link: https://www.econbiz.de/10006798477
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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
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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
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Semi-nonparametric cointegration testing
Boswijk, Herman Peter; Lucas, André - In: Journal of econometrics 108 (2002) 2, pp. 253-280
Persistent link: https://www.econbiz.de/10001657609
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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
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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
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Semi-nonparametric cointegration testing
Boswijk, H.Peter; Lucas, André - In: Journal of econometrics 108 (2002) 2, pp. 253-280
Persistent link: https://www.econbiz.de/10006769397
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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