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Why systemic risk considerations affect the market for long-term care insurance
Lumsdaine, Robin L. - In: The Economists' voice 8 (2011) 3, pp. 1-5
Persistent link: https://www.econbiz.de/10009948852
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Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 2)#
Lumsdaine, Robin - In: Econometric reviews 22 (2003) 3, pp. 247-252
Persistent link: https://www.econbiz.de/10006884249
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PUBLIC INFORMATION AND THE PERSISTENCE OF BOND MARKET VOLATILITY
Jones, Charles M.; Larnont, Owen; Lumsdaine, Robin - 1996
Persistent link: https://www.econbiz.de/10007001211
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Dating the integration of world equity markets
Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - In: Journal of financial economics 65 (2002) 2, pp. 203-248
Persistent link: https://www.econbiz.de/10006508785
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Macroeconomic news and bond market volatility
Jones, Charles M.; Lamont, Owen; Lumsdaine, Robin L. - In: Journal of financial economics 47 (1998) 3, pp. 315-338
Persistent link: https://www.econbiz.de/10006523567
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Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
Lumsdaine, Robin L. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 575-596
Persistent link: https://www.econbiz.de/10006794196
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Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
Ben-David, Dan; Ben-David, Dan; Ben-David, Dan; … - In: Empirical economics : a journal of the Institute for … 28 (2003) 2, pp. 303-320
Persistent link: https://www.econbiz.de/10006258981
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Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH (1,1) and IGARCH (1,1) Models: A Monte Carlo Investigation
Lumsdaine, Robin L. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10008223883
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IDENTIFYING THE COMMON COMPONENT IN INTERNATIONAL ECONOMIC FLUCTUATIONS
Lumsdaine, Robin L.; Prasad, Eswar S. - 1997
Persistent link: https://www.econbiz.de/10006998963
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How survey design affects self-assessed health responses in the Survey of Health, Ageing, and Retirement in Europe (SHARE)
Lumsdaine, Robin L.; Exterkate, Anneke - In: European economic review : EER 63 (2013), pp. 299-307
Persistent link: https://www.econbiz.de/10010178723