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Schätzung und Spezifikation ökonometrischer neuronaler Netze
Lucas, André - 2003 - 1. Aufl.
Künstliche neuronale Netze sind ein in der Theorie oft beschriebenes und in der Praxis der Wirtschaftswissenschaften, Informatik sowie Natur- und Ingenieurwissenschaften häufig eingesetztes Instrument zur Durchführung von Datenanalysen. Darstellungen neuronaler Netze entstammen jedoch...
Persistent link: https://www.econbiz.de/10013360886
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A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
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Cointegration testing using pseudo likelihood ratio tests
Lucas, André - 1995
Persistent link: https://www.econbiz.de/10000918273
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Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André - In: Econometric reviews 17 (1998) 2, pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
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Unit root tests based on M estimators
Lucas, André - In: Econometric theory 11 (1995) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10001185251
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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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Unit root tests based on M estimators
Lucas, André - 1993
Persistent link: https://www.econbiz.de/10000150813
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - 2000
Persistent link: https://www.econbiz.de/10001488593
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Outlier robust cointegration analysis
Franses, Philip Hans; Lucas, André - 1995
Persistent link: https://www.econbiz.de/10000924662
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Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000944648