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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~person:"Lucas, André"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Estimation theory
23
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Lucas, André
Kiviet, J. F.
11
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11
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11
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10
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10
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9
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8
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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5
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4
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4
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4
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4
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4
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4
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4
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The American economic review
Discussion paper / Tinbergen Institute
Journal of econometrics
The review of economic studies
Discussion papers in statistics and econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Report / Econometric Institute, Erasmus University Rotterdam
2
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ECONIS (ZBW)
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1
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:
2
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/10001471423
Saved in:
3
A comparison of parametric, seminonparametric, adaptive, and nonparametric cointegration tests
Boswijk, H. Peter
;
Lucas, André
;
Taylor, Nick
-
1999
Persistent link: https://www.econbiz.de/10001365108
Saved in:
4
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
5
Cointegration testing using pseudo likelihood ratio tests
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000918273
Saved in:
6
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
Saved in:
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