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Lucas, André
Gil-Alaña, Luis A.
349
Caporale, Guglielmo Maria
291
Zimmermann, Klaus F.
251
Franses, Philip Hans
250
Koopman, Siem Jan
243
Phillips, Peter C. B.
238
Neumark, David
211
Freeman, Richard B.
207
Snower, Dennis J.
190
Peri, Giovanni
159
McAleer, Michael
153
Gao, Jiti
140
Teräsvirta, Timo
135
Lütkepohl, Helmut
124
Kapetanios, George
122
Vivarelli, Marco
120
Gupta, Rangan
119
Sibbertsen, Philipp
119
Marcellino, Massimiliano
117
Lehmann, Hartmut
116
Pesaran, M. Hashem
114
Schmid, Günther
109
Koop, Gary
107
Watson, Mark W.
107
Kunst, Robert M.
106
Borjas, George J.
104
Taylor, Robert
104
Harvey, Andrew C.
103
Härdle, Wolfgang
98
Stock, James H.
98
Boeri, Tito
96
Hyndman, Rob J.
95
Eichhorst, Werner
94
Jimeno, Juan F.
94
Weber, Enzo
93
Hamermesh, Daniel S.
92
Merkl, Christian
91
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90
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88
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50
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7
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
Journal of econometrics
3
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2
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ECONIS (ZBW)
82
EconStor
7
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1
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
Saved in:
2
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
3
Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van
;
Kloek, Teunis
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966934
Saved in:
4
Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis
;
Lucas, André
;
Dijk, Ronald van
-
1995
Persistent link: https://www.econbiz.de/10000922344
Saved in:
5
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
;
Lucas, André
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994244
Saved in:
6
Unit root tests based on M estimators
Lucas, André
-
1993
Persistent link: https://www.econbiz.de/10000150813
Saved in:
7
Outlier robust GMM estimation of leverage determinants
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teun
-
1994
Persistent link: https://www.econbiz.de/10000151692
Saved in:
8
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
Saved in:
9
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
Saved in:
10
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
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