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Interbank loans, collateral and modern monetary policy
Wolski, Marcin; Leur, Michiel van de - In: Journal of economic dynamics & control 73 (2016), pp. 388-416
Persistent link: https://www.econbiz.de/10011709116
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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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Evaluating the Basle guidelines for backtesting banks' internal risk management models
Lucas, André - In: Journal of money, credit and banking : JMCB 33 (2001) 3, pp. 826-846
Persistent link: https://www.econbiz.de/10001605454
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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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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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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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Cointegration testing using pseudo likelihood ratio tests
Lucas, André - 1995
Persistent link: https://www.econbiz.de/10000918273
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Nut, gebruik en beperkingen van value-at-risk voor risicomanagement
Lucas, André - In: Economisch en sociaal tijdschrift : een driemaandelijke … 53 (1999) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001449693
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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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Measuring the impact of promotion on weekly market shares
Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000952467