Narrow search
Showing 41 - 50 of 623
Cover Image
Outlier robust analysis of long-run marketing effects for weekly scanning data
Franses, Philip Hans; Kloek, Teun; Lucas, André - In: Journal of econometrics 89 (1999) 1, pp. 293-316
Persistent link: https://www.econbiz.de/10006786602
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Cointegration testing using pseudo likelihood ratio tests
Lucas, André - 1995
Persistent link: https://www.econbiz.de/10000918273
Cover Image
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
Cover Image
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
Cover Image
Measuring the impact of promotion on weekly market shares
Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000952467
Cover Image
Deepening the measurement of technical inefficiency in private farming in Georgia : locally parametric regression
Temel, Tuğrul T.; Lucas, André - In: International journal of applied econometrics and … 2 (2005) 1, pp. 115-138
Persistent link: https://www.econbiz.de/10003636393