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Disambiguation of "Lucas, Andre"

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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model

, and . Journal of Econometrics, 119 (1): 45--71 (March 2004)

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André Lucas

Torsten André Lucas

Steffen Lucas

German Lucas

Rainer Lucas

 

Other publications of authors with the same name

Positivity conditions for stochastic state space modelling of time series, , and . Econometric Reviews, 11 (3): 379--396 (1992)Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods. Econometric Reviews, 17 (2): 185--214 (1998)Empirical credit cycles and capital buffer formation, , and . Journal of Banking & Finance, 29 (12): 3159--3179 (December 2005)Schätzung und Spezifikation ökonometrischer neuronaler Netze. Reihe: quantitative Ökonomie Eul, Lohmar u.a., 1. Aufl edition, (2003)Significant Variables for Digitalization and Financial Business Outcome: Impact of Climate, COVID; Profile of Firm, Innovation and Digitalization, Investment Activity and Other Company Variables in Western Europe., and . IMMS, page 312-323. ACM, (2022)SETS, arbitrage activity, and stock price dynamics, , , and . Journal of Banking & Finance, 24 (8): 1289--1306 (August 2000)Tail behaviour of credit loss distributions for general latent factor models, , , and . Applied Mathematical Finance, 10 (4): 337--357 (2003)Classical and Bayesian aspects of robust unit root inference, , and . Journal of Econometrics, 69 (1): 27--59 (September 1995)A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model, and . Journal of Econometrics, 119 (1): 45--71 (March 2004)Semi-nonparametric cointegration testing, and . Journal of Econometrics, 108 (2): 253--280 (June 2002)