Robin L. Lumsdaine

Available identifiers

zbMath Open lumsdaine.robin-lMaRDI QIDQ1808546

List of research outcomes

Publication	Date of Publication	Type
Estimation of panel group structure models with structural breaks in group memberships and coefficients	2023-03-03	Paper
Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2)	2003-07-24	Paper
Testing for ARCH in the presence of a possibly misspecified conditional mean	2000-09-10	Paper
Testing For and Dating Common Breaks in Multivariate Time Series	1999-04-19	Paper
Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models	1996-09-01	Paper

Research outcomes over time

This page was built for person: Robin L. Lumsdaine