List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Central bank mandates and monetary policy stances: through the Lens of federal reserve speeches Journal of Econometrics | 2025-06-19 | Paper |
| Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics | 2023-03-03 | Paper |
| Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 2) Econometric Reviews | 2003-07-24 | Paper |
| Testing for ARCH in the presence of a possibly misspecified conditional mean Journal of Econometrics | 2000-09-10 | Paper |
| Testing For and Dating Common Breaks in Multivariate Time Series Review of Economic Studies | 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 Econometrica | 1996-09-01 | Paper |
Research outcomes over time
This page was built for person: Robin L. Lumsdaine
