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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Robin L. Lumsdaine