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Cryogenic considerations for superconducting magnet design for the material plasma exposure experiment

IOP conference series. Materials Science and Engineering, 2015-12, Vol.101 (1), p.12143-12152

2015

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EXPERIMENTAL COMPARISON OF ALTERNATIVE PRESENTATIONS

Experiments on Mass Communication, 2017, p.120-146

2017

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Estimation of panel group structure models with structural breaks in group memberships and coefficients

Journal of econometrics, 2023-03, Vol.233 (1), p.45-65

2023

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Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages

Journal of applied econometrics (Chichester, England), 2024-01, Vol.39 (1), p.22-40

2024

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Dating the integration of world equity markets

Journal of financial economics, 2002-08, Vol.65 (2), p.203-247

2002

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The Complexity of Bank Holding Companies: A Topological Approach

Journal of banking & finance, 2020-09, Vol.118, p.105789, Article 105789

2020

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The intrafirm complexity of systemically important financial institutions

Journal of financial stability, 2021-02, Vol.52, p.100804, Article 100804

2021

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Market Set-up in Advance of Federal Reserve Policy Rate Decisions

The Economic journal (London), 2016-05, Vol.126 (592), p.618-653

2016

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Large learning gains in pockets of extreme poverty: Experimental evidence from Guinea Bissau

Journal of public economics, 2021-07, Vol.199, p.104385, Article 104385

2021

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Multiple Trend Breaks and the Unit-Root Hypothesis

The review of economics and statistics, 1997-05, Vol.79 (2), p.212-218

1997

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An Epidemiological Model of Economic Crisis Spread across Sectors in the United States

Journal of money, credit and banking, 2022-06, Vol.54 (4), p.885-919

2022

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How survey design affects self-assessed health responses in the Survey of Health, Ageing, and Retirement in Europe (SHARE)

European economic review, 2013-10, Vol.63, p.299-307

2013

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Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models

Econometrica, 1996-05, Vol.64 (3), p.575-596

Lumsdaine, Robin L.

1996

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Identifying the Common Component of International Economic Fluctuations: A New Approach

The Economic journal (London), 2003-01, Vol.113 (484), p.101-127

2003

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Testing For and Dating Common Breaks in Multivariate Time Series

The Review of economic studies, 1998-07, Vol.65 (3), p.395-432

1998

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Macroeconomic news and bond market volatility

Journal of financial economics, 1998-03, Vol.47 (3), p.315-337

1998

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Testing for ARCH in the presence of a possibly misspecified conditional mean

Journal of econometrics, 1999-12, Vol.93 (2), p.257-279

1999

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Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks

Empirical economics, 2003-04, Vol.28 (2), p.303-319

2003

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Correlation, Models, and Risk Management in Challenging Times

Journal of financial econometrics, 2009, Vol.7 (1), p.40-51

Lumsdaine, Robin L.

2009

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Do Survey Probabilities Match Financial Market Beliefs?

The journal of behavioral finance, 2018-01, Vol.19 (2), p.209-220

2018

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Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

Journal of business & economic statistics, 1992-07, Vol.10 (3), p.271

1992

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Why Systemic Risk Considerations Affect the Market for Long-Term Care Insurance

The Economists' voice, 2011, Vol.8 (3)

Lumsdaine, Robin L

2011

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On the Construction of Prior Information – An Info-Metrics Approach

Essays in Honor of Aman Ullah, 2016, Vol.36, p.277-314

2016

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Probability Limits: Are Subjective Assessments Adequately Accurate?

The Journal of human resources, 2001-04, Vol.36 (2), p.327-363

2001

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Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation

Journal of business & economic statistics, 1995-01, Vol.13 (1), p.1

Lumsdaine, Robin L.

1995

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Cryogenic considerations for superconducting magnet design for the material plasma exposure experiment

EXPERIMENTAL COMPARISON OF ALTERNATIVE PRESENTATIONS

Estimation of panel group structure models with structural breaks in group memberships and coefficients

Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages

Dating the integration of world equity markets

The Complexity of Bank Holding Companies: A Topological Approach

The intrafirm complexity of systemically important financial institutions

Market Set-up in Advance of Federal Reserve Policy Rate Decisions

Large learning gains in pockets of extreme poverty: Experimental evidence from Guinea Bissau

Multiple Trend Breaks and the Unit-Root Hypothesis

An Epidemiological Model of Economic Crisis Spread across Sectors in the United States

How survey design affects self-assessed health responses in the Survey of Health, Ageing, and Retirement in Europe (SHARE)

Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models

Identifying the Common Component of International Economic Fluctuations: A New Approach

Testing For and Dating Common Breaks in Multivariate Time Series

Macroeconomic news and bond market volatility

Testing for ARCH in the presence of a possibly misspecified conditional mean

Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks

Correlation, Models, and Risk Management in Challenging Times

Do Survey Probabilities Match Financial Market Beliefs?

Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

Why Systemic Risk Considerations Affect the Market for Long-Term Care Insurance

On the Construction of Prior Information – An Info-Metrics Approach

Probability Limits: Are Subjective Assessments Adequately Accurate?

Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation

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