Multiple trend breaks and the unit-root hypothesis RL Lumsdaine, DH Papell Review of economics and Statistics 79 (2), 212-218, 1997 | 2140 | 1997 |
Recursive and sequential tests of the unit-root and trend-break hypotheses: theory and international evidence A Banerjee, RL Lumsdaine, JH Stock Journal of Business & Economic Statistics 10 (3), 271-287, 1992 | 1683 | 1992 |
Dating the integration of world equity markets G Bekaert, CR Harvey, RL Lumsdaine Journal of Financial Economics 65 (2), 203-247, 2002 | 925 | 2002 |
Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1, 1) and covariance stationary GARCH (1, 1) models RL Lumsdaine Econometrica: Journal of the Econometric Society, 575-596, 1996 | 710 | 1996 |
Testing for and dating common breaks in multivariate time series J Bai, RL Lumsdaine, JH Stock The Review of Economic Studies 65 (3), 395-432, 1998 | 613 | 1998 |
Macroeconomic news and bond market volatility CM Jones, O Lamont, RL Lumsdaine Journal of financial economics 47 (3), 315-337, 1998 | 584 | 1998 |
The dynamics of emerging market equity flows G Bekaert, CR Harvey, RL Lumsdaine Journal of International money and Finance 21 (3), 295-350, 2002 | 514 | 2002 |
New developments in the economic analysis of retirement RL Lumsdaine, OS Mitchell Handbook of labor economics 3, 3261-3307, 1999 | 491 | 1999 |
Unit roots, postwar slowdowns and long-run growth: evidence from two structural breaks D Ben-David, RL Lumsdaine, DH Papell Empirical Economics 28, 303-319, 2003 | 327 | 2003 |
Identifying the common component of international economic fluctuations: a new approach RL Lumsdaine, ES Prasad The Economic Journal 113 (484), 101-127, 2003 | 288 | 2003 |
Three models of retirement: Computational complexity versus predictive validity RL Lumsdaine, JH Stock, DA Wise Topics in the Economics of Aging, 21-60, 1992 | 243 | 1992 |
Finite-sample properties of the maximum likelihood estimator in GARCH (1, 1) and IGARCH (1, 1) models: A Monte Carlo investigation RL Lumsdaine Journal of Business & Economic Statistics 13 (1), 1-10, 1995 | 176 | 1995 |
Retirement timing of women and the role of care responsibilities for grandchildren RL Lumsdaine, SJC Vermeer Demography 52 (2), 433-454, 2015 | 164 | 2015 |
Why are retirement rates so high at age 65? RL Lumsdaine, JH Stock, DA Wise Advances in the Economics of Aging, 61-82, 1996 | 130 | 1996 |
Pension plan provisions and retirement: men and women, medicare, and models RL Lumsdaine, JH Stock, DA Wise Studies in the Economics of Aging, 183-222, 1994 | 125 | 1994 |
Testing for ARCH in the presence of a possibly misspecified conditional mean RL Lumsdaine, S Ng Journal of Econometrics 93 (2), 257-279, 1999 | 114 | 1999 |
Aging and labor force participation: A review of trends and explanations RL Lumsdaine, DA Wise Aging in the United States and Japan: economic trends, 7-42, 1994 | 100 | 1994 |
Identifying the common component in international economic fluctuations RL Lumsdaine, ES Prasad National Bureau of Economic Research, 1997 | 79 | 1997 |
Retirement incentives: The interaction between employer-provided pensions, Social Security, and retiree health benefits RL Lumsdaine, JH Stock, DA Wise The economic effects of aging in the United States and Japan, 261-293, 1996 | 70 | 1996 |
Testing for and dating breaks in integrated and cointegrated time series J Bai, RL Lumsdaine, JH Stock Manuscript, Kennedy School of Government, Harvard University, 1991 | 67 | 1991 |