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Information about:
Richard Luger

Personal Details | Affiliation | Works
This is information that was supplied by Richard Luger in registering through RePEc. If you are Richard Luger , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Richard
Middle Name:
Last Name: Luger
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RePEc Short-ID: plu79

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. René Garcia & Richard Luger, 2005. "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Working Papers 05-36, Bank of Canada. [Downloadable!]
    Published as:

  2. Richard Luger, 2004. "Exact Permutation Tests for Non-nested Non-linear Regression Models," Emory Economics 0419, Department of Economics, Emory University (Atlanta). [Downloadable!]

  3. Rene Garcia & Richard Luger & Eric Renault, 2004. "Option Prices, Preferences, and State Variables," Emory Economics 0418, Department of Economics, Emory University (Atlanta). [Downloadable!]

  4. Richard Luger, 2004. "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Working Papers 04-2, Bank of Canada. [Downloadable!]

  5. GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables," Cahiers de recherche 2001-10, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
    Other versions:
    Published as:

  6. René Garcia & Richard Luger & Éric Renault, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Varia," CIRANO Working Papers 2001s-02, CIRANO. [Downloadable!]

  7. Luger, Richard, 2001. "Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity," Working Papers 01-2, Bank of Canada. [Downloadable!]
    Published as:

  8. Maral Kichian and Richard Luger, Bank of Canada, 2001. "On Inflation and the Persistence of shocks to Output," Computing in Economics and Finance 2001 184, Society for Computational Economics.
    Other versions:

  9. Garcia, R. & Luger, R. & Renault, E., 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche 2001-09, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    Other versions:

Articles

  1. Richard Luger, 2006. "Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(1), pages 119-128, 01. [Downloadable!] (restricted)

  2. René Garcia & Richard Luger & Éric Renault, 2005. "Viewpoint: Option prices, preferences, and state variables," Canadian Journal of Economics, Canadian Economics Association, vol. 38(1), pages 1-27, February. [Downloadable!] (restricted)

  3. Garcia, Rene & Luger, Richard & Renault, Eric, 2003. "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 49-83. [Downloadable!] (restricted)
    Other versions:

  4. Luger, Richard, 2003. "Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity," Journal of Econometrics, Elsevier, vol. 115(2), pages 259-276, August. [Downloadable!] (restricted)
    Other versions:

  5. Luger, Richard, 2001. "A modified CUSUM test for orthogonal structural changes," Economics Letters, Elsevier, vol. 73(3), pages 301-306, December. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2004-01-18
  2. NEP-ECM: Econometrics (3) 2001-07-17 2004-01-25 2004-12-02 Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2001-07-17 2004-01-18 Author is listed
  4. NEP-FIN: Finance (1) 2004-12-02
  5. NEP-IFN: International Finance (1) 2001-07-17
  6. NEP-MAC: Macroeconomics (2) 2002-01-05 2005-12-01 Author is listed
  7. NEP-MON: Monetary Economics (1) 2005-12-01
  8. NEP-RMG: Risk Management (1) 2004-01-18
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This page was last updated on 2009-11-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.