Email: rluger@emory.edu
Telephone: (404) 727-0328

Areas of Interest
Econometrics and Empirical Finance

Selected Publications
"Efficient Estimation of Copula-GARCH Models,'' Forthcoming in Computational Statistics and Data Analysis (with Yan Liu).

“The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach,” Canadian Journal of Economics 40, 2007, 561-583 (with René Garcia).

“Median-Unbiased Estimation and Exact Inference Methods for First-Order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form,” Journal of Time Series Analysis 27, 2006, 119-128.  

“Exact Permutation Tests for Non-Nested Non-Linear Regression Models,” Journal of Econometrics 133, 2006, 513-529.

“Option Prices, Preferences, and State Variables,” Canadian Journal of Economics 38, 2005, 1-27 (with René Garcia and Éric Renault).  

“Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables,” Journal of Econometrics 116, 2003, 49-83 (with René Garcia and Éric Renault).

“Exact Non-parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity,” Journal of Econometrics 115, 2003, 259-276. 

“A Modified CUSUM Test for Orthogonal Structural Changes,” Economics Letters 73, 2001, 301-306.

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Contact: Department of Economics