Downloadable software and other stuff; André Lucas


  • Dun Bradstreet data: the data of Dun and Bradstreet 1927 -- 1997, failure rates and numbers of failed companies (source: DB report (1997) Business failure record. A comparative statistical analysis of geographic and industry trends in business failures in the United States.).
  • RIPE: Robust Inference Plus Estimation. Single equation regression package, containing several robust estimation procedures.
  • The proofs of JBF 2001 paper (available on request) can be found in the underlying original working paper or separately here.

  • For my thesis click here. (Lucas, A. (1996): Outlier robust unit root analysis, Thesis Publishers, Amsterdam.)