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Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models
Bewley, Ronald; Orden, David; Yang, Minxian; Fisher, … - In: Journal of Econometrics 64 (1994) 1-2, pp. 3-27
Persistent link: https://www.econbiz.de/10005228879
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Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling
Kapetanios, G.; Pagan, A.; Scott, A. - In: Journal of Econometrics 136 (2007) 2, pp. 565-594
Persistent link: https://www.econbiz.de/10005122634
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Alternative models for conditional stock volatility
Pagan, Adrian R.; Schwert, G. William - In: Journal of Econometrics 45 (1990) 1-2, pp. 267-290
Persistent link: https://www.econbiz.de/10005228917
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Estimating predictions, prediction errors and their standard deviations using constructed variables
Pagan, A. R.; Nicholls, D. F. - In: Journal of Econometrics 24 (1984) 3, pp. 293-310
Persistent link: https://www.econbiz.de/10005285948
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Some identification and estimation results for regression models with stochastically varying coefficients
Pagan, Adrian - In: Journal of Econometrics 13 (1980) 3, pp. 341-363
Persistent link: https://www.econbiz.de/10005122672
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Rational and polynomial lags : The finite connection
Pagan, Adrian - In: Journal of Econometrics 8 (1978) 2, pp. 247-254
Persistent link: https://www.econbiz.de/10005285568
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Efficient estimation of models with composite disturbance terms
Pagan, Adrian - In: Journal of Econometrics 1 (1973) 4, pp. 329-340
Persistent link: https://www.econbiz.de/10005285599
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On the role of simulation in the statistical evaluation of econometric models
Pagan, Adrian - In: Journal of Econometrics 40 (1989) 1, pp. 125-139
Persistent link: https://www.econbiz.de/10005285876
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A further result on the sign of restricted least-squares estimates
McAleer, Michael; Pagan, Adrian; Visco, Ignazio - In: Journal of Econometrics 32 (1986) 2, pp. 287-290
Persistent link: https://www.econbiz.de/10005238997
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Econometric studies of macro and monetary relations : A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75).
Pagan, Adrian - In: Journal of Econometrics 1 (1973) 4, pp. 402-403
Persistent link: https://www.econbiz.de/10005192661