Narrow search
Showing 1 - 8 of 8
Cover Image
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/10002611120
Cover Image
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/10002611226
Cover Image
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, Stan; Lindsay, Kenneth A.; McClelland, Andrew - In: Journal of econometrics 172 (2013) 1, pp. 106-126
Persistent link: https://www.econbiz.de/10009702297
Cover Image
Modelling circular time series
Harvey, Andrew C.; Hurn, Stan; Palumbo, Dario; Thiele, … - In: Journal of econometrics 239 (2024) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10015073958
Cover Image
Alternative models for conditional stock volatility
Pagan, Adrian R. - In: Journal of econometrics 45 (1990) 1, pp. 267-290
Persistent link: https://www.econbiz.de/10001332072
Cover Image
Synchronization of cycles
Harding, Don; Pagan, Adrian - In: Journal of econometrics 132 (2006) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10007259643
Cover Image
Synchronization of cycles
Harding, Don; Pagan, Adrian R. - In: Journal of econometrics 132 (2006) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10003320244
Cover Image
Making a match : combining theory and evidence in policy-oriented macroeconomic modeling
Kapetanios, George; Pagan, Adrian R.; Scott, Andrew - In: Journal of econometrics 136 (2007) 2, pp. 565-594
Persistent link: https://www.econbiz.de/10003412676