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Diagnostic tests for models based on individual data : a survey
Pagan, Adrian R.
Persistent link: https://www.econbiz.de/10001273579
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Resolving the liquidity effect
Pagan, Adrian R. - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3, pp. 33-54
Persistent link: https://www.econbiz.de/10001333486
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Consistency tests for heteroskedastic and risk models
Pagan, Adrian R. - In: Estudios económicos 7 (1992) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10001133116
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On the inconsistency of the MLE in certain heteroskedastic regression models
Pagan, Adrian R. - In: Estudios económicos 6 (1991) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10001133122
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Post-sample prediction tests for generalized method of moments estimators
Hoffman, Dennis L. - In: Oxford bulletin of economics and statistics 51 (1989) 3, pp. 333-343
Persistent link: https://www.econbiz.de/10001068929
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Special issue on calibration techniques and econometrics
Pagan, Adrian R. (contributor) - In: Journal of applied econometrics 9 (1994)
Persistent link: https://www.econbiz.de/10001173967
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The econometric analysis of models with risk terms
Pagan, Adrian R. - In: Journal of applied econometrics 3 (1988) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10001078434
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Learning about models and their fit to data
Pagan, Adrian R. - In: International economic journal 16 (2002) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10001676778
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856