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Structural Models of the Liqui...
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MCALEER, M.
9
Menezes, F.
7
Pagan, A.R.
7
Quiggin, J.
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6
Grant, S.
6
Jones, C.
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1
Resolving the Liquidity Effect.
Pagan, A.R.
;
Robertson, J.C.
-
Research School of Pacific and Asian Studies, College …
-
1994
Persistent link: https://www.econbiz.de/10005478385
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2
Modelling the Term Structure.
Pagan, A.R.
;
Hall, A.D.
;
Martin, V.
-
Research School of Pacific and Asian Studies, College …
-
1995
Persistent link: https://www.econbiz.de/10005630779
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3
Seasonal Integration and the Evolving Seasonals Model.
Hylleberg, S.
;
Pagan, A.R.
-
Research School of Pacific and Asian Studies, College …
-
1995
Persistent link: https://www.econbiz.de/10005630809
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4
CER and Australian-New Zealand Dairy Products Trade
Griffith, Garry R.
;
Lattimore, Ralph G.
;
Robertson, J.C.
-
Australian Agricultural and Resource Economics Society …
-
1989
Persistent link: https://www.econbiz.de/10010916795
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5
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY
PAGAN, A.R.
;
SCHWERT, G.W.
-
William E. Simon Graduate School of Business …
-
1989
Persistent link: https://www.econbiz.de/10005474685
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6
The Lagrange multiplier test and its applications to model specification in econometrics
BREUSCH, T.S.
;
PAGAN, A.R.
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926360
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7
Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50
Pagan, A.R.
- In:
Econometric Theory
6
(
1990
)
02
,
pp. 273-281
Persistent link: https://www.econbiz.de/10005104599
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8
Simulation Based Estimation of Some Factor Models in Econometrics.
Pagan, A.R.
-
Department of Economics, Faculty of Business and Economics
-
1996
A procedure for computing the parameters of latent multifactor models in econometrics is proposed based on indirect estimation methods.
Persistent link: https://www.econbiz.de/10005574861
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9
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES.
GREGOGY, A.W.
;
PAGAN, A.R.
;
SMITH, G.W.
-
University of Rochester - Center for Economic Research …
-
1990
Persistent link: https://www.econbiz.de/10005698140
Saved in:
10
Testing for Heteroskedasticity.
Pagan, A.R.
;
Pak, Y.
-
University of Rochester - Center for Economic Research …
-
1991
Persistent link: https://www.econbiz.de/10005698198
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