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1
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, A.R.
;
Pesaran, M. Hashem
- In:
Journal of Economic Dynamics and Control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10005205310
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Structural Models of the Liquidity Effect.
Pagan, A.R.
;
Robertson, J.C.
-
Research School of Pacific and Asian Studies, College …
-
1995
Persistent link: https://www.econbiz.de/10005776624
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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