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Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Some identification and estimation results for regression models with stochastically varying coefficients
Pagan, A. R.
- In:
Journal of econometrics
13
(
1980
)
3
,
pp. 341-363
Persistent link: https://www.econbiz.de/10002611267
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6
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
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7
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
Saved in:
8
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/10007391016
Saved in:
9
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/10003640177
Saved in:
10
Synchronization of cycles
Harding, Don
;
Pagan, Adrian
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10007259643
Saved in:
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