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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/10010694240
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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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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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USTRALIAN STOCK MARKET VOLATILITY: 1875-1987.
PAGAN, A.R.; KEARNS, P. - University of Rochester - Center for Economic Research … - 1990
Persistent link: https://www.econbiz.de/10005220933
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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