Narrow search
Showing 1 - 9 of 9
Cover Image
A simple test for heteroscedasticity and random coefficient variation
Breusch, T. S.; Pagan, A. R. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 5, pp. 1287-1294
Persistent link: https://www.econbiz.de/10001950364
Cover Image
The LIML and related estimators of an equation with moving average disturbances
Hall, A. D.; Pagan, A. R. - In: International economic review 22 (1981) 3, pp. 719-730
Persistent link: https://www.econbiz.de/10002592428
Cover Image
Heteroscedasticity in models with lagged dependent variables
Nicholls, D. F.; Pagan, A. R. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 4, pp. 1233-1242
Persistent link: https://www.econbiz.de/10002574333
Cover Image
Varying coefficient regression
Nicholls, D. F.; Pagan, A. R. - 1983
Persistent link: https://www.econbiz.de/10002574352
Cover Image
Diagnostic tests as residual analysis
Pagan, A. R.; Hall, A. D. - 1983
Persistent link: https://www.econbiz.de/10002611090
Cover Image
Diagnostic tests as residual analysis
Pagan, A. R.; Hall, A. D. - In: Econometric reviews 2 (1983) 2, pp. 159-218
Persistent link: https://www.econbiz.de/10002611099
Cover Image
Estimating predictions, prediction errors and their standard deviations using constructed variables
Pagan, A. R.; Nicholls, D. F. - 1983
Persistent link: https://www.econbiz.de/10002611128
Cover Image
A further test for assessing the stability of regression coefficients
Pagan, A. R.; Tanaka, K. - 1979
Persistent link: https://www.econbiz.de/10002611141
Cover Image
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