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On the inconsistency of the MLE in certain heteroskedastic regression models
Pagan, Adrian R.; Sabau, Hernando C. - In: Estudios económicos 6 (1991) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10009918189
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Consistency tests for heteroskedastic and risk models
Pagan, Adrian R.; Sabau, Hernando C. - In: Estudios económicos 7 (1992) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10009918197
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Some experiments in constructing a hybrid model for macroeconomic analysis
McKibbin, Warwick J.; Pagan, Adrian R.; Robertson, John C. - In: Carnegie Rochester conference series on public policy : … 49 (1998), pp. 113-142
Persistent link: https://www.econbiz.de/10006301535
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Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez
Pagan, Adrian R.; Veall, Michael R. - In: The journal of economic methodology 7 (2000) 2, pp. 211-216
Persistent link: https://www.econbiz.de/10007178514
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A simple framework for analysing bull and bear markets
Pagan, Adrian R.; Sossounov, Kirill A. - In: Journal of applied econometrics 18 (2003) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10006968777
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Stock Volatility during the Recent Financial Crisis
Schwert, G. William - In: European financial management : the journal of the … 17 (2011) 5, pp. 789-806
Persistent link: https://www.econbiz.de/10009341320
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Joint Editorial
Hirshleifer, David; William Schwert, G.; Singleton, … - In: Journal of financial economics 110 (2013) 2, pp. 279-279
Persistent link: https://www.econbiz.de/10010186198