Narrow search
Showing 1 - 7 of 7
Cover Image
The emperor's new clothes: a critique of the multivariate t regression model
Breusch, T.S.; Robertson, J.C.; Welsh, A.H. - In: Statistica Neerlandica : journal of the Netherlands … 51 (1997) 3, pp. 269-286
Persistent link: https://www.econbiz.de/10006472095
Cover Image
A Multivariate Latent Factor Decomposition of International Bond Yield Spreads
Dungey, M.; Martin, V.L.; Pagan, A.R. - In: Journal of applied econometrics 15 (2000) 6, pp. 697-716
Persistent link: https://www.econbiz.de/10006981014
Cover Image
Seasonal integration and the evolving seasonals model
Hylleberg, S.; Pagan, A.R. - In: International journal of forecasting 13 (1997) 3, pp. 327-340
Persistent link: https://www.econbiz.de/10006997103
Cover Image
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, A.R.; Pesaran, M.Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376
Persistent link: https://www.econbiz.de/10008094610
Cover Image
The Econometrics of the New Keynesian Policy Model: Introduction
Henry, S.G.B.; Pagan, A.R. - In: Oxford bulletin of economics and statistics 66 (2004), pp. 581-608
Persistent link: https://www.econbiz.de/10006428337
Cover Image
Australian Stock Market Volatility: 1875-1987
Kearns, P.; Pagan, A.R. - In: The economic record : er 69 (1993) 205, pp. 163-178
Persistent link: https://www.econbiz.de/10005917401
Cover Image
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, A.R.; Pesaran, M. Hashem - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3376-3396
Persistent link: https://www.econbiz.de/10008897343