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Structural Models of the Liqui...
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Pagan, A.R.
16
MCALEER, M.
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Menezes, F.
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Quiggin, J.
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Resolving the Liquidity Effect.
Pagan, A.R.
;
Robertson, J.C.
-
Research School of Pacific and Asian Studies, College …
-
1994
Persistent link: https://www.econbiz.de/10005478385
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2
Structural Models of the Liquidity Effect
Pagan, A.R.
;
Robertson, J.C.
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10007356861
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3
Modelling the Term Structure.
Pagan, A.R.
;
Hall, A.D.
;
Martin, V.
-
Research School of Pacific and Asian Studies, College …
-
1995
Persistent link: https://www.econbiz.de/10005630779
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4
Seasonal Integration and the Evolving Seasonals Model.
Hylleberg, S.
;
Pagan, A.R.
-
Research School of Pacific and Asian Studies, College …
-
1995
Persistent link: https://www.econbiz.de/10005630809
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5
CER and Australian-New Zealand Dairy Products Trade
Griffith, Garry R.
;
Lattimore, Ralph G.
;
Robertson, J.C.
-
Australian Agricultural and Resource Economics Society …
-
1989
Persistent link: https://www.econbiz.de/10010916795
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6
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
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7
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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8
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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9
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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10
Simulation Based Estimation of Some Factor Models in Econometrics.
Pagan, A.R.
-
Department of Economics, Faculty of Business and Economics
-
1996
A procedure for computing the parameters of latent multifactor models in econometrics is proposed based on indirect estimation methods.
Persistent link: https://www.econbiz.de/10005574861
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