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Structural Models of the Liqui...
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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
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12
Testing for Heteroskedasticity.
Pagan, A.R.
;
Pak, Y.
-
University of Rochester - Center for Economic Research …
-
1991
Persistent link: https://www.econbiz.de/10005698198
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13
Modelling the Term Structure.
Pagan, A.R.
;
Hall, A.D.
;
Martin, V.
-
Research School of Pacific and Asian Studies, College …
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1995
Persistent link: https://www.econbiz.de/10005630779
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14
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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15
Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50
Pagan, A.R.
- In:
Econometric Theory
6
(
1990
)
02
,
pp. 273-281
Persistent link: https://www.econbiz.de/10005104599
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16
Diagnostic tests as residual analysis
Pagan, Adrian R.
;
Pagan, A.R.
;
Hall, A.D.
-
1983
Persistent link: https://www.econbiz.de/10000012598
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17
Straw-man econometrics?
MacAleer, M.
;
Pagan, A.R.
;
Volker, P.A.
-
1984
Persistent link: https://www.econbiz.de/10000012623
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18
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
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19
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
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20
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
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