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Structural Models of the Liqui...
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Seasonal Integration and the Evolving Seasonals Model.
Hylleberg, S.
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Pagan, A.R.
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Research School of Pacific and Asian Studies, College …
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1995
Persistent link: https://www.econbiz.de/10005630809
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ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY
PAGAN, A.R.
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SCHWERT, G.W.
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William E. Simon Graduate School of Business …
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1989
Persistent link: https://www.econbiz.de/10005474685
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The Lagrange multiplier test and its applications to model specification in econometrics
BREUSCH, T.S.
;
PAGAN, A.R.
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Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694240
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