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Dynamic specification
Hendry, David F.; Pagan, Adrian R.; Sargan, John Denis - 1992
Persistent link: https://www.econbiz.de/10001327467
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Alternative models for conditional stock volatility
Pagan, Adrian R. - In: Journal of econometrics 45 (1990) 1, pp. 267-290
Persistent link: https://www.econbiz.de/10001332072
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Resolving the liquidity effect
Pagan, Adrian R. - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3, pp. 33-54
Persistent link: https://www.econbiz.de/10001333486
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Consistency tests for heteroskedastic and risk models
Pagan, Adrian R. - In: Estudios económicos 7 (1992) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10001133116
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On the inconsistency of the MLE in certain heteroskedastic regression models
Pagan, Adrian R. - In: Estudios económicos 6 (1991) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10001133122
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Post-sample prediction tests for generalized method of moments estimators
Hoffman, Dennis L. - In: Oxford bulletin of economics and statistics 51 (1989) 3, pp. 333-343
Persistent link: https://www.econbiz.de/10001068929
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The econometric analysis of models with risk terms
Pagan, Adrian R. - In: Journal of applied econometrics 3 (1988) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10001078434
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Testing for covariance stationarity in stock market data
Pagan, Adrian R. - In: Economics letters 33 (1990) 2, pp. 165-170
Persistent link: https://www.econbiz.de/10001088170
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A survey of some recent econometric methods
Pagan, Adrian R. - In: The economic journal : the journal of the Royal … 99 (1989) 398, pp. 962-1025
Persistent link: https://www.econbiz.de/10001092902
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Australian stock market volatility : 1875 - 1987
Kearns, P. - In: The economic record : er 69 (1993) 205, pp. 163-178
Persistent link: https://www.econbiz.de/10001145156