adrian rodney pagan : Citation Profile


Are you adrian rodney pagan?

University of Sydney (90% share)
Australian National University (10% share)

41

H index

75

i10 index

12533

Citations

RESEARCH PRODUCTION:

102

Articles

104

Papers

5

Books

6

Chapters

RESEARCH ACTIVITY:

   51 years (1973 - 2024). See details.
   Cites by year: 245
   Journals where adrian rodney pagan has often published
   Relations with other researchers
   Recent citing documents: 871.    Total self citations: 85 (0.67 %)

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   Permalink: http://citec.repec.org/ppa222
   Updated: 2024-12-03    RAS profile: 2024-07-09    
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Relations with other researchers


Works with:

Robinson, Tim (7)

Ouliaris, Sam (2)

Lahiri, Kajal (2)

Kulish, Mariano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with adrian rodney pagan.

Is cited by:

Asongu, Simplice (128)

Kose, Ayhan (84)

Pesaran, Mohammad (74)

Ferrara, Laurent (50)

GUPTA, RANGAN (49)

Terrones, Marco (48)

Fry-McKibbin, Renee (42)

Miller, Stephen (39)

Sentana, Enrique (37)

Balcilar, Mehmet (37)

Baum, Christopher (37)

Cites to:

Harding, Don (48)

Canova, Fabio (33)

Engle, Robert (31)

Watson, Mark (29)

Smets, Frank (26)

Pesaran, Mohammad (25)

Hamilton, James (23)

Wouters, Raf (23)

Galí, Jordi (21)

King, Robert (20)

Stock, James (19)

Main data


Where adrian rodney pagan has published?


Journals with more than one article published# docs
Journal of Econometrics10
The Economic Record10
Journal of Applied Econometrics7
Oxford Bulletin of Economics and Statistics6
Journal of Economic Surveys4
The Review of Economic Studies4
Econometrica4
International Economic Review4
Journal of Applied Econometrics4
Journal of Economic Dynamics and Control3
Estudios Económicos2
Journal of Business & Economic Statistics2
Proceedings2
Mathematics and Computers in Simulation (MATCOM)2
Review2
The Review of Economics and Statistics2
Journal of Monetary Economics2
Economics Letters2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
NCER Working Paper Series / National Centre for Econometric Research22
RBA Research Discussion Papers / Reserve Bank of Australia4
CEPR Discussion Papers / Centre for Economic Policy Research, Research School of Economics, Australian National University3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
IMF Working Papers / International Monetary Fund2

Recent works citing adrian rodney pagan (2024 and 2023)


YearTitle of citing document
2023.

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2023Trade with Correlation. (2023). Ramondo, Natalia ; Lind, Nelson. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:317-53.

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2023An Alternative Explanation for the Fed Information Effect. (2023). Swanson, Eric T ; Bauer, Michael D. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:3:p:664-700.

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2023Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Galvao, Antonio ; Julian, Martinez-Iriarte ; Antonio, Galvao ; Javier, Alejo. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4674.

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2023The Synergy between Governance and Trade Openness in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2023). Asongu, Simplice ; Salahodjaev, Raufhon ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/001.

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2024Assessment of the influence of Institutions and Globalization on environmental pollution for Open and Closed economies. (2024). Asongu, Simplice ; Gyamfi, Bright A ; Bekun, Festus V ; Ali, Ernest B ; Agozie, Divine Q. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/005.

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2023The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90.

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2024Ownership type and technical efficiency of banks in Côte d’Ivoire: parametric and non-parametric evidence. (2024). Diabate, Salimata ; Menzan, Guy-Roland ; Prao, Seraphin Yao. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:271-294.

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2023The effect of poverty and income inequality on CO2 emission based on Environmental Kuznets Curve analysis: Empirical evidence from selected developing countries. (2023). Lebe, Fuat ; Akbas, Yusuf Ekrem. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:103-118.

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2023.

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2024Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Tingum, Ernest Ngeh ; Atemnkeng, Johannes Tabi. In: African Journal of Economic Review. RePEc:ags:afjecr:340553.

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2023Challenges of food security in the Gulf Cooperation Council countries: an empirical analysis of fixed and random effects. (2023). Elzaki, Raga M. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337423.

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2024Unequal contributions to CO2 emissions along the income distribution within and between countries. (2024). Cappelli, Federica. In: FEEM Working Papers. RePEc:ags:feemwp:341641.

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2023The Effect of ESG Sustainability on Firm Performance: A View under Size and Age on BIST Bank Index Firms. (2023). Nur, Tuba ; Korkmaz, Turhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:2:p:208-223.

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2024.

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2023Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

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2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2024Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment. (2020). Sun, Yixiao ; Mart, Juli'An. In: Papers. RePEc:arx:papers:2010.15864.

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2023Phase transitions in nonparametric regressions: a curse of exploiting higher degree smoothness assumptions in finite samples. (2022). Zhu, Ying. In: Papers. RePEc:arx:papers:2112.03626.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241.

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2023Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387.

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2023EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference. (2023). Adomavicius, Gediminas ; Yang, Mochen ; McFowland, Edward ; Burtch, Gordon. In: Papers. RePEc:arx:papers:2303.02820.

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2024Many learning agents interacting with an agent-based market model. (2023). Gebbie, Tim ; Paskaramoothy, Andrew ; Dicks, Matthew. In: Papers. RePEc:arx:papers:2303.07393.

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2023Testing for idiosyncratic Treatment Effect Heterogeneity. (2023). Ramirez-Cuellar, Jaime. In: Papers. RePEc:arx:papers:2304.01141.

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2023The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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2024Characterizing Public Debt Cycles: Dont Ignore the Impact of Financial Cycles. (2024). Xu, Yingying ; Liu, Zhixin ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2404.17412.

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2024Generative AI Usage and Academic Performance. (2024). Zimmermann, Jochen ; Plate, Benedikt Jost ; Voshaar, Johannes ; Wecks, Janik Ole. In: Papers. RePEc:arx:papers:2404.19699.

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2024.

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2024The Role of Institutions in Energy Transition and Economic Growth in West Balkan Countries. (2024). Gara, Atdhetar ; Qehaja, Driton ; Amaxhekaj, Gazmend. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:3:p:18-45.

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2023The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076.

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2023What happens to EMEs when US yields go up?. (2023). Upper, Christian ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1081.

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2023The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118.

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2023Local social environment and the speed of leverage adjustment. (2023). Lu, Chun ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1919-1952.

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2023Customer concentration, leverage adjustments, and firm value. (2023). Li, Junfeng ; Wu, Kai ; Liu, Xiaoxing ; Ur, Obaid. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2035-2079.

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2023Exploring the relationship between information and communication technology (ICT) and productivity: Evidence from Australian farms. (2023). Chancellor, Will. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:2:p:285-302.

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2023Thresholds in finance–growth nexus: Evidence from G?7 economies. (2021). Dharani, Munusamy ; Swamy, Vighneswara. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:1-40.

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2023.

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2023A panel data method towards the effectiveness of sources of finance in stimulating the realisation of renewable energy technologies: Empirical evidence for Asia?Pacific. (2023). Amri, Mohd Khairul ; Abdullah, Borhan ; Roslan, Farah. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:693-722.

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2024Employment and technology: Creative creation or creative destruction? An asymmetric analysis. (2024). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:201-219.

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2023Instability of inverse probability weighting methods and a remedy for nonignorable missing data. (2023). Qin, Jing ; Li, Pengfei ; Liu, Yukun. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3215-3226.

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2024Independent directors and environmental innovations: How the visibility of public and private shareholders environmental activism moderates the influence of board independence. (2024). Hurtadotorres, Nuria Esther ; Aragoncorrea, Juan Alberto ; Ruizcastillo, Maria. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:424-440.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2023The Relationship of Pari-mutuel Wagering and Casino Gaming to Personal Bankruptcy. (2004). Ali, Mukhtar M. ; Thalheimer, Richard . In: Contemporary Economic Policy. RePEc:bla:coecpo:v:22:y:2004:i:3:p:420-432.

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2023Long COVID? Prospects for economic scarring from the pandemic. (2023). Das, Sonali ; Wingender, Philippe ; Pugacheva, Evgenia ; Magistretti, Giacomo ; Barrett, Philip. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:2:p:227-242.

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2024Banking concentration, financial openness, and financial development. (2024). Harrison, Andre ; Ghossoub, Edgar A ; Reed, Robert R. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:120-159.

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2023Bondholder representatives on bank boards: A device for market discipline. (2023). Hieu, Phan Huy ; Strobel, Frank ; Lepetit, Laetitia ; Distinguin, Isabelle. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:3:p:738-765.

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2023A Traditional Nominal Wage Phillips Curve: Theory and Evidence. (2023). Malikane, Christopher ; Christopher, Malikane. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:324:p:108-121.

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2023Dating business cycles in the United Kingdom, 1700–2010. (2023). Lennard, Jason ; Broadberry, Stephen ; Thomas, Ryland ; Chadha, Jagjit S. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:4:p:1141-1162.

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2023Risk?taking begets risk?taking: Evidence from casino openings and investor portfolios. (2023). Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:143-165.

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2024Does information and communication technology improve labor productivity? Recent evidence from the Southeast Asian emerging economies. (2024). Bello, Anas Usman ; Wen, Jun ; Nasir, Muhammad Safar ; Sukarniati, Lestari ; Khasanah, Uswatun ; Khoirudin, Rifki ; Amalia, Firsty Ramadhona. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12708.

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2023.

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2023The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97.

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2023Standard Error Biases When Using Generated Regressors in Accounting Research. (2023). Melessa, Sam ; Hribar, Paul ; Chen, Wei. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:2:p:531-569.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Resilience and economic structure: The case of the Chilean regions during the Asian crises and the Great Recession of 2008. (2023). Ubeda, Miguel Atienza ; Sachez, Andres Maroto ; Delgadobello, Cristian. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:31-51.

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2023Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252.

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2023.

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2023Navigating windows of opportunity: The role of international experience. (2023). Maicas, Juan P ; Giachetti, Claudio ; Garrido, Elisabet. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:8:p:1911-1938.

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2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120.

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2024Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067.

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2023Shadow Economy in France: What Factors Matter?. (2023). Politronacci, Emmanuelle ; Devigne, Lucas ; Chouteau, Lorraine ; Avouyi-Dovi, Sanvi. In: Revue d'économie politique. RePEc:cai:repdal:redp_333_0453.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023The Nexus between Economic Freedom and Economic Growth in the LDCs. An Empirical Analysis for the Period 2000-2021. (2023). Afonso, Antonio ; Blanco-Arana, Carmen M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10757.

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2024“Whatever It Takes!†How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980.

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2024Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing. (2024). Manner, Hans ; Dovern, Jonas ; Bjerkander, Lena S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11027.

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2024Does Financial Inclusion Enhance per Capita Income in the Least Developed Countries?. (2024). Afonso, Antonio ; Blanco-Arana, Carmen M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11054.

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More than 100 citations found, this list is not complete...

Works by adrian rodney pagan:


YearTitleTypeCited
2011Econometric Analysis and Prediction of Recurrent Events In: CREATES Research Papers.
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paper1
2011Econometric Analysis and Prediction of Recurrent Events.(2011) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 1
paper
1985What Will Take the Con out of Econometrics? In: American Economic Review.
[Full Text][Citation analysis]
article106
1985What Will Take the Con Out of Econometrics?.(1985) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106
paper
2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review In: Journal of Economic Literature.
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article560
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 560
paper
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 560
paper
1988Comment on Poirier: Dogma or Doubt? In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article0
1990FISCAL POLICY AND THE CURRENT ACCOUNT: HISTORICAL, THEORETICAL AND POLICY PERSPECTIVES, AND TWIN DEFICIT AND THE AUSTRALIAN MODELS COMMENTS ON A CONFERENCE. In: CEPR Discussion Papers.
[Citation analysis]
paper0
1996The Rise and Fall and Rise ... of the Business Cycle. In: CEPR Discussion Papers.
[Citation analysis]
paper2
1999The Getting of Macroeconomic Wisdom In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2001The Getting of Macroeconomic Wisdom.(2001) In: International Economic Association Series.
[Citation analysis]
This paper has nother version. Agregated cites: 7
chapter
2011An Econometric Analysis of Some Models for Constructed Binary Time Series In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article29
2009An econometric analysis of some models for constructed binary time series.(2009) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2009An Econometric Analysis of Some Models for Constructed Binary Time Series.(2009) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2011An Econometric Analysis of Some Models for Constructed Binary Time Series.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
article
1974A Generalised Approach to the Treatment of Autocorrelation. In: Australian Economic Papers.
[Citation analysis]
article33
1997Towards an Understanding of Some Business Cycle Characteristics In: Australian Economic Review.
[Full Text][Citation analysis]
article34
1981The Short-run Demand for Transactions Balances in Australia. In: Economica.
[Full Text][Citation analysis]
article12
1983WHOS AFRAID OF INFLATION? In: Economic Papers.
[Full Text][Citation analysis]
article0
1979A Short-Run Econometric Model of the Japanese Wool Textile Industry. In: The Economic Record.
[Citation analysis]
article0
1979A Shortâ€Run Econometric Model of the Japanese Wool Textile Industry In: The Economic Record.
[Full Text][Citation analysis]
article0
1987How Reliable Are ORAN I Conclusions? In: The Economic Record.
[Citation analysis]
article14
1987How Reliable are ORANI Conclusions? In: The Economic Record.
[Full Text][Citation analysis]
article16
1993Australian Stock Market Volatility: 1875-1987. In: The Economic Record.
[Citation analysis]
article18
1993Australian Stock Market Volatility: 1875–1987* In: The Economic Record.
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article2
1990USTRALIAN STOCK MARKET VOLATILITY: 1875-1987..(1990) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2000A Structural VAR Model of the Australian Economy In: The Economic Record.
[Full Text][Citation analysis]
article126
2000A Structural VAR Model of the Australian Economy. In: The Economic Record.
[Citation analysis]
article134
2009Extending a SVAR Model of the Australian Economy In: The Economic Record.
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article37
2008Extending an SVAR Model of the Australian Economy.(2008) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 37
paper
2018Critically Assessing Estimated DSGE Models: A Case Study of a Multiâ€sector Model In: The Economic Record.
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article3
2018Critically assessing estimated DSGE models: A case study of a multi-sector model.(2018) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 3
paper
1998 Shocking Stories. In: Journal of Economic Surveys.
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article35
1998Shocking Stories In: Journal of Economic Surveys.
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article27
1987 Three Econometric Methodologies: A Critical Appraisal. In: Journal of Economic Surveys.
[Citation analysis]
article82
2021Turning point and oscillatory cycles: Concepts, measurement, and use In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article5
1985Time Series Behaviour and Dynamic Specification. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article10
1989Post-Sample Prediction Tests for Generalized Method of Moments Estimators. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article24
1988POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS.(1988) In: RCER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2003Specification Testing of Markov Switching Models* In: Oxford Bulletin of Economics and Statistics.
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