Adrian R. Pagan

Available identifiers

zbMath Open pagan.adrian-rMaRDI QIDQ1427755

List of research outcomes

Publication	Date of Publication	Type
Getting the ROC into Sync	2024-03-06	Paper
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change	2022-06-03	Paper
Testing for covariance stationarity in stock market data	2017-11-09	Paper
Synchronization of cycles	2016-06-10	Paper
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES	2013-08-22	Paper
Detecting Common Dynamics in Transitory Components	2013-06-14	Paper
An Econometric Analysis of Some Models for Constructed Binary Time Series	2011-04-13	Paper
Econometric analysis of structural systems with permanent and transitory shocks	2010-01-19	Paper
A comparison of two business cycle dating methods	2008-10-24	Paper
Rejoinder to James Hamilton	2008-10-24	Paper
Testing for duration dependence in economic cycles	2005-07-04	Paper
Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods.	2004-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4409941	2003-07-01	Paper
On the role of simulation in the statistical evaluation of econometric models	1989-01-01	Paper
A further result on the sign of restricted least-squares estimates	1986-01-01	Paper
Two Stage and Related Estimators and Their Applications	1986-01-01	Paper
Econometric Issues in the Analysis of Regressions with Generated Regressors	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3711625	1984-01-01	Paper
Heteroscedasticity in Models with Lagged Dependent Variables	1983-01-01	Paper
Some identification and estimation results for regression models with stochastically varying coefficients	1980-01-01	Paper
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics	1980-01-01	Paper
A Simple Test for Heteroscedasticity and Random Coefficient Variation	1979-09-01	Paper
A Simple Test for Heteroscedasticity and Random Coefficient Variation	1979-01-01	Paper
Rational and polynomial lags. The finite connection	1978-01-01	Paper
Specification of the Disturbance for Efficient Estimation--An Extended Analysis	1977-01-01	Paper
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors	1976-01-01	Paper
A Note on the Extraction of Components from Time Series	1975-01-01	Paper
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms	1975-01-01	Paper
Efficient estimation of models with composite disturbance terms	1973-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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