Browsing "Faculty of Business" byIssue Date

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Issue DateTitleAuthor(s)
1973-01Efficient estimation of models with composite disturbance termsPagan, AR
1974-01A generalized approach to the treatment of autocorrelationPagan, AR
1975-01A note on the extraction of components from time seriesPagan, AR
1975-01The estimation and use of models with moving average disturbance terms: A surveyNicholls, D; Pagan, AR; Terrell, R
1975-01Optimal control of econometric models with autocorrelated disturbance termsPagan, AR
1976-01Exact maximum likelihood estimation of regression models with finite order moving average errorsPagan, AR; Nicholls, D
1977-01Specification of the disturbance for efficient estimation - An extendeed analysisNicholls, D; Pagan, AR
1978TEMPORAL AGGREGATION IN MULTIPLE-REGRESSION MODELGEWEKE, J
1978-01Rational and polynomial lags : The finite connectionPagan, AR
1978-01The relationship between accounting variables and systematic risk and the prediction of systematic riskCastagna, A; Matolcsy, ZP
1978-01-01Testing the exogeneity specification in the complete dynamic simultaneous equation modelGeweke, J
1979-01A short-run econometric model of the Japanese wool textile industryCarland, JD; Pagan, AR
1979-01Some consequences of viewing LIML as an iterated Aitken estimatorPagan, AR
1979-01A simple test for heteroscedasticity and random coefficient variationBreusch, T; Pagan, AR
1980-01The Lagrange multiplier test and its applications to model specification in econometricsBreusch, T; Pagan, AR
1980-01Some identification and estimation results for regression models with stochastically varying parametresPagan, AR
1980-01-01Interpreting the likelihood ratio statistic in factor models when sample size is smallGeweke, JF; Singleton, KJ
1981THE APPROXIMATE SLOPES OF ECONOMETRIC TESTSGEWEKE, J
1981-01The prediction of corporate failure: Testing the Australian experienceCastagna, A; Matolcsy, ZP
1981-01Estimating Regression Models of Finite but Unknown OrderGeweke, J; Meese, R