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Showing results 1 to 20 of 8108
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Issue Date
Title
Author(s)
1973-01
Efficient estimation of models with composite disturbance terms
Pagan, AR
1974-01
A generalized approach to the treatment of autocorrelation
Pagan, AR
1975-01
A note on the extraction of components from time series
Pagan, AR
1975-01
The estimation and use of models with moving average disturbance terms: A survey
Nicholls, D
;
Pagan, AR
;
Terrell, R
1975-01
Optimal control of econometric models with autocorrelated disturbance terms
Pagan, AR
1976-01
Exact maximum likelihood estimation of regression models with finite order moving average errors
Pagan, AR
;
Nicholls, D
1977-01
Specification of the disturbance for efficient estimation - An extendeed analysis
Nicholls, D
;
Pagan, AR
1978
TEMPORAL AGGREGATION IN MULTIPLE-REGRESSION MODEL
GEWEKE, J
1978-01
Rational and polynomial lags : The finite connection
Pagan, AR
1978-01
The relationship between accounting variables and systematic risk and the prediction of systematic risk
Castagna, A
;
Matolcsy, ZP
1978-01-01
Testing the exogeneity specification in the complete dynamic simultaneous equation model
Geweke, J
1979-01
A short-run econometric model of the Japanese wool textile industry
Carland, JD
;
Pagan, AR
1979-01
Some consequences of viewing LIML as an iterated Aitken estimator
Pagan, AR
1979-01
A simple test for heteroscedasticity and random coefficient variation
Breusch, T
;
Pagan, AR
1980-01
The Lagrange multiplier test and its applications to model specification in econometrics
Breusch, T
;
Pagan, AR
1980-01
Some identification and estimation results for regression models with stochastically varying parametres
Pagan, AR
1980-01-01
Interpreting the likelihood ratio statistic in factor models when sample size is small
Geweke, JF
;
Singleton, KJ
1981
THE APPROXIMATE SLOPES OF ECONOMETRIC TESTS
GEWEKE, J
1981-01
The prediction of corporate failure: Testing the Australian experience
Castagna, A
;
Matolcsy, ZP
1981-01
Estimating Regression Models of Finite but Unknown Order
Geweke, J
;
Meese, R