Browsing "Faculty of Business" by Issue Date 

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