A. R. Pagan

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All published works

Action	Title	Year	Authors
+	On the inconsistency on the MLE in certain heteroskedastic regression models	2012	A. R. Pagan Hernán Sabau
+	Do Markov-switching models capture nonlinearities in the data?	2003	Robert Breunig A. R. Pagan
+	Shocking Stories	1998	S. Levtchenkova A. R. Pagan J. Robertson
+	18 Testing for heteroskedasticity	1993	A. R. Pagan Y. Pak
+	ON THE INCONSISTENCY OF THE MLE IN CERTAIN HETEROSKEDASTIC REGRESSION MODELS	1991	A. R. Pagan Hernán Sabau
+	Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50	1990	A. R. Pagan
+	PAGAN'S PERSPECTIVE. THE NJMEI - AN INSTITUTE THAT CAN HELP ROADS	1988	A. R. Pagan
+	16 Varying coefficient regression	1985	D. F. Nicholls A. R. Pagan
+	Heteroscedasticity in Models with Lagged Dependent Variables	1983	D. F. Nicholls A. R. Pagan
+	Diagnostic tests as residual analysis	1983	A. R. Pagan Anthony Hall
+	The algebraic structure of fixed objective problems	1982	A. J. Preston A. R. Pagan
+	The LIML and Related Estimators of an Equation with Moving Average Disturbances	1981	Anthony Hall A. R. Pagan
+	The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics	1980	Trevor Breusch A. R. Pagan
+	A Simple Test for Heteroscedasticity and Random Coefficient Variation	1979	Trevor Breusch A. R. Pagan
+	POLYNOMIAL DISTRIBUTED LAGS: A UNIFIED TREATMENT	1979	Pravin K. Trivedi A. R. Pagan
+	Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors	1976	A. R. Pagan D. F. Nicholls

Common Coauthors

Coauthor	Papers Together
D. F. Nicholls	3
Anthony Hall	2
Hernán Sabau	2
Trevor Breusch	2
Robert Breunig	1
A. J. Preston	1
S. Levtchenkova	1
Y. Pak	1
Pravin K. Trivedi	1
J. Robertson	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables	1970	J. Durbin	5
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	5
+	Testing for multiplicative heteroskedasticity	1978	L. G. Godfrey	4
+ PDF Chat	Computing the distribution of quadratic forms in normal variables	1961	J. P. Imhof	4
+	A note on a heteroscedastic model	1977	Takeshi Amemiya	4
+	Diagnostic tests as residual analysis	1983	A. R. Pagan Anthony Hall	4
+	A Simple Test for Heteroscedasticity and Random Coefficient Variation	1979	Trevor Breusch A. R. Pagan	4
+	On asymptotic tests of composite hypotheses in nonstandard conditions	1974	David Chant	3
+	Misspecified models with dependent observations	1982	Ian Domowitz Halbert White	3
+	Nonlinear Methods in Econometrics.	1973	Jon Stewart Stephen M. Goldfeld Richard E. Quandt	3
+	Some remarks on overdispersion	1983	D. R. Cox	2
+	An asymptotic expansion for the null distribution of the efficient score statistic	1985	Peter Harris	2
+	A New Test for Heteroskedasticity	1969	H. Glejser	2
+	Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models	1970	George E. P. Box David A. Pierce	2
+	Hypothesis testing when a nuisance parameter is present only under the alternative	1987	Robert B. Davies	2
+	Maximum Likelihood Estimation of Misspecified Models	1982	Halbert White	2
+	A size correction to the Lagrange multiplier test for heteroskedasticity	1988	Yuzo Honda	2
+	Likelihood ratio and associated test criteria	1971	H. W. Peers	2
+	Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form	1987	Peter M. Robinson	2
+	Maximum Likelihood Specification Testing and Conditional Moment Tests	1985	Whitney K. Newey	2
+	Diagnostic tests for models based on individual data: A survey	1989	Adrian Pagan Frank Vella	2
+	Asymptotic Expansions of the Information Matrix Test Statistic	1991	Andrew Chesher Richard H. Spady	2
+	An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias	1962	Arnold Zellner	2
+	On asymptotically optimal tests of composite hypotheses	1970	P. A. P. Moran	2
+	‘An asymptotic expansion for the null distribution of the efficient score statistic’	1987	Peter Harris	2
+ PDF Chat	Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity	1978	Peter J. Bickel	2
+	Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters	1982	Christian Gouriéroux Alberto Holly Alain Monfort	2
+	A note on studentizing a test for heteroscedasticity	1981	Roger Koenker	2
+	An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model	1978	Lynn Roy LaMotte Archer McWhorter	2
+ PDF Chat	Diagnostic testing and evaluation of maximum likelihood models	1985	George Tauchen	2
+ PDF Chat	Random Coefficient Autoregressive Models: An Introduction.	1984	William W. Davis D. F. Nicholls Barry G. Quinn	2
+	Maximum-likelihood estimation in non-standard conditions	1971	P. A. P. Moran	2
+	Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables	1978	L. G. Godfrey	2
+	Maximum Likelihood Estimation for Dependent Observations	1976	M. J. Crowder	2
+	Testing for heteroscedasticity in simultaneous equation models	1981	Andrew Harvey Garry D.A. Phillips	2
+ PDF Chat	On the Distribution of the Likelihood Ratio	1954	Herman Chernoff	2
+	Limit Theorems for Regressions with Unequal and Dependent Errors	1967	Friedhelm Eicker	2
+	The estimation of a nonlinear moving average model	1977	Peter M. Robinson	2
+	A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models	1978	Jerzy Szroeter	2
+	Estimating Regression Models with Multiplicative Heteroscedasticity	1976	Andrew Harvey	2
+	Some Tests for Homoscedasticity	1965	Stephen M. Goldfeld Richard E. Quandt	2
+	The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics	1980	Trevor Breusch A. R. Pagan	2
+	Some Estimators for a Linear Model With Random Coefficients	1968	Clifford Hildreth James P. Houck	2
+	The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model	1985	Lung-Fei Lee G. S. Maddala	1
+	Regression-based tests for overdispersion in the Poisson model	1990	A. Colin Cameron Pravin K. Trivedi	1
+ PDF Chat	Maximum-Likelihood Estimation of Parameters Subject to Restraints	1958	J. Aitchison S. D. Silvey	1
+	A point optimal test for heteroscedastic disturbances	1985	Merran Evans Maxwell L. King	1
+	Estimation and Inference in Nonlinear Structural Models	1974	Ernst R. Berndt Bronwyn H. Hall Robert E. Hall Jerry A. Hausman	1
+	Tests of Equality Between Sets of Coefficients in Two Linear Regressions	1960	Gregory C. Chow	1
+	Properties of Sufficiency and Statistical Tests	1992	M. S. Bartlett	1