A. R. Pagan - Concepedia

Author

A. R. Pagan

Also Known As

, A. R. PAGAN, A. R. Pagan, A.R. PAGAN, A.R. Pagan, Adrian R Pagan, Adrian R. Pagan, Adrian Rodney Pagan, Andrew Pagan, Ellet, Charles

Publications

16.3K

Citations

H-Index

Concepts

All Affiliations

Australian National University The University of Melbourne University of Rochester UNSW Sydney Federal Reserve Bank of Atlanta

About

A. R. Pagan is an author at Australian National University specializing in business, economics, and econometrics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	18	20	14.8K
2	Engineering	7	7	267
3	Management	4	4	382
4	Accounting	1	1	117
5	Computer Science	1	1	51

A. R. Pagan

Publications

15.6K

Citations

H-Index

Page 1

	Year	Citations
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics Trevor Breusch, A. R. Pagan The Review of Economic Studies Econometric ModelEconomicsApplied EconomicsInternational EconomicsMacroeconomics	1980	8.5K
A Simple Test for Heteroscedasticity and Random Coefficient Variation Trevor Breusch, A. R. Pagan Econometrica Econometric ModelVolatility ModelingEconomicsAsset PricingMacroeconomics	1979	5.2K
Diagnostic tests as residual analysis A. R. Pagan, Anthony Hall Econometric Reviews	1983	440
A multivariate latent factor decomposition of international bond yield spreads Mardi Dungey, Vance L. Martin, A. R. Pagan Journal of Applied Econometrics Term Structure ModelTime Series EconometricsInternational FinanceFinancial Time Series AnalysisManagement	2000	150
A Survey of Some Recent Econometric Methods A. R. Pagan, Michael Wickens The Economic Journal International EconomicsApplied EconomicsApplied EconometricsTime Series EconometricsEconomic Measure	1989	142
Structural Models of the Liquidity Effect A. R. Pagan, J. Robertson The Review of Economics and Statistics Empirical FinanceLiquidityStructural CoefficientsWell-defined Liquidity EffectMonetary Policy	1998	117
Testing for covariance stationarity in stock market data A. R. Pagan, G. William Schwert Economics Letters Volatility ModelingCovariance StationarityAsset PricingBusinessEconometrics	1990	111
Heteroscedasticity in Models with Lagged Dependent Variables D. F. Nicholls, A. R. Pagan Econometrica Econometric ModelVolatility ModelingEconomicsBusinessEconometrics	1983	95
Assessing the Variability of Inflation A. R. Pagan, Anthony Hall, Pravin K. Trivedi The Review of Economic Studies	1983	92
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey D. F. Nicholls, A. R. Pagan, R. Deane Terrell International Economic Review Parameter EstimationEngineeringApplied EconometricsTime Series EconometricsSimultaneous Equation Modeling	1975	90

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