A. Pagan
Economics and Econometrics · 2000–2007
A researcher in the Science corpus: 8 papers; trusts 1 researcher and is trusted by 70 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 20 citations into it; #1,214 of 23,481 by trust here, #1,674 by citations
- Finance — 12 citations into it; #1,889 of 10,518 by trust here, #1,619 by citations
Whom A. Pagan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts A. Pagan overall
- M. Bordo
- Hashem Pesaran
- Domenico Giannone
- James Mitchell
- Graciela L. Kaminsky
- P. Bracke
- Allan G. Timmermann
- Máximo Camacho
- B. Candelon
- P. Caro
Papers from A. Pagan's perspective
Ordered by how strongly the researchers A. Pagan trusts endorse each paper. Same corpus, a different order for every researcher.
- Identifying Bull and Bear Markets in Stock Returns
- Computation and Analysis of Multiple Structural-Change Models
- Predictability of Stock Returns: Robustness and Economic Significance
- Handbook of Economic Forecasting
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Firm Size and Cyclical Variations in Stock Returns
- Forecasting, Structural Time Series Models and the Kalman Filter
- Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28
- Strong Rules for Detecting the Number of Breaks in a Time Series
Their papers
- Selection of estimation window in the presence of breaks (2007) — 449 citations
- Dissecting the cycle: a methodological investigation (2002) — 1,463 citations
- Market timing and return prediction under model instability (2002) — 293 citations
- Testing for duration dependence in economic cycles (2004) — 48 citations
- A comparison of two business cycle dating methods (2003) — 293 citations
- A multivariate latent factor decomposition of international bond yield spreads (2000) — 137 citations
- A Simple Framework for Analyzing Bull and Bear Markets (2001) — 593 citations
- A Structural VAR Model of the Australian Economy (2000) — 286 citations