THE ET INTERVIEW: ADRIAN PAGAN

DOI10.1017/S0266466615000201zbMath1441.62033MaRDI QIDQ2976204

Christopher L. Skeels

Publication date: 28 April 2017

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Cites Work

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• A method of moments interpretation of sequential estimators
• Generalized autoregressive conditional heteroscedasticity
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Testing Structural Specification Using the Unrestricted Reduced Form
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• The Identification Problem for Multiple Equation Systems with Moving Average Errors

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