Hostname: page-component-586b7cd67f-t8hqh Total loading time: 0 Render date: 2024-11-24T20:50:42.898Z Has data issue: false hasContentIssue false
  • English
  • Français

THE ET INTERVIEW: ADRIAN PAGAN

Part of: ET Interviews

Published online by Cambridge University Press:  30 June 2015

Christopher L. Skeels
Christopher L. Skeels*
Affiliation:
The University of Melbourne
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
ARTICLES
Information
Econometric Theory , Volume 32 , Issue 5 , October 2016 , pp. 1055 - 1094
Copyright
Copyright © Cambridge University Press 2015 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Bergstrom, A.R., Catt, A.J.L., Peston, M.H., & Silverstone, B.D.J. (eds.) (1978) Stability and Inflation: A Volume of Stability and Inflation: A Volume of Essays to Honour the Memory of A.W.H. Phillips. John Wiley & Sons, Chichester, UK.Google Scholar
Bollerslev, T. (1986) Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31(3), 307–327.Google Scholar
Box, G.E.P. & Jenkins, G.M. (1970) Time Series Analysis: Forecasting and Control. Holden-Day.Google Scholar
Burns, A.F. & Mitchell, W.C. (1946) Measuring Business Cycles. Studies in Business Cycles No. 2, National Bureau of Economic Research, New York.Google Scholar
Buse, A. (1982) The likelihood ratio, Wald, and Lagrange multiplier tests: An expository note. The American Statistician 36(3, Part 1), 153–157.Google Scholar
Byron, R.P. (1972) Testing for misspecification in econometric systems using full information. International Economic Review 13(3), 745–756.Google Scholar
Byron, R.P. (1974) Testing structural sspecification using the unrestricted reduced form. Econometrica 42(5), 869–883.CrossRefGoogle Scholar
Canova, F., Finn, M., & Pagan, A.R. (1991) Econometric issues in the analysis of equilibrium models. Paper presented at the Canadian Econometric Study Group meeting, Quebec City.Google Scholar
Eicker, F. (1963) Asymptotic normality and consistency of the least squares estimators for families of linear regressions. The Annals of Mathematical Statistics 34(2), 447–456.Google Scholar
Engle, R.F. (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50, 987–1007.Google Scholar
Goldberger, A.S. (1964) Econometric Theory. John Wiley & Sons, Inc. Google Scholar
Hall, P.G. & Heyde, C.C. (1980) Martingale Limit Theory and its Application. Academic Press.Google Scholar
Hannan, E.J. (1969) The identification of vector, mixed autoregressive-moving average systems. Biometrika 56(1), 223–225.Google Scholar
Hannan, E.J. (1971) The identification problem for multiple equation systems with moving average errors. Econometrica 39(5), 751–765.CrossRefGoogle Scholar
Harvey, A.C. (1976) Estimating regression models with multiplicative heteroscedasticity. Econometrica 44, 461–465.Google Scholar
Hausman, J.A. (1983) Specification and estimation of simultaneous equations models. In Griliches, Z. & Intriligator, M.D. (eds.), Handbook of Econometrics, vol. I, Ch. 7, pp. 391–448. North Holland.CrossRefGoogle Scholar
Heller, H. (1966) Optimal international reserves. Economic Journal 76(302), 296–311.Google Scholar
Johansen, S. (1989) Likelihood Based Inference on Cointegration. Theory and Applications. CIDE. Centro Interuniversitario di Econometria.Google Scholar
Johansen, S. (1995) Likelihood-Based Inference on Cointegrated Vector Auto-regressive Models. Oxford University Press.Google Scholar
Johnston, J. (1963) Econometric Methods. McGraw-Hill.Google Scholar
King, R.G., Plosser, C.I., & Rebelo, S.T. (1988a) Production, growth and business cycles: I. The basic neoclassical model. Journal of Monetary Economics 21(2–3), 195–232.Google Scholar
King, R.G., Plosser, C.I., & Rebelo, S.T. (1988b) Production, growth and business cycles: II. New directions. Journal of Monetary Economics 21(2–3), 309–341.CrossRefGoogle Scholar
Kloek, T. & van Dijk, H.K. (1978) Bayesian estimates of equation system parameters: An application of integration by Monte Carlo. Econometrica 46(1), 1–19.Google Scholar
Leeson, R. (ed.) (2000) A.W.H. Phillips: Collected Works in Contemporary Perspective. Cambridge University Press.Google Scholar
Marris, R.L. (1964) The Economic Theory of ‘Managerial’ Capitalism. Macmillan & Co Ltd. Google Scholar
McKenzie, I.M. (1986) Australia’s real exchange rate during the twentieth century. In Nguyen, D.T. & Gregory, R.G. (eds.), Exchange Rates and the Economy, Supplement to the Economic Record, pp. 69–78. Economic Sociecty of Australia.Google Scholar
Newey, W.K. (1984) A method of moments interpretation of sequential estimators. Economics Letters 14(2–3), 201–206.Google Scholar
Pagan, A.R. (1981) Reflections on Australian macro-modelling. Paper prepared for the Symposium on Economy-Wide Modelling: The Way Ahead, 10th Conference of Economists, Canberra.Google Scholar
Pagan, A.R. (1996) The Rise and Fall and Rise … of the Business Cycle. Discussion Paper No. 349, Centre for Economic Policy Research, The Australian National University.Google Scholar
Phillips, P.C.B. (1989) Partially identified econometric models. Econometric Theory 5(2), 181–240.Google Scholar
Preston, A.J. (1978) Concepts of structure and model identifiability for econometric systems. In Bergstrom, A.R, Catt, A.J.L, Peston, M.H., and Silverstone, B.D.J. (eds.), Stability and Inflation: A Volume of Essays to Honour the Memory of A.W.H Phillips, chapter 16, pp. 275–297, John Wiley & Sons, Chichester, UK.Google Scholar
Rao, C.R. (1948) Large Sample Tests of Statistical Hypotheses Concerning Several Parameters with Applications to Problems of Estimation . Proceedings of the Cambridge Philosophical Society, vol. 44, pp. 50–57.Google Scholar
Sims, C.A. (1980) Macroeconomics and reality. Econometrica 48(1), 1–43.Google Scholar