A. R. Pagan
Author
Alternate names Adrian R. Pagan, A. R. Pagan, Adrian Rodney Pagan
Institution The University of Sydney
Past institutions The University of Sydney, Australian National University, The University of Melbourne, UNSW Sydney, The University of Queensland +5 more
H-index: 26
I10-index: 39
Works count: 98
Citations count: 17,100
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
1980 · Trevor Breusch, A. R. Pagan · The Review of Economic Studies
A Simple Test for Heteroscedasticity and Random Coefficient Variation
1979 · Trevor Breusch, A. R. Pagan · Econometrica
Alternative models for conditional stock volatility
1990 · A. R. Pagan, G. William Schwert · Journal of Econometrics