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Adrian Pagan
Researcher at University of Sydney
Publications - 210
Citations - 29066
Adrian Pagan is an academic researcher from University of Sydney. The author has contributed to research in topics: Business cycle & Estimator. The author has an hindex of 57, co-authored 205 publications receiving 26650 citations. Previous affiliations of Adrian Pagan include Princeton University & Economic Policy Institute.
Papers
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Journal ArticleDOI
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Trevor Breusch,Adrian Pagan +1 more
TL;DR: The Lagrange multiplier (LM) statistic as mentioned in this paper is based on the maximum likelihood ratio (LR) procedure and is used to test the effect on the first order conditions for a maximum of the likelihood of imposing the hypothesis.
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A Simple Test for Heteroscedasticity and Random Coefficient Variation.
Trevor Breusch,Adrian Pagan +1 more
TL;DR: In this paper, a simple test for heteroscedastic disturbances in a linear regression model is developed using the framework of the Lagrangian multiplier test, and the criterion is given as a readily computed function of the OLS residuals.
Journal ArticleDOI
Econometric Issues in the Analysis of Regressions with Generated Regressors.
Journal ArticleDOI
Dissecting the cycle: a methodological investigation
TL;DR: In this paper, the authors define the cycle as a pattern in the level of aggregate economic activity and develop an algorithm to locate turning points, as well as a new measure of procyclicality.
Book
Nonparametric Econometrics
Adrian Pagan,Aman Ullah +1 more
TL;DR: In this paper, the authors take the more modern definition of "nonparametric" and cover a large range of smoothing methods which can be applied in econometrics.