Econometric Analysis of Recurrent Events in Macroeconomics and FinanceDon Harding, Adrian Pagan · First published 2016Open the Tome
On econometric analysis of structural systems with permanent and transitory shocks and exogenous variablesAdrian Pagan · First published 2007Open the Tome
Alternative models for conditional stock volatilityAdrian R. Pagan · First published 1989Open the Tome
