Browsing Faculty of Environment, Science and Economy by Author "Halunga, Andreea G."
Now showing items 1-5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| 1 March 2012 | Consistent model specification testing | Davidson, James; Halunga, Andreea G. |
| 1 August 2014 | Consistent testing of functional form in time series models | Halunga, Andreea G.; Davidson, James |
| 1 April 2009 | First-order asymptotic theory for parametric misspecification tests of Garch models | Halunga, Andreea G.; Orme, Chris D. |
| 16 August 2011 | A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models | Halunga, Andreea G.; Orme, Chris D.; Yamagata, Takashi |
| 20 July 2012 | Ratio-based estimators for a change point in persistence | Halunga, Andreea G.; Osborn, Denise R. |