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Details about Paul Sebastian Catani

Workplace:Hanken Svenska Handelshögskolan (Hanken School of Economics), (more information at EDIRC)

Access statistics for papers by Paul Sebastian Catani.

Last updated 2020-01-16. Update your information in the RePEc Author Service.

Short-id: pca927

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Working Papers


  1. A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2017)

Journal Articles


  1. A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
    Econometric Reviews, 2017, 36, (6-9), 599-621 Downloads View citations (3)
    See also Working Paper (2014)
  2. Combined Lagrange multiplier test for ARCH in vector autoregressive models
    Econometrics and Statistics, 2017, 1, (C), 62-84 Downloads View citations (2)
  3. Wild bootstrap tests for autocorrelation in vector autoregressive models
    Statistical Papers, 2017, 58, (4), 1189-1216 Downloads View citations (1)
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