Details about Paul Sebastian Catani

Access statistics for papers by Paul Sebastian Catani.

Last updated 2026-05-11. Update your information in the RePEc Author Service.

Short-id: pca927

Working Papers

2014

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 View citations (1)
   See also Journal Article A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model, Econometric Reviews, Taylor & Francis Journals (2017) View citations (6) (2017)

Journal Articles

2017

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

Chapters

2018

1. Practical Problems with Tests of Cointegration Rank with Strong Persistence and Heavy-Tailed Errors
   Springer