Details about Paul Sebastian Catani
Access statistics for papers by Paul Sebastian Catani.
Last updated 2020-01-16. Update your information in the RePEc Author Service.
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- 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 in Econometric Reviews (2017)
- A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Econometric Reviews, 2017, 36, (6-9), 599-621 View citations (3)
See also Working Paper (2014)
- Combined Lagrange multiplier test for ARCH in vector autoregressive models
Econometrics and Statistics, 2017, 1, (C), 62-84 View citations (2)
- Wild bootstrap tests for autocorrelation in vector autoregressive models
Statistical Papers, 2017, 58, (4), 1189-1216 View citations (1)