Details about Andreea G. Halunga

Access statistics for papers by Andreea G. Halunga.

Last updated 2020-07-08. Update your information in the RePEc Author Service.

Short-id: pha689

Working Papers

2013

1. Consistent Model Specification Testing
   Discussion Papers, University of Exeter, Department of Economics

2011

2. A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (4)
   See also Journal Article A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models, Journal of Econometrics, Elsevier (2017) View citations (18) (2017)

2007

3. Changes in the order of integration of US and UK inflation
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (10)
   See also Journal Article Changes in the order of integration of US and UK inflation, Economics Letters, Elsevier (2009) View citations (23) (2009)
4. First order asymptotic theory for parametric misspecification tests of GARCH models
   Economics Discussion Paper Series, Economics, The University of Manchester View citations (2)
   See also Journal Article FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS, Econometric Theory, Cambridge University Press (2009) View citations (13) (2009)

Journal Articles

2019

1. Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
   Econometric Reviews, 2019, 38, (6), 660-678 View citations (2)

2017

2. A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
   Journal of Econometrics, 2017, 198, (2), 209-230 View citations (18)
   See also Working Paper A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models, Economics Discussion Paper Series (2011) View citations (4) (2011)

2016

3. World Commodity Prices and Domestic Retail Food Price Inflation: Some Insights from the UK
   Journal of Agricultural Economics, 2016, 67, (3), 566-583 View citations (10)

2012

4. Ratio-based estimators for a change point in persistence
   Journal of Econometrics, 2012, 171, (1), 24-31 View citations (9)

2009

5. Changes in the order of integration of US and UK inflation
   Economics Letters, 2009, 102, (1), 30-32 View citations (23)
   See also Working Paper Changes in the order of integration of US and UK inflation, Economics Discussion Paper Series (2007) View citations (10) (2007)
6. FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
   Econometric Theory, 2009, 25, (2), 364-410 View citations (13)
   See also Working Paper First order asymptotic theory for parametric misspecification tests of GARCH models, Economics Discussion Paper Series (2007) View citations (2) (2007)