Access Statistics for Paul Sebastian Catani
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model | 0 | 0 | 0 | 86 | 0 | 3 | 10 | 265 |
| Total Working Papers | 0 | 0 | 0 | 86 | 0 | 3 | 10 | 265 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model | 0 | 0 | 0 | 3 | 1 | 5 | 15 | 36 |
| Combined Lagrange multiplier test for ARCH in vector autoregressive models | 0 | 0 | 2 | 11 | 0 | 2 | 14 | 75 |
| Wild bootstrap tests for autocorrelation in vector autoregressive models | 0 | 0 | 0 | 22 | 0 | 8 | 36 | 111 |
| Total Journal Articles | 0 | 0 | 2 | 36 | 1 | 15 | 65 | 222 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Practical Problems with Tests of Cointegration Rank with Strong Persistence and Heavy-Tailed Errors | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 |
| Total Chapters | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 |
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