Access Statistics for Andreea G. Halunga
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 Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models | 0 | 0 | 0 | 217 | 1 | 1 | 3 | 850 |
| Changes in the order of integration of US and UK inflation | 0 | 0 | 0 | 155 | 0 | 0 | 1 | 429 |
| Consistent Model Specification Testing | 1 | 1 | 2 | 64 | 1 | 1 | 2 | 76 |
| First order asymptotic theory for parametric misspecification tests of GARCH models | 0 | 0 | 0 | 121 | 0 | 0 | 3 | 375 |
| Total Working Papers | 1 | 1 | 2 | 557 | 2 | 2 | 9 | 1,730 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models | 2 | 2 | 4 | 60 | 4 | 5 | 15 | 317 |
| Changes in the order of integration of US and UK inflation | 0 | 0 | 0 | 51 | 0 | 1 | 1 | 189 |
| FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS | 0 | 0 | 0 | 46 | 0 | 0 | 2 | 163 |
| Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation | 0 | 0 | 1 | 10 | 1 | 1 | 3 | 34 |
| Ratio-based estimators for a change point in persistence | 0 | 0 | 0 | 20 | 1 | 1 | 2 | 101 |
| World Commodity Prices and Domestic Retail Food Price Inflation: Some Insights from the UK | 0 | 0 | 2 | 32 | 0 | 0 | 3 | 94 |
| Total Journal Articles | 2 | 2 | 7 | 219 | 6 | 8 | 26 | 898 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail