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 | 3 | 5 | 854 |
| Changes in the order of integration of US and UK inflation | 0 | 0 | 0 | 155 | 0 | 1 | 3 | 431 |
| Consistent Model Specification Testing | 0 | 1 | 3 | 65 | 1 | 2 | 5 | 79 |
| First order asymptotic theory for parametric misspecification tests of GARCH models | 0 | 0 | 0 | 121 | 1 | 1 | 2 | 376 |
| Total Working Papers | 0 | 1 | 3 | 558 | 3 | 7 | 15 | 1,740 |
| 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 | 0 | 1 | 4 | 62 | 5 | 13 | 28 | 335 |
| Changes in the order of integration of US and UK inflation | 0 | 0 | 0 | 51 | 1 | 1 | 4 | 192 |
| FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS | 0 | 0 | 0 | 46 | 0 | 2 | 6 | 167 |
| Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation | 0 | 0 | 1 | 10 | 1 | 1 | 5 | 36 |
| Ratio-based estimators for a change point in persistence | 0 | 0 | 0 | 20 | 0 | 2 | 4 | 104 |
| World Commodity Prices and Domestic Retail Food Price Inflation: Some Insights from the UK | 0 | 0 | 1 | 32 | 2 | 3 | 8 | 100 |
| Total Journal Articles | 0 | 1 | 6 | 221 | 9 | 22 | 55 | 934 |
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