Browsing Closed by Author "Harding Don"

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Browsing Closed by Author "Harding Don"

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  • An econometric analysis of some models for constructed binary time series 
    Harding Don; Pagan Adrian (American Statistical Association, 2011)
    Macroeconometric and financial researchers often use binary data constructed in a way that creates serial dependence. We show that this dependence can be allowed for if the binary states are treated as Markov processes. ...
  • A suggested framework for classifying the modes of cycle research 
    Harding Don; Pagan Adrian (John Wiley and Sons, 2005)
    The paper argues that it is important to realize that the concept of a cycle has rarely been precisely articulated in empirical work and that often researchers are using very different definitions of it. We propose a ...
  • Synchronization of cycles 
    Harding Don; Pagan Adrian (Elsevier Science Publishers B.V., 2006)
    Many interesting issues are posed by synchronization of cycles. In this paper, we define synchronization and show how the degree of synchronization can be measured. We propose heteroscedasticity and serial correlation ...