Sorry no profile with that web id has been found.


Key publications



Halunga AG, Davidson, J (2014). Consistent Testing of Functional Form in Time Series Models. In Niels Haldrup, Mika Meitz, Pentti Saikkonen (Eds.) Essays in Nonlinear Time Series Econometrics, Oxford University Press. Full text.
Halunga AG, Osborn D (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31.
Halunga AG, Osborn DR, Sensier M (2009). Changes in the order of integration of US and UK inflation. Economics Letters, 102(1), 30-32. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(2), 364-410. Abstract.  Full text.

Publications by category


Journal articles

Halunga AG, Osborn DR (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31. Abstract.  Full text.
Halunga AG, Osborn D (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31.
Halunga AG, Osborn DR, Sensier M (2009). Changes in the order of integration of US and UK inflation. Economics Letters, 102(1), 30-32. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(02), 364-410. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(2), 364-410. Abstract.  Full text.

Chapters

Halunga AG, Davidson, J (2014). Consistent Testing of Functional Form in Time Series Models. In Niels Haldrup, Mika Meitz, Pentti Saikkonen (Eds.) Essays in Nonlinear Time Series Econometrics, Oxford University Press. Full text.

Publications by year



In Press

Halunga AG, Orme C, Yamagata T (In Press). A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models.  Full text.

2014

Halunga AG, Davidson, J (2014). Consistent Testing of Functional Form in Time Series Models. In Niels Haldrup, Mika Meitz, Pentti Saikkonen (Eds.) Essays in Nonlinear Time Series Econometrics, Oxford University Press. Full text.

2012

Halunga AG, Osborn DR (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31. Abstract.  Full text.
Halunga AG, Osborn D (2012). Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171(1), 24-31.

2010

Davidson J, Halunga AG (2010). Consistent Model Specification Testing.

2009

Halunga AG, Osborn DR, Sensier M (2009). Changes in the order of integration of US and UK inflation. Economics Letters, 102(1), 30-32. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(02), 364-410. Abstract.
Halunga AG, Orme CD (2009). FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS. Econometric Theory, 25(2), 364-410. Abstract.  Full text.

Details as at 2016-10-19 02:04:07