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D-Index & Metrics

Economics and Finance

D-Index
62
Citations
41521
World Ranking
719
National Ranking
16

Research.com Recognitions

  • 1985 - Fellows of the Econometric Society

Overview

Adrian Pagan is affiliated with the University of Sydney in Australia and has contributed to research primarily in the fields of Economics, Econometrics, and Finance. Their work spans multiple subfields, including General Economics, Econometrics and Finance, Finance, Economics and Econometrics, Aerospace Engineering, and Social Psychology.

Their research topics cover a variety of areas such as:

  • Monetary Policy and Economic Impact
  • Global Financial Crisis and Policies
  • Economic Policies and Impacts
  • Air Traffic Management and Optimization
  • Human-Automation Interaction and Safety

Adrian Pagan has published papers in several venues with recent works highlighting distinct themes:

  • "Investigating Some Issues Relating to Regime Matching," published in 2025 in Econometrics
  • "Implications and Impact of Adopting Recommendations from the DOT/FAA/AM-24/20 Report on the Use of Electronic Health Records (EHR) to Support Pilot Aeromedical Certification," published in 2025 in AHFE international

Frequent collaborators include Anthony Hall and Abner Flores, with each coauthor having contributed once alongside Pagan.

Adrian Pagan's contributions to academic research have been recognized through awards such as the Fellows of the Econometric Society, which was awarded in 1985.

Best Publications

  • The Lagrange multiplier test and its applications to model specification in econometrics

    T.S. Breusch;Adrian Pagan

  • A Simple Test for Heteroscedasticity and Random Coefficient Variation.

    T. S. Breusch;A. R. Pagan

  • Econometric Issues in the Analysis of Regressions with Generated Regressors.

    Adrian Pagan

  • Nonparametric Econometrics

    Adrian Pagan;Aman Ullah

  • Alternative models for conditional stock volatility

    Adrian R. Pagan;Adrian R. Pagan;G.William Schwert;G.William Schwert

  • Dissecting the cycle: a methodological investigation

    Don Harding;Adrian Pagan;Adrian Pagan

  • The econometrics of financial markets

    Adrian Pagan

  • Sign Restrictions in Structural Vector Autoregressions: A Critical Review

    Renée Fry;Adrian Pagan

  • Synchronization of cycles

    Don Harding;Adrian Pagan

  • A simple framework for analysing bull and bear markets

    Adrian R. Pagan;Kirill A. Sossounov

  • Nonparametric Econometrics: Index

    Adrian Pagan;Aman Ullah

  • Diagnostic tests as residual analysis

    A. R. Pagan;A. D. Hall

  • Selection of estimation window in the presence of breaks

    M. Hashem Pesaran;Allan Timmermann

  • Diagnostic tests for models based on individual data: A survey

    Adrian Pagan;Frank Vella

  • Two Stage and Related Estimators and Their Applications

    Adrian Pagan

  • The Econometric Analysis of Models with Risk Terms

    Adrian Pagan;Aman Ullah

  • A comparison of two business cycle dating methods

    Don Harding;Adrian Pagan

  • Three Econometric Methodologies: A Critical Appraisal.

    Adrian Pagan

  • A Structural VAR Model of the Australian Economy

    Mardi Dungey;Adrian Pagan

  • Resolving the Liquidity Effect

    Adrian R. Pagan;John C. Robertson

  • ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY

    Adrian Pagan;G. Schwert

  • Nonparametric Econometrics: References

    Adrian Pagan;Aman Ullah

Frequent Co-Authors

Aman Ullah
Aman Ullah University of California, Riverside
G. William Schwert
G. William Schwert National Bureau of Economic Research
M. Hashem Pesaran
M. Hashem Pesaran University of Cambridge
Mardi Dungey
Mardi Dungey University of Tasmania
Michael McAleer
Michael McAleer Erasmus University Rotterdam
George Kapetanios
George Kapetanios King's College London
Benno Torgler
Benno Torgler Queensland University of Technology
Warwick J. McKibbin
Warwick J. McKibbin Australian National University
Douglas Laxton
Douglas Laxton International Monetary Fund
Pravin K. Trivedi
Pravin K. Trivedi Indiana University

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