A. R. Pagan

16.4k total citations · 2 hit papers
39 papers, 11.0k citations indexed

About

A. R. Pagan is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, A. R. Pagan has authored 39 papers receiving a total of 11.0k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in General Economics, Econometrics and Finance, 16 papers in Economics and Econometrics and 15 papers in Finance. Recurrent topics in A. R. Pagan's work include Monetary Policy and Economic Impact (24 papers), Financial Risk and Volatility Modeling (11 papers) and Statistical Methods and Inference (8 papers). A. R. Pagan is often cited by papers focused on Monetary Policy and Economic Impact (24 papers), Financial Risk and Volatility Modeling (11 papers) and Statistical Methods and Inference (8 papers). A. R. Pagan collaborates with scholars based in Australia, United States and United Kingdom. A. R. Pagan's co-authors include Trevor Breusch, Anthony Hall, D. F. Nicholls, Michael Wickens, G. William Schwert, Pravin K. Trivedi, M. Hashem Pesaran, John C. Robertson, Vance L. Martin and Mardi Dungey and has published in prestigious journals such as Econometrica, The Economic Journal and The Review of Economics and Statistics.

In The Last Decade

A. R. Pagan

38 papers receiving 9.9k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

1980 6.1k citations Trevor Breusch, A. R. Pagan The Review of Economic Studies profile →
A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 3.7k citations Trevor Breusch, A. R. Pagan Econometrica profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
A. R. Pagan Australia	20	6.9k	2.3k	1.5k	1.5k	1.3k	39	11.0k
Trevor Breusch Australia	16	7.3k 1.1×	2.2k 1.0×	1.4k 0.9×	1.6k 1.1×	1.3k 1.0×	28	11.7k
Badi H. Baltagi United States	56	10.8k 1.6×	3.2k 1.4×	1.8k 1.2×	1.5k 1.0×	1.9k 1.5×	298	15.5k
Chia-Shang James Chu United States	10	7.7k 1.1×	3.0k 1.3×	1.6k 1.1×	1.8k 1.2×	930 0.7×	16	9.8k
Gilbert W. Bassett United States	20	5.6k 0.8×	1.5k 0.7×	2.2k 1.4×	844 0.6×	907 0.7×	51	12.5k
George E. Battese Australia	28	11.7k 1.7×	2.7k 1.2×	2.4k 1.6×	527 0.4×	2.0k 1.6×	66	22.9k
Chien‐Fu Lin Taiwan	9	7.8k 1.1×	3.1k 1.4×	1.6k 1.1×	1.8k 1.2×	931 0.7×	20	9.9k
G. S. Maddala United States	36	13.4k 1.9×	4.1k 1.8×	3.3k 2.2×	1.5k 1.0×	3.0k 2.4×	91	22.1k
Chêng Hsiao United States	38	7.9k 1.1×	3.4k 1.5×	1.9k 1.3×	544 0.4×	2.0k 1.6×	151	12.7k
Dale W. Jorgenson United States	68	16.9k 2.5×	5.8k 2.6×	1.6k 1.1×	2.3k 1.5×	2.0k 1.6×	338	21.4k
Paul W. Wilson United States	52	7.7k 1.1×	1.6k 0.7×	2.7k 1.8×	420 0.3×	1.7k 1.3×	172	15.5k

Countries citing papers authored by A. R. Pagan

Since Specialization

Citations

This map shows the geographic impact of A. R. Pagan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by A. R. Pagan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites A. R. Pagan more than expected).

Fields of papers citing papers by A. R. Pagan

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by A. R. Pagan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by A. R. Pagan. The network helps show where A. R. Pagan may publish in the future.

Co-authorship network of co-authors of A. R. Pagan

This figure shows the co-authorship network connecting the top 25 collaborators of A. R. Pagan. A scholar is included among the top collaborators of A. R. Pagan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with A. R. Pagan. A. R. Pagan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Hall, Anthony & A. R. Pagan. (2025). Investigating Some Issues Relating to Regime Matching. Econometrics. 13(1). 9–9.

2.

Fisher, Lance A., et al.. (2015). Econometric Methods for Modelling Systems With a Mixture ofi(1) andi(0) Variables. Journal of Applied Econometrics. 31(5). 892–911. 20 indexed citations

3.

Pagan, A. R., et al.. (2007). Commentary on "An estimated DSGE model for the United Kingdom". Canadian parliamentary review. 89. 233–240. 2 indexed citations

4.

Pagan, A. R., et al.. (2002). A simple framework for analysing bull and bear markets. Journal of Applied Econometrics. 18(1). 23–46. 3 indexed citations

5.

Pagan, A. R., et al.. (1998). Structural Models of the Liquidity Effect. The Review of Economics and Statistics. 80(2). 202–217. 59 indexed citations

6.

Hylleberg, Svend & A. R. Pagan. (1997). Seasonal integration and the evolving seasonals model. International Journal of Forecasting. 13(3). 329–340. 17 indexed citations

7.

Pagan, A. R., et al.. (1992). Consistency tests for heteroskedastic and risk models. Estudios De Economia. 7(1). 3–30. 18 indexed citations

8.

Pagan, A. R., et al.. (1991). ON THE INCONSISTENCY OF THE MLE IN CERTAIN HETEROSKEDASTIC REGRESSION MODELS. Estudios De Economia. 6(2). 159–172. 14 indexed citations

9.

Pagan, A. R.. (1990). Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50. Econometric Theory. 6(2). 273–281. 3 indexed citations

10.

Pagan, A. R. & Michael Wickens. (1989). A Survey of Some Recent Econometric Methods. The Economic Journal. 99(398). 962–962. 86 indexed citations

11.

Pagan, A. R. & Jenny Shannon. (1987). How Reliable are ORANI Conclusions?*. Economic Record. 63(1). 33–45. 21 indexed citations

12.

Folkerts‐Landau, David, et al.. (1985). The Theory of Economic Policy. Statics and Dynamics.. The Economic Journal. 95(377). 220–220. 22 indexed citations

13.

McAleer, Michael, A. R. Pagan, & Paul A. Volker. (1984). Straw-man econometrics?. 4 indexed citations

14.

Pagan, A. R. & Anthony Hall. (1983). Diagnostic tests as residual analysis. Econometric Reviews. 2(2). 159–218. 306 indexed citations

15.

Pagan, A. R. & Paul A. Volker. (1981). The Short-Run Demand for Transactions Balances in Australia. Economica. 48(192). 381–381. 21 indexed citations

16.

Breusch, Trevor & A. R. Pagan. (1980). The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics. The Review of Economic Studies. 47(1). 239–239. 6134 indexed citations breakdown →

17.

Trivedi, Pravin K. & A. R. Pagan. (1979). POLYNOMIAL DISTRIBUTED LAGS: A UNIFIED TREATMENT. The economic studies quarterly/Economic studies quarterly/Kikan riron keizaigaku. 30(1). 37–49. 16 indexed citations

18.

Breusch, Trevor & A. R. Pagan. (1979). A Simple Test for Heteroscedasticity and Random Coefficient Variation. Econometrica. 47(5). 1287–1287. 3654 indexed citations breakdown →

19.

Pagan, A. R., et al.. (1979). A Short‐Run Econometric Model of the Japanese Wool Textile Industry*. Economic Record. 55(4). 317–327. 1 indexed citations

20.

Nicholls, D. F., A. R. Pagan, & R. Deane Terrell. (1975). The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey. International Economic Review. 16(1). 113–113. 44 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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