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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"McAleer, Michael"
~subject:"Theorie"
~subject:"USA"
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Newbold, Paul
McAleer, Michael
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ECONIS (ZBW)
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1
Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
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2
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
3
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
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4
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
5
Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
Saved in:
6
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
Saved in:
7
Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
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