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source:"econis"
subject:"Theorie"
~person:"McAleer, Michael"
~subject:"Schätztheorie"
~subject:"World"
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Theorie
Schätztheorie
World
Estimation
153
Schätzung
152
Volatility
85
Volatilität
85
ARCH model
49
ARCH-Modell
49
Stochastic process
39
Stochastischer Prozess
39
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38
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38
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37
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32
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32
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31
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31
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25
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25
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23
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23
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22
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21
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21
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15
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18
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English
61
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McAleer, Michael
Pesaran, M. Hashem
134
Caporale, Guglielmo Maria
116
Schneider, Friedrich
116
Gil-Alaña, Luis A.
85
Gupta, Rangan
82
Woessmann, Ludger
81
Dreher, Axel
75
Acemoglu, Daron
71
Buch, Claudia M.
70
Rose, Andrew
67
Voigt, Stefan
63
Heckman, James J.
62
Härdle, Wolfgang
62
Van Reenen, John
62
Marcellino, Massimiliano
61
Gao, Jiti
57
Linton, Oliver
56
Herwartz, Helmut
55
MacDonald, Ronald
54
Koopman, Siem Jan
53
Hautsch, Nikolaus
52
Levine, Ross
51
Nunnenkamp, Peter
49
Pierdzioch, Christian
47
Blundell, Richard W.
46
Kilian, Lutz
46
Diebold, Francis X.
45
Kumbhakar, Subal
45
Berg, Gerard J. van den
44
Cheung, Yin-Wong
44
Egger, Peter
44
Frankel, Jeffrey A.
44
Belke, Ansgar
43
Gundlach, Erich
43
Kapetanios, George
43
Timmermann, Allan
41
Lütkepohl, Helmut
40
Chudik, Alexander
39
Aizenman, Joshua
38
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University of Canterbury / Dept. of Economics and Finance
2
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1
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Econometric Institute research papers
12
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10
Discussion paper / Tinbergen Institute
5
Econometric reviews
3
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2
The Japanese economic review : the journal of the Japanese Economic Association
2
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2
Annals of financial economics
1
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1
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1
Handbook of applied econometrics and statistical inference
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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51
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
52
IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670045
Saved in:
53
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
54
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
55
Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
Saved in:
56
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
57
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
Saved in:
58
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
Saved in:
59
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
;
Smith, Jeremy
-
1993
Persistent link: https://www.econbiz.de/10000871952
Saved in:
60
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
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