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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"McAleer, Michael"
~subject:"Estimation theory"
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Panel
Stochastic process
Estimation theory
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McAleer, Michael
Hendry, David F.
7
Giles, David E. A.
4
Westerlund, Joakim
4
Asai, Manabu
3
Choi, In
3
Gastwirth, Joseph L.
3
Granger, C. W. J.
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3
Modarres, Reza
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2
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2
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2
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2
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2
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Journal of time series econometrics
Oxford bulletin of economics and statistics
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Discussion paper / Tinbergen Institute
7
Discussion paper / Center for Economic Research, Tilburg University
4
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4
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4
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3
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3
Annals of financial economics
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Applied economics
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Econometrics : open access journal
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Economics letters
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Journal of risk and financial management : JRFM
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Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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The Japanese economic review : the journal of the Japanese Economic Association
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Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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Econometric theory
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Economia : revista da ANPEC
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Tinbergen Institute Discussion Paper 2017-105/III
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1
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Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
On the effects of misspecification errors in models with generated regressors
McKenzie, Colin
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
4
,
pp. 441-455
Persistent link: https://www.econbiz.de/10001172649
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