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subject:"United States"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Finanzmarkt"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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United States
Economic growth
Estimation theory
Finanzmarkt
Wahrscheinlichkeitsrechnung
Theorie
121
Theory
121
Schätztheorie
37
Volatility
23
Volatilität
23
Time series analysis
21
Zeitreihenanalyse
21
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16
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16
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16
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Aufsatz in Zeitschrift
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48
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43
German
4
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Krämer, Walter
McAleer, Michael
Phillips, Peter C. B.
45
Heckman, James J.
34
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Turnovsky, Stephen J.
30
Gupta, Rangan
29
Li, Qi
29
Pesaran, M. Hashem
27
Baltagi, Badi H.
26
Diebold, Francis X.
25
Chavas, Jean-Paul
24
Franses, Philip Hans
24
Afonso, Oscar
23
Engle, Robert F.
23
Stock, James H.
22
Acemoglu, Daron
21
Giles, David E. A.
21
Lo, Andrew W.
21
Ohtani, Kazuhiro
21
Aghion, Philippe
20
Bollerslev, Tim
20
Christiano, Lawrence J.
20
Ghysels, Eric
20
Gouriéroux, Christian
20
Smith, Bruce D.
20
Ullah, Aman
20
Chu, Angus C.
19
Gallant, A. Ronald
19
Granger, C. W. J.
19
Steel, Mark F. J.
19
Hahn, Jinyong
18
Hall, Robert Ernest
18
Horowitz, Joel
18
Koop, Gary
18
Kumbhakar, Subal
18
Lee, Lung-fei
18
Linton, Oliver
18
Schmidt, Peter
18
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Economics letters
7
Econometric reviews
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The review of economics and statistics
3
Applied economics
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
The Japanese economic review : the journal of the Japanese Economic Association
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
International economic review
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic surveys
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
The economic record : er
1
The review of economic studies
1
Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
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ECONIS (ZBW)
48
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1
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
2
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
3
Special section: advances in financial risk management and economic policy uncertainty
Hammoudeh, Shawkat
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011571814
Saved in:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
5
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
6
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
7
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter
- In:
Journal of forecasting
25
(
2006
)
3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003318082
Saved in:
8
Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors
He, Zonglu
;
Maekawa, Koichi
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
4
,
pp. 420-438
Persistent link: https://www.econbiz.de/10001866933
Saved in:
9
Special issue: Recent developments in financial time series econometrics
McAleer, Michael
(
contributor
);
Oxley, Les
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001686254
Saved in:
10
Statistische Besonderheiten von Finanzzeitreihen
Krämer, Walter
- In:
Jahrbücher für Nationalökonomie und Statistik
222
(
2002
)
2
,
pp. 210-229
Persistent link: https://www.econbiz.de/10001655211
Saved in:
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