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type_genre:"Arbeitspapier"
type_genre:"Series"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
~subject:"Theory"
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ARCH-Modell
Nonparametric statistics
Schätztheorie
Theory
Theorie
106
Time series analysis
33
Zeitreihenanalyse
33
ARCH model
27
Volatility
25
Volatilität
25
Estimation theory
16
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13
Prognoseverfahren
13
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12
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12
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10
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5
Basel Accord
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106
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106
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99
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99
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82
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82
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7
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106
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McAleer, Michael
Güth, Werner
249
Gersbach, Hans
220
Härdle, Wolfgang
201
Pestieau, Pierre
198
Pesaran, M. Hashem
194
Snower, Dennis J.
194
Artus, Patrick
187
Nijkamp, Peter
187
Acemoglu, Daron
185
Koskela, Erkki
178
Zenou, Yves
176
Stark, Oded
170
Franses, Philip Hans
146
Razin, Asaf
142
Ploeg, Frederick van der
140
Helpman, Elhanan
137
Thisse, Jacques-François
136
Cremer, Helmuth
134
Kehoe, Patrick J.
133
Drexl, Andreas
132
Keuschnigg, Christian
132
Svensson, Lars E. O.
132
Aronsson, Thomas
129
Konrad, Kai A.
129
Herings, Peter Jean-Jacques
128
Broll, Udo
127
Haufler, Andreas
125
Heckman, James J.
124
Saint-Paul, Gilles
122
Creedy, John
121
Verhoef, Erik T.
118
Phillips, Peter C. B.
116
Aizenman, Joshua
113
Grossman, Gene M.
113
Kaplow, Louis
113
Shavell, Steven
111
Tsadḳah, Efrayim
111
Diewert, Walter E.
104
Galí, Jordi
104
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Shakai-Keizai-Kenkyūsho <Osaka>
9
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5
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2
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25
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23
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18
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11
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10
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8
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3
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3
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1
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1
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1
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ECONIS (ZBW)
106
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106
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91
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1991
Persistent link: https://www.econbiz.de/10000829589
Saved in:
92
Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
Saved in:
93
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000829607
Saved in:
94
Discrimination between nested two- and three-parameter air pollutant frequency distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830089
Saved in:
95
Discrimination procedures for fitting nested and non-nested distributions to environmental quality data
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000833077
Saved in:
96
Estimation and discrimination of alternative air pollution models
Bai, Jun
-
1990
Persistent link: https://www.econbiz.de/10000129166
Saved in:
97
The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
Saved in:
98
The effects of misspecification in estimating the percentiles of some two- and three- parameter distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000778207
Saved in:
99
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1989
Persistent link: https://www.econbiz.de/10000780129
Saved in:
100
Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.
;
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10000753411
Saved in:
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