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~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of time series econometrics"
~person:"Hendry, David F."
~person:"McAleer, Michael"
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Search: subject_exact:"Schätzfunktion"
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Estimation theory
6
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6
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4
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1
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Hendry, David F.
McAleer, Michael
Maravall Herrero, Agustín
10
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7
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5
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4
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4
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ECONIS (ZBW)
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1
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
Econometric modelling of time series with outlying observations
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009623578
Saved in:
4
On the interactions of unit roots and exogeneity
Hendry, David F.
-
1994
Persistent link: https://www.econbiz.de/10000147940
Saved in:
5
On the interactions of unit roots and exogeneity
Hendry, David F.
-
1994
Persistent link: https://www.econbiz.de/10013420250
Saved in:
6
On the limitations of comparing mean square forecast errors
Clements, Michael P.
- In:
Journal of forecasting
12
(
1993
)
8
,
pp. 617-637
Persistent link: https://www.econbiz.de/10001152510
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