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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Chu, Chia-shang James"
~person:"McAleer, Michael"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
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Einheitswurzeltest
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Chu, Chia-shang James
McAleer, Michael
Taylor, Robert
10
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6
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5
Bera, Anil K.
5
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5
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Institute of Social and Economic Research
5
Working papers in quantitative economics and econometrics
5
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2
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Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing
;
Li, Wai Keung
;
McAleer, Michael
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
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2
Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
Saved in:
3
Detecting parameter shift in GARCH models
Chu, Chia-shang James
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
Saved in:
4
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
5
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
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