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~isPartOf:"Econometric theory"
~language:"ell"
~language:"eng"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"McAleer, Michael"
~subject:"Autocorrelation"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
~type_genre:"Übersichtsarbeit"
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McAleer, Michael
Phillips, Peter C. B.
40
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20
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18
Linton, Oliver
16
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13
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12
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9
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7
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7
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7
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6
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6
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Carrasco, Marine
6
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6
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18
Journal of econometrics
18
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14
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14
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10
International review of economics & finance : IREF
7
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7
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6
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International journal of forecasting
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Economics letters
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Quantifying consumer preferences
2
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ECONIS (ZBW)
5
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1
Generalized autoregressive conditional correlation
McAleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789
Saved in:
2
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
3
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
Saved in:
4
Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
Saved in:
5
Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
Saved in:
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