//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McAleer, Michael"
~person:"Whalley, John"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
75
Theory
73
Volatility
72
Volatilität
71
ARCH-Modell
52
ARCH model
51
Welt
47
World
47
USA
46
United States
46
Zeitreihenanalyse
41
Prognoseverfahren
40
Forecasting model
39
Time series analysis
39
Schätzung
38
Estimation
37
Estimation theory
33
Bibliometrie
29
Bibliometrics
28
Capital market returns
28
Kapitalmarktrendite
28
Risikomaß
28
Risk measure
27
China
26
Spillover effect
25
Spillover-Effekt
25
Modellierung
24
Portfolio selection
23
Portfolio-Management
23
Scientific modelling
22
Stochastic process
21
Stochastischer Prozess
21
Taiwan
21
International economy
20
Internationale Wirtschaft
20
Fachzeitschrift
19
Journal
18
Börsenkurs
17
Finanzkrise
17
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
33
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
33
Graue Literatur
14
Non-commercial literature
14
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
33
Author
All
McAleer, Michael
Whalley, John
Phillips, Peter C. B.
76
Nielsen, Morten Ørregaard
44
Swanson, Norman R.
44
Pesaran, M. Hashem
41
Chernozhukov, Victor
38
Newey, Whitney K.
38
Johansen, Søren
33
Wolf, Michael
33
Lechner, Michael
29
Cai, Zongwu
28
Kapetanios, George
27
Weidner, Martin
25
Croux, Christophe
24
Lewbel, Arthur
24
Woutersen, Tiemen
24
Linton, Oliver
23
Chen, Xiaohong
22
Kitagawa, Toru
22
MacKinnon, James G.
22
Nielsen, Bent
21
Andrews, Donald W. K.
19
Chao, John C.
19
Hu, Yingyao
19
Shephard, Neil G.
19
Corradi, Valentina
18
Fernández-Val, Iván
18
Ledoit, Olivier
18
Smith, Richard J.
18
Teräsvirta, Timo
18
White, Halbert
17
Biørn, Erik
16
Hsu, Yu-Chin
16
Giles, David E. A.
15
Marcellino, Massimiliano
15
Racine, Jeffrey
15
Giraitis, Liudas
14
Hausman, Jerry A.
14
Kaplan, David M.
14
Koop, Gary
14
more ...
less ...
Institution
All
Australian National University / Faculty of Economics
1
University of Western Australia / Department of Economics
1
Published in...
All
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
7
Econometric Institute research papers
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
DAE working paper
1
Working paper
1
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242832
Saved in:
3
Drawbacks in the 3-factor approach of Fama and French : (2018)
Allen, David E.
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10012149751
Saved in:
4
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
5
Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
Saved in:
6
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/10000847875
Saved in:
7
A Monte Carlo comparison of OLS, IV, FIML, and Bootstrap standard errors in linear models with generated regressors
McAleer, Michael
-
1990
Persistent link: https://www.econbiz.de/10000129164
Saved in:
8
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
9
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900140
Saved in:
10
Specification tests for separate models : A survey
McAleer, Michael
;
MacAleer, Michael
-
1984
Persistent link: https://www.econbiz.de/10000007938
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->