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~person:"McAleer, Michael"
~subject:"Simulation"
~subject:"Spezifikation"
~subject:"Time series analysis"
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Search: subject:"Statistische Methodenlehre"
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Simulation
Spezifikation
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Statistical theory
20
Statistische Methodenlehre
20
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15
Theory
15
Estimation theory
9
Schätztheorie
9
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5
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3
Rationale Erwartung
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Statistik
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RESET = Regression specification error test
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McAleer, Michael
Härdle, Wolfgang
12
Perron, Pierre
10
Hafner, Christian M.
9
Koop, Gary
9
Diebold, Francis X.
8
Dijk, Herman K. van
7
Ericsson, Neil R.
7
Franke, Jürgen
7
Stock, James H.
7
Taylor, Robert
7
Vogelsang, Timothy J.
7
Kleijnen, Jack P. C.
6
Mariano, Roberto S.
6
Phillips, Peter C. B.
6
Schlittgen, Rainer
6
Brock, William A.
5
Franses, Philip Hans
5
Geweke, John
5
McCallum, Bennett T.
5
Silvapulle, Paramsothy
5
Stambaugh, Robert F.
5
Breunig, Christoph
4
Choi, In
4
DeLima, Pedro J. F.
4
Gregory, Allan W.
4
Hsieh, David A.
4
Johansen, Søren
4
Kozicki, Sharon
4
Kuan, Chung-ming
4
Kunst, Robert M.
4
MacKinnon, James G.
4
Pesaran, M. Hashem
4
Pástor, Ľuboš
4
White, Halbert
4
Bierens, Herman J.
3
Cheung, Yin-Wong
3
Christiano, Lawrence J.
3
Eckstein, Peter P.
3
Engle, Robert F.
3
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Working papers in economics and econometrics
2
Working papers in quantitative economics and econometrics
2
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1
Discussion papers / Institute of Social and Economic Research
1
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
2
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
3
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
4
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:
5
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:
6
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
7
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
8
The geometry of specification error
Fisher, Gordon R.
;
Fisher, Gordon
;
MacAleer, Michael
-
1984
-
(Rev.)
Persistent link: https://www.econbiz.de/10000012602
Saved in:
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