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On the robustness of tests of outliers and functional form
McAleer, Michael; Tse, Yiu Kuen - 1989
Persistent link: https://www.econbiz.de/10000777405
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The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael - 1989
Persistent link: https://www.econbiz.de/10000777412
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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
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Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.; McAleer, Michael; Bartels, Robert - 1989
Persistent link: https://www.econbiz.de/10000780129
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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
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When are two step estimators efficient?
McAleer, Michael - In: Econometric reviews 10 (1991) 2, pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
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Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example
Nawata, Kazumitsu; McAleer, Michael - In: Econometric reviews 20 (2001) 1, pp. 105-112
Persistent link: https://www.econbiz.de/10001582464
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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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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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Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu; McAleer, Michael - In: Econometric reviews 24 (2005) 3, pp. 317-332
Persistent link: https://www.econbiz.de/10003105638