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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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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric reviews 28 (2009) 5, pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
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Realized volatility : a review
McAleer, Michael; Medeiros, Marcelo C. - In: Econometric reviews 27 (2008) 1/3, pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
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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
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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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When are two step estimators efficient?
McAleer, Michael - In: Econometric reviews 10 (1991) 2, pp. 235-252
Persistent link: https://www.econbiz.de/10001107009