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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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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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A trinomial test for paired data when there are many ties
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008669933
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Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - 2010
Persistent link: https://www.econbiz.de/10008670049
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
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Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689069