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~isPartOf:"Econometric reviews"
~person:"McAleer, Michael"
~person:"Zellner, Arnold"
~subject:"Statistische Methode"
~subject:"Theorie"
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ECONIS (ZBW)
16
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1
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
Saved in:
2
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
Saved in:
3
Evaluation of the effects of reduced personal and corporate tax rates on the growth rates of the US economy
Zellner, Arnold
;
Ngoie, Jacques Kibambe
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 56-81
Persistent link: https://www.econbiz.de/10011373310
Saved in:
4
Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
Saved in:
5
Special issue: Bayesian inference and information : in memory of Arnold Zellner
Soofi, Ehsan S.
(
contributor
);
Zellner, Arnold
(
honouree
)
-
2014
Persistent link: https://www.econbiz.de/10010357833
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Some recent developments in econometric inference
Zellner, Arnold
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 203-215
Persistent link: https://www.econbiz.de/10001761655
Saved in:
10
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
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