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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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2
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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3
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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4
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
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5
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
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6
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
7
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
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8
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
Saved in:
9
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
10
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 583-619
Persistent link: https://www.econbiz.de/10009269804
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