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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
~person:"Hinich, Melvin J."
~person:"McAleer, Michael"
~subject:"Neoclassical synthesis"
~subject:"Rationale Erwartung"
~subject:"Zeitreihenanalyse"
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Neoclassical synthesis
Rationale Erwartung
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Hinich, Melvin J.
McAleer, Michael
Phillips, Peter C. B.
15
Koop, Gary
8
Swanson, Norman R.
8
Xiao, Zhijie
8
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ECONIS (ZBW)
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1
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
3
Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.
;
Foster, John
;
Wild, Phillip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10003291147
Saved in:
4
Comments on "Structural change in macroeconomic time series"
Rothman, Philip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 151-153
Persistent link: https://www.econbiz.de/10003291154
Saved in:
5
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
Saved in:
6
The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
Barnett, William A.
- In:
Journal of econometrics
33
(
1986
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001036157
Saved in:
7
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
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