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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
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A neural network demand system with heteroskedastic errors
McAleer, Michael; Medeiros, Marcelo C.; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
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The econometrics of intellectual property : an overview
McAleer, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003485347
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The econometrics of intellectual property : an overview
McAleer, Michael - In: Journal of econometrics 139 (2007) 2, pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
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Selection of estimation window in the presence of breaks
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
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Moment restriction-based econometric methods : an overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - In: Journal of econometrics 165 (2011) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
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Introduction for the annals issue of the Journal of econometrics on "Bayesian models, methods and applications"
Geweke, John; Koop, Gary; Paap, Richard - In: Journal of econometrics 171 (2012) 2, pp. 99-100
Persistent link: https://www.econbiz.de/10009691177
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Bayesian inference in a time varying cointegration model
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 165 (2011) 2, pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
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Large time-varying parameter VARs
Koop, Gary; Korobilis, Dimitris - In: Journal of econometrics 177 (2013) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10010254877