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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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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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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10003989650
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Time series forecasts of international tourism demand for Australia
Lim, Christine (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]
seasonal unit roots prior to estimation, model selection and forecasting. Various Box-Jenkins Autoregressive Integrated Moving …
Persistent link: https://www.econbiz.de/10001644080
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - In: Journal of economic surveys 25 (2011) 1, pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
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Structure and asymptotic theory for nonlinear models with GARCH errors
Chan, Felix; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.
processes or the associated asymptotic theory. In this paper, we first derive necessary conditions for strict stationarity and …
Persistent link: https://www.econbiz.de/10008840775
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Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008760483
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Multiple equilibria in German employment : a note on the simultaneous identification of structural breaks
Belke, Ansgar; Göcke, Matthias - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 171-187). 2005
Persistent link: https://www.econbiz.de/10003345133
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Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - In: Journal of economic studies 49 (2022) 4, pp. 623-646
Persistent link: https://www.econbiz.de/10013352758