//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Creedy, John"
~person:"McAleer, Michael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
618
Theory
603
Schätzung
205
Estimation
201
Volatilität
155
Zeitreihenanalyse
151
Volatility
149
Time series analysis
148
ARCH-Modell
115
ARCH model
114
Einkommensverteilung
87
Einkommensteuer
85
Income tax
84
Income distribution
83
Prognoseverfahren
80
Forecasting model
76
Australien
69
Stochastischer Prozess
69
Australia
68
Stochastic process
66
Estimation theory
61
Schätztheorie
61
USA
52
United States
50
Welfare analysis
50
Wohlfahrtsanalyse
50
Welt
49
Modellierung
48
Scientific modelling
47
World
47
Börsenkurs
42
Arbeitsangebot
41
Share price
41
Labour supply
40
Social security benefits
36
Öffentliche Sozialleistungen
36
Kapitalmarktrendite
35
Steuerwirkung
35
Capital market returns
34
Simulation
33
more ...
less ...
Online availability
All
Free
317
Undetermined
56
Type of publication
All
Book / Working Paper
553
Article
306
Type of publication (narrower categories)
All
Working Paper
389
Arbeitspapier
364
Graue Literatur
351
Non-commercial literature
351
Article in journal
278
Aufsatz in Zeitschrift
278
Aufsatz im Buch
17
Book section
17
Collection of articles of several authors
16
Sammelwerk
16
Rezension
13
Aufsatzsammlung
11
Bibliografie enthalten
9
Bibliography included
9
Systematic review
7
Übersichtsarbeit
7
Collection of articles written by one author
4
Reprint
4
Sammlung
4
Festschrift
3
Konferenzschrift
3
Article
2
Quelle
2
Bibliografie
1
Biografie
1
Conference proceedings
1
Einführung
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
Undetermined
14
Spanish
2
French
1
Author
All
Creedy, John
McAleer, Michael
Caporale, Guglielmo Maria
728
Nijkamp, Peter
603
Acemoglu, Daron
566
Pesaran, M. Hashem
545
Gil-Alaña, Luis A.
541
Phillips, Peter C. B.
511
Heckman, James J.
494
Snower, Dennis J.
493
Güth, Werner
456
Stiglitz, Joseph E.
446
Gersbach, Hans
437
Aizenman, Joshua
434
Gupta, Rangan
430
Pestieau, Pierre
427
Franses, Philip Hans
415
Stark, Oded
407
Koskela, Erkki
393
Zenou, Yves
365
Helpman, Elhanan
363
Koopman, Siem Jan
361
Wagner, Joachim
358
Belke, Ansgar
350
Cremer, Helmuth
334
Härdle, Wolfgang
332
Svensson, Lars E. O.
332
Diebold, Francis X.
324
Woodford, Michael
322
Kaplow, Louis
321
Frey, Bruno S.
320
Aghion, Philippe
318
Glaeser, Edward L.
316
Konrad, Kai A.
308
Shavell, Steven
308
Batabyal, Amitrajeet A.
307
Thisse, Jacques-François
301
Kapetanios, George
299
Lambertini, Luca
294
Tirole, Jean
294
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
10
Shakai-Keizai-Kenkyūsho <Osaka>
9
Edward Elgar Publishing
8
University of Western Australia / Department of Economics
7
Department of Economics and Finance, College of Business and Economics
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Institute for Fiscal Studies
1
Institute of Policy Studies <Wellington>
1
National Institute of Economic and Social Research
1
University of Canterbury / Dept. of Economics
1
more ...
less ...
Published in...
All
Research paper / University of Melbourne, Department of Economics
108
Econometric Institute research papers
79
Working paper
53
Discussion paper / Tinbergen Institute
49
Working papers
22
Melbourne Institute working paper series
18
Journal of econometrics
16
Journal of economic surveys
16
Australian economic papers
15
Econometric reviews
15
Working papers in quantitative economics and econometrics
15
New Zealand economic papers
14
The Australian economic review
14
Tinbergen Institute Discussion Paper
14
The economic record : er
13
Working papers in economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
New Zealand Treasury working paper
10
Applied economics
9
Journal of risk and financial management : JRFM
9
Bulletin of economic research
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Fiscal studies : the journal of the Institute for Fiscal Studies
7
Journal of economic studies
7
New Zealand Treasury Working Paper
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
The economic journal : the journal of the Royal Economic Society
6
International tax and public finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
The Manchester School
5
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Econometrics : open access journal
4
Economic analysis and policy
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Journal of income distribution : an international quarterly
4
Journal of the history of economic thought
4
more ...
less ...
Source
All
ECONIS (ZBW)
830
EconStor
27
RePEc
2
Showing
1
-
10
of
859
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
3
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
10
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->