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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano; McAleer, Michael - In: Econometrics 1 (2013) 1, pp. 115-126
The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for caution about the use of DCC include the...
Persistent link: https://www.econbiz.de/10010421297
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Foreign investment, tax uncertainty and credible policy
Marjit, Sugata; Ng, Yew-Kwang; Broll, Udo - 1995 - Rev
Persistent link: https://www.econbiz.de/10000549624
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Resolving the credibility problem of an honest government
Marjit, Sugata; Broll, Udo; Moitra, Bhaswar - 1994
Persistent link: https://www.econbiz.de/10000417137
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A theory of overseas joint ventures
Marjit, Sugata; Broll, Udo; Mallick, Indrajit - 1994
Persistent link: https://www.econbiz.de/10000417138
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Estimation and discrimination of alternative air pollution models
Bai, Jun - 1990
Persistent link: https://www.econbiz.de/10000129166
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Empirical models for evaluating errors in fitting extremes of a probability distribution
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000900124
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Econometric methodology and the philosophy of science
Dharmapala, Dhammika; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000900137
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The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000900140
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Data mining and the con in econometrics : the US demand for money revisited
McAleer, Michael; Veall, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000900152
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Prediction and accommodation in econometric modelling
Dharmapala, Dhammika; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000900156