Similar Search Results - EconBiz

Ten Things you should know about the Dynamic Conditional Correlation Representation

Caporin, Massimiliano; McAleer, Michael - 2013

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/10010326200

Ten Things you should know about DCC

Caporin, Massimiliano; McAleer, Michael - 2013

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/10010326244

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

A sequential testing procedure for outliers and structural change

McAleer, Michael; Tse, Y. K. - 1988

Persistent link: https://www.econbiz.de/10000009169

Handbook of income inequality measurement

Silber, Jacques (ed.); Sen, Amartya (contributor) - 1999

Persistent link: https://www.econbiz.de/10001374024

Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models

Kobayashi, Masahito; McAleer, Michael - In: Econometric theory 15 (1999) 1, pp. 99-113

Persistent link: https://www.econbiz.de/10001381815

Contributions to financial econometrics : theoretical and practical issues

McAleer, Michael (contributor); Oxley, Les (contributor) - 2002

Persistent link: https://www.econbiz.de/10001713035

Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example

Nawata, Kazumitsu; McAleer, Michael - In: Econometric reviews 20 (2001) 1, pp. 105-112

Persistent link: https://www.econbiz.de/10001582464

Special issue: Recent developments in financial time series econometrics

McAleer, Michael (contributor); Oxley, Les (contributor) - 2002

Persistent link: https://www.econbiz.de/10001686254

Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 239-252

Persistent link: https://www.econbiz.de/10001470195

A service of the