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IV estimation of a panel threshold model of tourism specialization and economic development

Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008670045

IV estimation of a panel threshold model of tourism specialization and economic development

Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10003987662

IV estimation of a panel threshold model of tourism specialization and economic development

Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - In: Tourism economics : the business and finance of tourism … 18 (2012) 1, pp. 5-41

Persistent link: https://www.econbiz.de/10009518271

A Panel Threshold Model of Tourism Specialization and Economic Development

Chang, Chia-Lin - 2014

. The results from panel threshold regression show that there exists a positive and significant relationship between …

Persistent link: https://www.econbiz.de/10013070653

IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development

Chang, Chia-Lin - 2010

economic development in 159 countries over the period 1989-2008. The results from panel threshold regressions show a positive …

Persistent link: https://www.econbiz.de/10013145295

A note on the unbiasedness test of rationality using survey data

McAleer, Michael - In: Journal of macroeconomics 16 (1994) 2, pp. 369-374

Persistent link: https://www.econbiz.de/10001167828

Daily market news sentiment and stock prices

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2015

Persistent link: https://www.econbiz.de/10011432600

A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices

Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016

This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing crude oil spot and futures prices. The use of grains for the creation of bio-fuels has sparked fears that these demands are inflating food prices. We analyse approximately 10...

Persistent link: https://www.econbiz.de/10011479769

Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446

Persistent link: https://www.econbiz.de/10011499703

Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262

Persistent link: https://www.econbiz.de/10011504522