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~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Statistische Methode
Theorie
Zeitreihenanalyse
Theory
99
Time series analysis
31
ARCH model
27
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27
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24
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24
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McAleer, Michael
Güth, Werner
247
Gersbach, Hans
215
Artus, Patrick
187
Snower, Dennis J.
187
Nijkamp, Peter
186
Härdle, Wolfgang
184
Koskela, Erkki
182
Pestieau, Pierre
178
Acemoglu, Daron
176
Zenou, Yves
169
Stark, Oded
163
Pesaran, M. Hashem
161
Aronsson, Thomas
143
Keuschnigg, Christian
132
Drexl, Andreas
131
Konrad, Kai A.
131
Franses, Philip Hans
125
Razin, Asaf
124
Cremer, Helmuth
121
Herings, Peter Jean-Jacques
121
Creedy, John
120
Haufler, Andreas
120
Heckman, James J.
119
Kehoe, Patrick J.
117
Phillips, Peter C. B.
117
Ploeg, Frederick van der
117
Verhoef, Erik T.
117
Thisse, Jacques-François
115
Broll, Udo
111
Saint-Paul, Gilles
110
Helpman, Elhanan
108
Tsadḳah, Efrayim
103
Fehr, Ernst
100
Linton, Oliver
100
Bacchetta, Philippe
98
Corsetti, Giancarlo
98
Svensson, Lars E. O.
98
De la Croix, David
97
Koopman, Siem Jan
97
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Shakai-Keizai-Kenkyūsho <Osaka>
9
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5
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2
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Econometric Institute research papers
25
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23
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18
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11
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10
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4
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2
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2
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1
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1
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ECONIS (ZBW)
99
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1
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
3
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1991
Persistent link: https://www.econbiz.de/10000829589
Saved in:
4
Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
Saved in:
5
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000829607
Saved in:
6
Discrimination between nested two- and three-parameter air pollutant frequency distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830089
Saved in:
7
Discrimination procedures for fitting nested and non-nested distributions to environmental quality data
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000833077
Saved in:
8
Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.
;
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10000753411
Saved in:
9
A simple method for testing a general parametric model against a non-nested alternative
Horowitz, Joel
;
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10000753888
Saved in:
10
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1989
Persistent link: https://www.econbiz.de/10000777405
Saved in:
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