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

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

Persistent link: https://www.econbiz.de/10000129167

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

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

Persistent link: https://www.econbiz.de/10000799442

Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence

Godfrey, L. G.; McAleer, Michael; MacKenzie, Colin R. - 1986 - Rev.

Persistent link: https://www.econbiz.de/10000709154

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

Industrial agglomeration and use of the internet

Chang, Chia-Lin; McAleer, Michael; Wu, Yu-Chieh - 2015

Persistent link: https://www.econbiz.de/10011432617

A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of risk and financial management : JRFM 6 (2013) 1, pp. 6-30

This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P 500 daily return series and a similar...

Persistent link: https://www.econbiz.de/10011555743

Industrial Agglomeration and Use of the Internet

Chang, Chia-Lin; McAleer, Michael; Wu, Yu-Chieh - 2015

Taiwan has been hailed as a world leader in the development of global innovation and industrial clusters for the past decade. This paper investigates the effects of industrial agglomeration on the use of the internet and internet intensity for Taiwan manufacturing firms, and analyses whether the...

Persistent link: https://www.econbiz.de/10011327340

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

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

Moment-based estimation of smooth transition regression models with endogenous variables

Areosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 165 (2011) 1, pp. 100-111

Persistent link: https://www.econbiz.de/10009374482