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Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008664039
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Asymmetry and long memory in volatility modeling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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A panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003910507
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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
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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/10003987662
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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
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A Panel Threshold Model of Tourism Specialization and Economic Development
Chang, Chia-Lin - 2014
range of countries at different stages of economic development. The empirical results from threshold estimation identify two …
Persistent link: https://www.econbiz.de/10013070653
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IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
Chang, Chia-Lin - 2010
relationship between economic growth and tourism. Instrumental variable estimation of a threshold regression is used to quantify …
Persistent link: https://www.econbiz.de/10013145295
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Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695596
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Comparing tests of autoregressive versus moving average errors in regression models using Bahadur's asymptotic relative efficiency
McKenzie, Colin (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]
The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the performance of various tests of autoregressive (AR) versus moving average (MA) error processes in regression models. Tests to be examined include non-nested procedures of the models against each...
Persistent link: https://www.econbiz.de/10001644302