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Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment
McAleer, Michael; Pesaran, M. Hashem; Bera, Anil K. - 1990
Persistent link: https://www.econbiz.de/10000784294
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Keynesian and new classical models of unemployment revisited
McAleer, Michael; McKenzie, Colin - 1990
Persistent link: https://www.econbiz.de/10000784299
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A new approach to maximum likelihood estimation of the three-parameter gamma and Weibull distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1989
Persistent link: https://www.econbiz.de/10000784629
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Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo; McAleer, Michael; Grasso, Margherita - In: Applied financial economics 16 (2006) 7, pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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Dynamic asymmetric GARCH
Caporin, Massimiliano; McAleer, Michael - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
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Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Asymmetric multivariate stochastic volatility
Asai, Manabu; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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Risk management of daily tourist tax revenues for the Maldives
McAleer, Michael (contributor); Shareef, Riaz (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003359644
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Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10003333927