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subject:"Germany"
subject:"Schätztheorie"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~type:"article"
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Schätztheorie
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82
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McAleer, Michael
Franses, Philip Hans
52
Clements, Michael P.
43
Diebold, Francis X.
39
Hendry, David F.
39
Pesaran, M. Hashem
35
Gupta, Rangan
34
Phillips, Peter C. B.
34
Andrews, Donald W. K.
31
Timmermann, Allan
31
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30
Baltagi, Badi H.
29
Granger, C. W. J.
28
Newey, Whitney K.
28
Petropoulos, Fotios
28
Gouriéroux, Christian
27
Lütkepohl, Helmut
26
Marcellino, Massimiliano
26
Li, Qi
25
Krämer, Walter
24
Makridakis, Spyros G.
24
Moosa, Imad A.
24
Pierdzioch, Christian
24
Ghysels, Eric
23
Satchell, Stephen
23
Ullah, Aman
23
Härdle, Wolfgang
22
Koop, Gary
22
Ohtani, Kazuhiro
22
Hyndman, Rob J.
21
Stock, James H.
21
Wang, Yudong
21
Horowitz, Joel
20
King, Maxwell L.
20
Fildes, Robert
19
Giles, David E. A.
19
Perron, Pierre
19
Robinson, Peter M.
19
White, Halbert
19
Bollerslev, Tim
18
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Applied economics
2
Econometric reviews
2
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2
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2
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2
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2
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1
Economics letters
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1
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
Saved in:
2
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
3
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
Saved in:
4
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Saved in:
5
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
6
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
7
Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors
He, Zonglu
;
Maekawa, Koichi
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
4
,
pp. 420-438
Persistent link: https://www.econbiz.de/10001866933
Saved in:
8
Switching orthogonality
Morimune, Kimio
- In:
International economic review
39
(
1998
)
1
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001236205
Saved in:
9
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs
Barten, Anton P.
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001337607
Saved in:
10
On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin
- In:
The Japanese economic review : the journal of the …
48
(
1997
)
4
,
pp. 368-389
Persistent link: https://www.econbiz.de/10001235670
Saved in:
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