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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"McAleer, Michael"
~person:"Saint-Paul, Gilles"
~subject:"Statistische Methodenlehre"
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Statistische Methodenlehre
Theorie
228
Theory
228
Time series analysis
33
Zeitreihenanalyse
33
ARCH model
27
ARCH-Modell
27
Volatility
25
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25
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19
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18
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17
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16
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McAleer, Michael
Saint-Paul, Gilles
Robert, Christian P.
12
Mouchart, Michel
10
Büning, Herbert
8
Diebold, Francis X.
7
Dijk, Herman K. van
7
Magnus, Jan R.
7
Angrist, Joshua D.
6
Härdle, Wolfgang
6
Rolin, Jean-Marie
6
Florens, Jean-Pierre
5
Gouriéroux, Christian
5
Kössler, Wolfgang
5
Lubrano, Michel
5
Pesaran, M. Hashem
5
Proença, Isabel
5
Tay, Anthony S. A.
5
Bauwens, Luc
4
Berg, Gerard J. van den
4
Betsch, Tilmann
4
Guégan, Dominique
4
Huschens, Stefan
4
Koop, Gary
4
König, Anja
4
Silvapulle, Paramsothy
4
Stambaugh, Robert F.
4
Zellner, Arnold
4
Binder, Michael
3
Brachinger, Hans Wolfgang
3
Breusch, Trevor S.
3
Critchley, Frank
3
Druilhet, Pierre
3
Dupuis, Jérôme A.
3
Franses, Philip Hans
3
Granger, C. W. J.
3
Hahn, Jinyong
3
Hansen, Lars Peter
3
Heintel, Markus
3
Jouneau, Frédéric
3
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3
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Working papers in economics and econometrics
6
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1
Discussion papers / Institute of Social and Economic Research
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Working papers in quantitative economics and econometrics
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ECONIS (ZBW)
9
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1
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
2
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:
3
The effects of misspecification in estimating the percentiles of some two- and three- parameter distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000778207
Saved in:
4
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:
5
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:
6
A sequential testing procedure for outliers and structural change
McAleer, Michael
;
Tse, Y. K.
-
1988
Persistent link: https://www.econbiz.de/10000009169
Saved in:
7
A sequential testing procedure for outliers and structural change
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10013400656
Saved in:
8
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
9
The geometry of specification error
Fisher, Gordon R.
;
Fisher, Gordon
;
MacAleer, Michael
-
1984
-
(Rev.)
Persistent link: https://www.econbiz.de/10000012602
Saved in:
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