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subject:"Zeitreihenanalyse"
~person:"McAleer, Michael"
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Zeitreihenanalyse
Theorie
222
Theory
214
Time series analysis
58
Volatilität
57
Volatility
54
ARCH model
50
ARCH-Modell
50
Estimation theory
35
Schätztheorie
35
Stochastischer Prozess
32
Stochastic process
30
Schätzung
23
Estimation
22
Forecasting model
20
Prognoseverfahren
20
Korrelation
16
Modellierung
16
Scientific modelling
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Statistical theory
15
Statistische Methodenlehre
15
Statistical test
14
Statistischer Test
14
Correlation
13
Ökonometrie
13
Capital income
12
Econometrics
12
Kapitaleinkommen
12
Statistische Methode
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Cointegration
10
Kointegration
10
Portfolio selection
10
Portfolio-Management
10
BEKK
9
Börsenkurs
9
Share price
9
Statistical method
9
USA
9
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Free
27
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Book / Working Paper
38
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Arbeitspapier
33
Working Paper
33
Graue Literatur
31
Non-commercial literature
31
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
3
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3
Festschrift
1
Konferenzschrift
1
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1
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English
58
Author
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McAleer, Michael
Franses, Philip Hans
139
Koopman, Siem Jan
125
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
93
Lütkepohl, Helmut
72
Koop, Gary
70
Sibbertsen, Philipp
69
Härdle, Wolfgang
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Hassler, Uwe
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Lucas, André
50
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lux, Thomas
47
Engle, Robert F.
46
Hallin, Marc
46
Marcellino, Massimiliano
46
Bauwens, Luc
45
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Timmermann, Allan
39
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Institution
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
University of Canterbury / Dept. of Economics and Finance
1
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Working paper
10
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
5
Journal of econometrics
4
Journal of economic surveys
4
Discussion paper / Institute of Social and Economic Research
3
Contributions to financial econometrics : theoretical and practical issues
2
Econometric reviews
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The review of economic studies
1
Working papers in economics and econometrics
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Working papers in quantitative economics and econometrics
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ECONIS (ZBW)
58
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1
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
2
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
3
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
4
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:
5
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
Saved in:
6
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
7
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
8
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 649-663
Persistent link: https://www.econbiz.de/10001084859
Saved in:
9
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:
10
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:
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