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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Sampling
Stichprobenerhebung
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Estimation theory
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Autocorrelation
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McAleer, Michael
Allen, David E.
7
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Gao, Jiti
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Wongsaart, Pipat
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Chan, Felix
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School of Accounting, Finance and Economics & FEMARC working paper series
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Discussion paper / Tinbergen Institute
7
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Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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Econometric theory
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Tinbergen Institute Discussion Paper 2017-105/III
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Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
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Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
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