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~isPartOf:"Econometric theory"
~language:"eng"
~person:"Cheng, T. C. E."
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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Cheng, T. C. E.
McAleer, Michael
Phillips, Peter C. B.
66
Linton, Oliver
27
Taylor, Robert
27
Leybourne, Stephen James
18
Saikkonen, Pentti
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Horváth, Lajos
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Wang, Qiying
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Econometric theory
International journal of production economics
96
European journal of operational research : EJOR
48
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Journal of economic surveys
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Omega : the international journal of management science
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International journal of shipping and transport logistics : IJSTL
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International review of economics & finance : IREF
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IEEE transactions on engineering management : EM
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Industrial marketing management : the international journal for industrial and high-tech firms
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ECONIS (ZBW)
6
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1
Generalized autoregressive conditional correlation
McAleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789
Saved in:
2
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
3
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
Saved in:
4
Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
Saved in:
5
Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
Saved in:
6
Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
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