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~person:"McAleer, Michael"
~isPartOf:"Economics letters"
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Estimation theory
2
Schätztheorie
2
Theorie
2
Theory
2
Ökonometrik Schätzung
2
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Box-Cox model
1
Börsenkurs
1
Causality analysis
1
Conditional volatility models
1
Consumer behaviour
1
EGARCH
1
Forecasting model
1
Hausman test
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Instrumental variable (IV) model
1
Kausalanalyse
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Konsumentenverhalten
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Leverage
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Number of parameters
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Private consumption
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Privater Konsum
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Prognoseverfahren
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Random coefficient complex nonlinear moving average process
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Regularity condition
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Sample selection bias
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Share price
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USA
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United States
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English
4
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McAleer, Michael
Theil, Henri
66
Stark, Oded
45
Hahn, Jinyong
39
Peel, David
39
Schmitz, Patrick W.
39
Krämer, Walter
37
Kapetanios, George
30
Shaffer, Sherrill
28
Shogren, Jason F.
28
Sutter, Matthias
28
Baltagi, Badi H.
27
Beladi, Hamid
26
Clements, Kenneth W.
24
List, John A.
23
Matsumura, Toshihiro
23
Schmidt, Peter
22
Stengos, Thanasēs
22
Lambertini, Luca
21
Bahmani-Oskooee, Mohsen
20
Egger, Peter
20
Färe, Rolf
20
Mukherjee, Arijit
19
Ram, Rati
19
Ullah, Aman
19
Anatolyev, Stanislav
18
Kumbhakar, Subal
18
Marjit, Sugata
18
Ravallion, Martin
18
Taylor, Mark P.
18
Österholm, Pär
18
Aronsson, Thomas
17
Basu, Kaushik
17
Finke, Renate
17
Fève, Patrick
17
Giles, David E. A.
17
Hassler, Uwe
17
Kutlu, Levent
17
Lee, Junsoo
17
Lütkepohl, Helmut
17
Sela, Aner
17
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Economics letters
Working Papers in Economics
122
Working paper
120
Econometric Institute research papers
115
CIRJE F-Series
77
Working papers in economics and econometrics
38
CARF F-Series
33
Working papers in quantitative economics and econometrics
30
Documentos de Trabajo del ICAE
21
Annals of financial economics
17
Tinbergen Institute Discussion Papers
17
Econometric Institute Research Papers
16
Working Papers / Economics Department, Queen's University
16
Applied economics
15
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Tinbergen Institute
13
KIER Working Papers
13
Energy economics
12
International review of economics & finance : IREF
11
Tinbergen Institute Discussion Paper
11
Journal of Risk and Financial Management
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied Economics
8
The North American Journal of Economics and Finance
7
Economics Letters
6
Energy Economics
6
Applied financial economics
5
Tourism economics : the business and finance of tourism and recreation
5
Applied Financial Economics
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Mathematics and Computers in Simulation (MATCOM)
4
The Review of Economics and Statistics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of economics and statistics
4
Canadian Journal of Economics
3
Journal of Reviews on Global Economics
3
The Canadian journal of economics
3
Annals of Financial Economics (AFE)
2
DAE working paper
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ECONIS (ZBW)
7
OLC EcoSci
1
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8
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1
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
2
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
- In:
Economics letters
123
(
2014
)
3
,
pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
Saved in:
3
Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Economics letters
102
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003833040
Saved in:
4
Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo
;
McAleer, Michael
;
Wong, Wing-Keung
- In:
Economics letters
102
(
2009
)
3
,
pp. 161-165
Persistent link: https://www.econbiz.de/10008884970
Saved in:
5
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
6
A small sample test for non-nested regression models
McAleer, Michael
- In:
Economics letters
7
(
1981
)
4
,
pp. 335-338
Persistent link: https://www.econbiz.de/10002256964
Saved in:
7
The minimum error variance rule for non-linear regression models
McAleer, Michael
- In:
Economics letters
6
(
1980
)
1
,
pp. 17-21
Persistent link: https://www.econbiz.de/10002256958
Saved in:
8
On the interpretation of the Cox test in econometrics
Fisher, Gordon
;
McAleer, Michael
- In:
Economics letters
4
(
1979
)
2
,
pp. 145-150
Persistent link: https://www.econbiz.de/10002160674
Saved in:
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