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person:"McAleer, Michael"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia"
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McAleer, Michael
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003460319
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2
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models
Chan, Felix
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220873
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3
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
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