//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model specification tests agai...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
Volatility
13
Volatilität
13
Estimation theory
7
Schätztheorie
7
Stochastic process
7
Stochastischer Prozess
7
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Statistical theory
3
Statistische Methodenlehre
3
USA
3
United States
3
Bibliometrics
2
Bibliometrie
2
Börsenkurs
2
Capital income
2
Correlation
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Korrelation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Share price
2
1969-2005
1
1982-2004
1
1999-2007
1
5YD2
1
Aktienindex
1
Article Influence
1
Asymmetry
1
Bias
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
37
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Bibliografie enthalten
2
Bibliography included
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Nachruf
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
25
Undetermined
14
Author
All
McAleer, Michael
21
Asai, Manabu
9
Mcaleer, Michael
9
Maasoumi, Esfandiar
8
Bera, Anil K.
4
Hoti, Suhejla
4
McAleer, M.
4
Chan, Felix
2
Chang, Chia-Lin
2
Ling, Shiqing
2
McKenzie, Colin
2
Yu, Jun
2
Bera, Anil
1
Higgins, Matthew Lawrence
1
Li, W.
1
Li, Wai Keung
1
Martinet, Guillaume Gaetan
1
McKenzie, C.R.
1
Medeiros, Marcelo
1
Medeiros, Marcelo C.
1
Nawata, K.
1
Nawata, Kazumitsu
1
Oxley, Les
1
Park, Sung
1
Park, Sung Y.
1
Pesaran, M. Hashem
1
Pesaran, M.H.
1
Ra, Sungsup
1
Slottje, Daniel
1
Slottje, Daniel Jonathan
1
Tse, Yiu Kuen
1
more ...
less ...
Published in...
All
Econometric reviews
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
132
Econometric Institute Research Papers
130
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
94
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Journal of economic surveys
59
Mathematics and Computers in Simulation (MATCOM)
58
Journal of econometrics
45
Journal of Economic Surveys
38
Working papers in economics and econometrics
38
CARF F-Series
33
Working papers in quantitative economics and econometrics
31
ISER Discussion Paper
29
Journal of Risk and Financial Management
27
Applied economics
23
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
23
Journal of risk and financial management : JRFM
22
Annals of financial economics
17
Econometric theory
17
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Institute of Social and Economic Research
13
Econometric Reviews
13
Australian National University - Department of Economics
12
Energy economics
12
Tourism management : research, policies, practice
12
Applied financial economics
11
International journal of forecasting
11
International review of economics & finance : IREF
11
Journal of applied econometrics
11
Econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working papers / School of Business, Edith Cowan University
10
more ...
less ...
Source
All
ECONIS (ZBW)
25
OLC EcoSci
14
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
3
Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example
Nawata, Kazumitsu
;
McAleer, Michael
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 105-112
Persistent link: https://www.econbiz.de/10001582464
Saved in:
4
Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing
;
Li, Wai Keung
;
McAleer, Michael
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
Saved in:
5
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
Saved in:
6
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
7
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
8
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 583-619
Persistent link: https://www.econbiz.de/10009269804
Saved in:
9
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
10
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->