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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
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A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
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Elites and secret handshakes versus metrics and rule-based acclamation : a comment on "measuring the unmeasurable"
Oxley, Les - In: Econometric reviews 35 (2016) 1/4, pp. 44-49
Persistent link: https://www.econbiz.de/10011549868
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Dynamic Asymmetric Leverage in Stochastic Volatility Models
Asai, Manabu; Mcaleer, Michael - In: Econometric reviews 24 (2005) 3, pp. 317
Persistent link: https://www.econbiz.de/10006874792
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Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
Ling, Shiqing; Li, W.; Mcaleer, Michael - In: Econometric reviews 22 (2003) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10006889426
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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
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When are two step estimators efficient?
McAleer, Michael - In: Econometric reviews 10 (1991) 2, pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
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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
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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
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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