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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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2
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
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3
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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4
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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5
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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6
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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7
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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8
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:
9
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
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10
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
Mcaleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10008212743
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