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Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito; McAleer, Michael - In: Econometric theory 15 (1999) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
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Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K. - In: Econometric theory 5 (1989) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
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Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing; McAleer, Michael - In: Econometric theory 19 (2003) 2, pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
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Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing; McAleer, Michael - In: Econometric theory 18 (2002) 3, pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
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Automated inference and learning in modeling financial volatility
McAleer, Michael - In: Econometric theory 21 (2005) 1, pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
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Generalized autoregressive conditional correlation
McAleer, Michael; Chan, Felix; Hoti, Suhejla; … - In: Econometric theory 24 (2008) 6, pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789