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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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On point-optimal cox tests
Dastoor, Naorayex K. - In: Econometric theory 4 (1988) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10001049383
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Order Invariability of Idempotent Matrix
Abadir, Karim M.; Distaso, Walter; Dastoor, Naorayex K. - In: Econometric theory 14 (1998) 3, pp. 385
Persistent link: https://www.econbiz.de/10006993028
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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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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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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/10008110451
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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/10006969747
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Necessary and Sufficient Moment Conditions for the 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/10006973968
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ARTICLES - 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/10006989823
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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