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Recursive estimation and generated regressors
McAleer, Michael - In: Economics letters 39 (1992) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
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The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu; McAleer, Michael - In: Economics letters 123 (2014) 3, pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
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Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo; McAleer, Michael; Wong, Wing Keung - In: Economics letters 102 (2009) 3, pp. 161-164
Persistent link: https://www.econbiz.de/10003833040
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - In: Economics letters 161 (2017), pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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On the interpretation of the Cox test in econometrics
Fisher, Gordon; McAleer, Michael - In: Economics letters 4 (1979) 2, pp. 145-150
Persistent link: https://www.econbiz.de/10002160674
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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon; Willson, Douglas; Xu, Kuan - In: Economics letters 60 (1998) 2, pp. 195-204
Persistent link: https://www.econbiz.de/10006788360
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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon - In: Economics letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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An invariance property of generalized classical linear estimators
Fisher, Gordon; Gregory, Allan W. - In: Economics letters 7 (1981) 2, pp. 151-157
Persistent link: https://www.econbiz.de/10002160658
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The minimum error variance rule for non-linear regression models
McAleer, Michael - In: Economics letters 6 (1980) 1, pp. 17-21
Persistent link: https://www.econbiz.de/10002256958
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A small sample test for non-nested regression models
McAleer, Michael - In: Economics letters 7 (1981) 4, pp. 335-338
Persistent link: https://www.econbiz.de/10002256964