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Recent Theoretical Results for Time Series Models with GARCH Errors.

Li, W K; Ling, Shiqing; McAleer, Michael - In: Journal of Economic Surveys 16 (2002) 3, pp. 245-69

This paper provides a review of some recent theoretical results for time series models with GARCH errors, and is directed towards practitioners. Starting with the simple ARCH model and proceeding to the GARCH model, some results for stationary and nonstationary ARMA-GARCH are summarized. Various...

Persistent link: https://www.econbiz.de/10005215098

EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS

Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - In: Journal of Economic Surveys 28 (2014) 2, pp. 195-208

Macroeconomic forecasts are frequently produced, widely published, intensively discussed, and comprehensively used. The formal evaluation of such forecasts has a long research history. Recently, a new angle to the evaluation of forecasts has been addressed, and in this review we analyze some...

Persistent link: https://www.econbiz.de/10011086341

In Memoriam

McAleer, Michael; Oxley, L. - In: Journal of Economic Surveys 23 (2009) 4, pp. 613-616

Persistent link: https://www.econbiz.de/10011086349

Cointegration in Practice

McAleer, Michael; Oxley, Les - In: Journal of Economic Surveys 12 (1998) 5, pp. 417-422

Persistent link: https://www.econbiz.de/10010728731

Editorial

Oxley, Les; McAleer, Michael - In: Journal of Economic Surveys 12 (1998) 5, pp. i-i

Persistent link: https://www.econbiz.de/10010728734

Cointegration Analysis of Seasonal Time Series

Franses, Philip Hans; McAleer, Michael - In: Journal of Economic Surveys 12 (1998) 5, pp. 651-678

Persistent link: https://www.econbiz.de/10010728735

The Winter of My Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia.

McAleer, Michael; McKenzie, Colin R; Oxley, Les - In: Journal of Economic Surveys 12 (1998) 1, pp. 111-24

Persistent link: https://www.econbiz.de/10005662625

The Ten Commandments for Organizing a Conference.

McAleer, Michael - In: Journal of Economic Surveys 11 (1997) 2, pp. 231-33

Persistent link: https://www.econbiz.de/10005662636

Cointegration in Practice.

McAleer, Michael; Oxley, Les - In: Journal of Economic Surveys 12 (1998) 5, pp. 417-22

Persistent link: https://www.econbiz.de/10005662653

The Econometrics of Financial Time Series.

McAleer, Michael; Oxley, Les - In: Journal of Economic Surveys 16 (2002) 3, pp. 237-43

Persistent link: https://www.econbiz.de/10005662676