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The geometry of specification error

Fisher, Gordon R.; Fisher, Gordon; McAleer, Michael - 1984 - (Rev.)

Persistent link: https://www.econbiz.de/10000012602

Specification tests for separate models : A survey

McAleer, Michael; McAleer, Michael - 1984

Persistent link: https://www.econbiz.de/10000007938

Regression Quantiles for Unstable Autoregressive Models.

Ling, S.; McAleer, M. - Institute of Social and Economic Research (ISER), Osaka … - 2001

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The unifoem Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit...

Persistent link: https://www.econbiz.de/10008466546

Testing multiple non-nested factor demand systems

Manera, Matteo; McAleer, Michael - 1999

Persistent link: https://www.econbiz.de/10001446124

Practical issues in cointegration analysis : special issue

Oxley, Les (contributor); McAleer, Michael (contributor) - 1998

Persistent link: https://www.econbiz.de/10001400853

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/10001400867

Demographic differences in rural household consumption

Hu, Baiding; McAleer, Michael - In: China's reform and economic growth : problems and prospects, (pp. 354-373). 1998

Persistent link: https://www.econbiz.de/10001428506

Pricing of forward and futures contracts

Chow, Ying-foon; McAleer, Michael; Sequeira, John M. - In: Journal of economic surveys 14 (2000) 2, pp. 215-253

Persistent link: https://www.econbiz.de/10001466688

Testing long-run neutrality using intra-year data

Leong, Kenneth; McAleer, Michael - In: Applied economics 32 (2000) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10001466804

Direct tests of the permanent income hypothesis under uncertainty, inflationary expectations and liquidity constraints

Madsen, Jakob Brøchner; McAleer, Michael - In: Journal of macroeconomics 22 (2000) 2, pp. 229-252

Persistent link: https://www.econbiz.de/10001469483

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