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On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach.

McKensie, C.R.; McAleer, M. - Research School of Pacific and Asian Studies, College … - 1990

Persistent link: https://www.econbiz.de/10005478374

SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS.

MCKENSI, C.R.; MCALEER, M.; GILL, L. - Research School of Pacific and Asian Studies, College … - 1990

Persistent link: https://www.econbiz.de/10005478383

A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS.

MCALEER, M.; SMITH, J. - Research School of Pacific and Asian Studies, College … - 1990

Persistent link: https://www.econbiz.de/10005478389

DISCRIMINATION BETWEEN NESTED TWO-AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION.

BAI, J.; JAKEMAN, A.J.; MCALEER, M. - Research School of Pacific and Asian Studies, College … - 1990

Persistent link: https://www.econbiz.de/10005478393

ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS.

BAI, J.; JAKEMAN, A.J.; MCALEER, M. - Research School of Pacific and Asian Studies, College … - 1990

Persistent link: https://www.econbiz.de/10005478399

Efficient estimation and testing of oil futures contracts in a mutual offset system

McAleer, M.; Sequeira, J. M. - In: Applied Financial Economics 14 (2004) 13, pp. 953-962

With the globalization of financial and commodity markets, it is becoming increasingly important to recognize price linkages between markets beyond national boundaries. Models of futures pricing that incorporate such price linkages into the information set can be expected to be superior...

Persistent link: https://www.econbiz.de/10005452028

A non-parametric and entropy based analysis of the relationship between the VIX and S&P500

Allen, D.E.; Kramadibrata, A.; McAleer, M.; Powell, R.; … - Institute of Economic Research, Kyoto University - 2012

This paper features an analysis of the relationship between the S&P500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P500 daily continuously compounded...

Persistent link: https://www.econbiz.de/10011263109

Simplicity, scientific inference and econometric modelling

Keuzenkamp, H.A.; McAleer, M. - Tilburg University, Center for Economic Research - 1994

Persistent link: https://www.econbiz.de/10011090668

Comparing the Empirical Performance of Alternative Demand Systems

Barten, A.P.; McAleer, M. - Tilburg University, Center for Economic Research - 1991

Persistent link: https://www.econbiz.de/10011090853

Discrimination between Nested Two- and Three-Parameter Distributions : An Application to Models of Air Pollution

Bai, J.; Jakeman, A.; McAleer, M. - Tilburg University, Center for Economic Research - 1990

Persistent link: https://www.econbiz.de/10011090869