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Simple procedures for testing autoregressive versus moving average errors in regression models

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

Persistent link: https://www.econbiz.de/10000129167

Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 239-252

Persistent link: https://www.econbiz.de/10001470195

Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

Persistent link: https://www.econbiz.de/10000799442

Spillovers and correlations between US and major European stock markets . the role of the euro

Savva, Christos S. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003267092

High wage workers match with high wage firms : clear evidence of the effects of limited mobility bias

Andrews, Martyn J.; Gill, Len; Schank, Thorsten; … - In: Economics letters 117 (2012) 3, pp. 824-827

Persistent link: https://www.econbiz.de/10009682629

Insights from kernel conditional-probability estimates into female labour force participation decision in the UK

Elamin, Obbey; Gill, Len; Andrews, Martyn J. - In: Empirical economics : a journal of the Institute for … 58 (2020) 6, pp. 2981-3006

Persistent link: https://www.econbiz.de/10012257766

Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations

Lim, Guay C. - In: Applied financial economics 8 (1998) 2, pp. 181-190

Persistent link: https://www.econbiz.de/10001244113

Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay

McAleer, Michael - 2014

This note discusses some aspects of the paper by Hu and Tsay (2014), "Principal Volatility Component Analysis". The key issues are considered, and are also related to existing conditional covariance and correlation models. Some caveats are given about multivariate models of time-varying...

Persistent link: https://www.econbiz.de/10010250536

Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay

McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010348324

Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay

McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010359780