Similar Search Results

Specification tests for separate models : A survey

McAleer, Michael; McAleer, Michael - 1984

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

Joint tests of non-nested models and general error specifications

Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem - 1989 - Rev

Persistent link: https://www.econbiz.de/10000778211

Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment

McAleer, Michael; Pesaran, M. Hashem; Bera, Anil K. - 1990

Persistent link: https://www.econbiz.de/10000784294

Nested and non-nested procedures for testing linear and log-linear regression models

Bera, Anil K.; McAleer, Michael - 1988

Persistent link: https://www.econbiz.de/10000753411

Nested and non-nested procedures for testing linear and log-linear regression models

Bera, Anil K.; McAleer, Michael - 1988

Persistent link: https://www.econbiz.de/10000124649

Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment

McAleer, Michael; Pesaran, M. Hashem; Bera, Anil K. - 1990

Persistent link: https://www.econbiz.de/10000130928

Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares

McAleer, Michael - In: The economic record : er 68 (1992) 200, pp. 65-72

Persistent link: https://www.econbiz.de/10001125103

The econometrics of intellectual property : an overview

McAleer, Michael - In: Journal of econometrics 139 (2007) 2, pp. 237-241

Persistent link: https://www.econbiz.de/10003485352

What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model

McAleer, Michael - In: Journal of risk and financial management : JRFM 12 (2019) 2/61, pp. 1-9

In order to hedge efficiently, persistently high negative covariances or, equivalently, correlations, between risky assets and the hedging instruments are intended to mitigate against financial risk and subsequent losses. If there is more than one hedging instrument, multivariate covariances and...

Persistent link: https://www.econbiz.de/10012022209

On the robustness of tests of outliers and functional form

McAleer, Michael; Tse, Yiu Kuen - 1991

Persistent link: https://www.econbiz.de/10000829589