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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
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Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares
McAleer, Michael - 1991 - Rev.
Persistent link: https://www.econbiz.de/10000829601
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How fragile are fragile inferences? : a re-evaluation of the deterrent effect of capital punishment
McAleer, Michael; Veall, Michael R. - 1987
Persistent link: https://www.econbiz.de/10000741537
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Testing separate time series models
McAleer, Michael; MacKenzie, Colin R.; Hall, Anthony D. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10000715058
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A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.; McAleer, Michael - 1987 - Rev.
Persistent link: https://www.econbiz.de/10000724797
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Testing for unit roots and non-linear transformations
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000924063
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael; McKenzie, Colin; Pesaran, M. Hashem - 1993
Persistent link: https://www.econbiz.de/10000872012
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Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael - In: Econometric reviews 13 (1994) 2, pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
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Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L. - In: The review of economic studies 54 (1987) 4, pp. 649-663
Persistent link: https://www.econbiz.de/10001084859