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Estimation and testing for unit root processes with GARCH (1, 1) errors : theory and Monte Carlo evidence
Ling, Shiqing; Li, Wai Keung; McAleer, Michael - In: Econometric reviews 22 (2003) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10001761653
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Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix; McAleer, Michael - In: Applied financial economics 13 (2003) 8, pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
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Simplicity, scientific inference and econometric modelling
Keuzenkamp, Hugo A.; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000894088
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A note on the unbiasedness test of rationality using survey data
McAleer, Michael - In: Journal of macroeconomics 16 (1994) 2, pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
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On the effects of misspecification errors in models with generated regressors
McKenzie, Colin - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 441-455
Persistent link: https://www.econbiz.de/10001172649
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Simplicity, scientific inference and econometric modelling
Keuzenkamp, Hugo A. - In: The economic journal : the journal of the Royal … 105 (1995) 428, pp. 1-21
Persistent link: https://www.econbiz.de/10001174306
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A sequential testing procedure for outliers and structural change
McAleer, Michael - In: Econometric reviews 7 (1988) 1, pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
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Variable addition and Lagrange multiplier tests for linear and logarithmic regression models
Godfrey, L. G. - In: The review of economics and statistics 70 (1988) 3, pp. 492-503
Persistent link: https://www.econbiz.de/10001054963
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On the consistency of joint and paired tests for non-nested regression models
Dastoor, Naorayex K. - In: Journal of quantitative economics : official journal of … 3 (1987) 1, pp. 65-84
Persistent link: https://www.econbiz.de/10001056561
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On the use of extreme value distributions for predicting the upper percentiles of environmental quality data
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1992
Persistent link: https://www.econbiz.de/10000845847