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~isPartOf:"Journal of applied econometrics"
~person:"McAleer, Michael"
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Theorie
3
Theory
3
Estimation theory
2
Schätztheorie
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28.08.1988
1
ARCH model
1
ARCH-Modell
1
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McAleer, Michael
Pesaran, M. Hashem
10
Koopman, Siem Jan
8
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7
Koop, Gary
7
Lucas, André
7
MacKinnon, James G.
7
Marcellino, Massimiliano
7
Clark, Todd E.
6
Franses, Philip Hans
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5
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3
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3
Khalaf, Lynda
3
Kiefer, Nicholas Maximilian
3
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3
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3
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Journal of applied econometrics
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
40
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36
Working papers in economics and econometrics
27
Working papers in quantitative economics and econometrics
27
Econometric reviews
14
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14
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Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
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6
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School of Accounting, Finance and Economics & FEMARC working paper series
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4
Econometrics : open access journal
4
International review of economics & finance : IREF
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KIER Working Papers
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The Japanese economic review : the journal of the Japanese Economic Association
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Contributions to financial econometrics : theoretical and practical issues
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Alternative procedures for converting qualitative response data to quantitative expectations : an application to Australian manufacturing
Smith, Jeremy
- In:
Journal of applied econometrics
10
(
1995
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001179175
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2
Maximum likelihood estimation of STAR and STAR-GARCH models :
theory
and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
Saved in:
3
Special issue on topics in applied econometrics
McAleer, Michael
(
contributor
)
- In:
Journal of applied econometrics
4
(
1989
),
pp. 1-179
Persistent link: https://www.econbiz.de/10001082291
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