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~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
222
Theory
214
Volatilität
80
Volatility
78
Finanzkrise
63
ARCH model
61
ARCH-Modell
61
Time series analysis
58
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57
Risikomaß
41
Prognoseverfahren
38
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37
Welt
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20
Ökonometrie
18
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Modellierung
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International tourism
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Statistische Methodenlehre
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USA
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33
Graue Literatur
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Aufsatz in Zeitschrift
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English
58
Author
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McAleer, Michael
Franses, Philip Hans
145
Koopman, Siem Jan
130
Phillips, Peter C. B.
129
Gil-Alaña, Luis A.
113
Caporale, Guglielmo Maria
103
Lütkepohl, Helmut
72
Koop, Gary
70
Sibbertsen, Philipp
70
Härdle, Wolfgang
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Hassler, Uwe
53
Lucas, André
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Engle, Robert F.
46
Hallin, Marc
46
Bauwens, Luc
45
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Stock, James H.
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Timmermann, Allan
39
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
University of Canterbury / Dept. of Economics and Finance
1
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Working paper
10
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
5
Journal of econometrics
4
Journal of economic surveys
4
Discussion paper / Institute of Social and Economic Research
3
Contributions to financial econometrics : theoretical and practical issues
2
Econometric reviews
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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ECONIS (ZBW)
58
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1
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
2
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
3
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
4
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
Saved in:
5
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
Saved in:
6
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
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