Browsen in EconStor gesamt nach Autor:innen MacAleer, Michael
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Erscheinungsjahr | Titel | Autor:innen |
2001 | On adaptive estimation in nonstationary ARMA models with GARCH errors | Ling, Shiqing; MacAleer, Michael |
2001 | Time series forecasts of international tourism demand for Australia | Lim, Christine; MacAleer, Michael |
2001 | Asymptotic theory for a vector ARMA-GARCH model | Ling, Shiqing; MacAleer, Michael |
2001 | Comparing tests of autoregressive versus moving average errors in regression models using Bahadur's asymptotic relative efficiency | MacKenzie, C. R.; MacAleer, Michael |
2001 | A survey of recent theoretical results for time series models with GARCH errors | Li, W. K.; Ling, Shiqing; MacAleer, Michael |
2001 | Necessary and sufficient moment conditions for the GARCH(r,s) and asymmetric power GARCH(r,s) models | Ling, Shiqing; MacAleer, Michael |
2001 | Modelling the determinants of international tourism demand to Australia | Lim, Christine; MacAleer, Michael |
2001 | Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors | Maekawa, Koichi; MacAleer, Michael; He, Zonglu |
2001 | Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers | Chan, Felix; MacAleer, Michael |
2001 | Estimation and testing for unit root processes with GARCH(1,1) errors: Theory and Monte Carlo evidence | Ling, Shiqing; Li, W. K.; MacAleer, Michael |
2001 | Testing multiple non-nested factor demand systems | Manera, Matteo; MacAleer, Michael |
2001 | Stationarity and the existence of moments of a family of GARCH processes | Ling, Shiqing; MacAleer, Michael |