Browsing All of EconStor by Author MacAleer, Michael


Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
2001On adaptive estimation in nonstationary ARMA models with GARCH errorsLing, Shiqing; MacAleer, Michael
2001Time series forecasts of international tourism demand for AustraliaLim, Christine; MacAleer, Michael
2001Asymptotic theory for a vector ARMA-GARCH modelLing, Shiqing; MacAleer, Michael
2001Comparing tests of autoregressive versus moving average errors in regression models using Bahadur's asymptotic relative efficiencyMacKenzie, C. R.; MacAleer, Michael
2001A survey of recent theoretical results for time series models with GARCH errorsLi, W. K.; Ling, Shiqing; MacAleer, Michael
2001Necessary and sufficient moment conditions for the GARCH(r,s) and asymmetric power GARCH(r,s) modelsLing, Shiqing; MacAleer, Michael
2001Modelling the determinants of international tourism demand to AustraliaLim, Christine; MacAleer, Michael
2001Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errorsMaekawa, Koichi; MacAleer, Michael; He, Zonglu
2001Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliersChan, Felix; MacAleer, Michael
2001Estimation and testing for unit root processes with GARCH(1,1) errors: Theory and Monte Carlo evidenceLing, Shiqing; Li, W. K.; MacAleer, Michael
2001Testing multiple non-nested factor demand systemsManera, Matteo; MacAleer, Michael
2001Stationarity and the existence of moments of a family of GARCH processesLing, Shiqing; MacAleer, Michael