Huang, Jian; Kobayashi, Masahito; McAleer, Michael Testing for the Box-Cox parameter for an integrated process. (English) Zbl 1297.91149 Math. Comput. Simul. 83, 1-9 (2012). MSC: 91G70 62P05 91G30 PDFBibTeX XMLCite \textit{J. Huang} et al., Math. Comput. Simul. 83, 1--9 (2012; Zbl 1297.91149) Full Text: DOI
Huang, Biing-Wen; Chen, Meng-Gu; Chang, Chia-Lin; McAleer, Michael Modelling risk in agricultural finance: Application to the poultry industry in Taiwan. (English) Zbl 1155.91442 Math. Comput. Simul. 79, No. 5, 1472-1487 (2009). MSC: 91B74 91B30 PDFBibTeX XMLCite \textit{B.-W. Huang} et al., Math. Comput. Simul. 79, No. 5, 1472--1487 (2009; Zbl 1155.91442) Full Text: DOI
Ling, Shiqing; McAleer, Michael Regression quantiles for unstable autoregressive models. (English) Zbl 1047.62077 J. Multivariate Anal. 89, No. 2, 304-328 (2004). MSC: 62M10 62E20 60F17 60J65 PDFBibTeX XMLCite \textit{S. Ling} and \textit{M. McAleer}, J. Multivariate Anal. 89, No. 2, 304--328 (2004; Zbl 1047.62077) Full Text: DOI
Ling, Shiqing; McAleer, Michael On adaptive estimation in nonstationary ARMA models with GARCH errors. (English) Zbl 1039.62084 Ann. Stat. 31, No. 2, 642-674 (2003). MSC: 62M10 62E20 60F17 62F35 PDFBibTeX XMLCite \textit{S. Ling} and \textit{M. McAleer}, Ann. Stat. 31, No. 2, 642--674 (2003; Zbl 1039.62084) Full Text: DOI
Ling, Shiqing; Li, W. K.; McAleer, Michael Estimation and testing for unit root processes with GARCH(1,1) errors: theory and Monte Carlo evidence. (English) Zbl 1106.62346 Econom. Rev. 22, No. 2, 179-202 (2003). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{S. Ling} et al., Econom. Rev. 22, No. 2, 179--202 (2003; Zbl 1106.62346) Full Text: DOI
Lim, Lee K.; McAleer, Michael Economic growth and technological catching up by Singapore to the USA. (English) Zbl 1115.91350 Math. Comput. Simul. 59, No. 1-3, 133-141 (2002). MSC: 91B62 91B84 PDFBibTeX XMLCite \textit{L. K. Lim} and \textit{M. McAleer}, Math. Comput. Simul. 59, No. 1--3, 133--141 (2002; Zbl 1115.91350) Full Text: DOI
McAleer, Michael; McKenzie, C. R.; Pesaran, M. Hashem Cointegration and direct tests of the rational expectations hypothesis. (English) Zbl 0829.62104 Econom. Rev. 13, No. 2, 231-258 (1994). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{M. McAleer} et al., Econom. Rev. 13, No. 2, 231--258 (1994; Zbl 0829.62104) Full Text: DOI
Godfrey, L. G.; Tremayne, A. R. [Bera, A. K.; Newbold, P.; McAleer, M.; Geweke, J.] Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). (English) Zbl 0718.62201 Econom. Rev. 7, No. 1, 1-64 (1988). MSC: 62M10 62P20 62F03 PDFBibTeX XMLCite \textit{L. G. Godfrey} and \textit{A. R. Tremayne}, Econom. Rev. 7, No. 1, 1--64 (1988; Zbl 0718.62201) Full Text: DOI