Ten Things We Should Know About Time Series
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- Michael McAleer & Les Oxley, 2011. "Ten Things We Should Know About Time Series," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 185-188, February.
- Michael McAleer & Les Oxley, 2010. "Ten Things We Should Know About Time Series," KIER Working Papers 710, Kyoto University, Institute of Economic Research.
- Michael McAleer & Les Oxley, 2010. "Ten Things We Should Know About Time Series," Working Papers in Economics 10/42, University of Canterbury, Department of Economics and Finance.
References listed on IDEAS
- Michael McAleer, 2005. "The ten commandments for ranking university quality," Journal of Economic Surveys, Wiley Blackwell, vol. 19(4), pages 649-653, September.
- Michael McAleer & Les Oxley, 2005. "The Ten Commandments for Academics," Journal of Economic Surveys, Wiley Blackwell, vol. 19(5), pages 823-826, December.
- repec:bla:jecsur:v:16:y:2002:i:2:p:215-18 is not listed on IDEAS
- repec:bla:ecorec:v:64:y:1988:i:187:p:331-35 is not listed on IDEAS
- Michael McAleer, 1997. "The Ten Commandments for Organizing a Conference," Journal of Economic Surveys, Wiley Blackwell, vol. 11(2), pages 231-233, June.
- repec:bla:jecsur:v:15:y:2001:i:5:p:671-78 is not listed on IDEAS
- Michael McAleer & Les Oxley, 2001. "The Ten Commandments for Attending a Conference," Journal of Economic Surveys, Wiley Blackwell, vol. 15(5), pages 671-678, December.
- Michael McAleer & Les Oxley, 2002. "The Ten Commandments for Presenting a Conference Paper," Journal of Economic Surveys, Wiley Blackwell, vol. 16(2), pages 215-218, April.
- repec:bla:jecsur:v:11:y:1997:i:2:p:231-33 is not listed on IDEAS
Citations
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Cited by:
- Jean-David Fermanian & Hassan Malongo, 2013. "On the Stationarity of Dynamic Conditional Correlation Models," Working Papers 2013-26, Center for Research in Economics and Statistics.
- McAleer, M.J., 2014.
"Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay,"
Econometric Institute Research Papers
EI 2014-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics 14/09, University of Canterbury, Department of Economics and Finance.
- Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Documentos de Trabajo del ICAE 2014-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Tinbergen Institute Discussion Papers 14-025/III, Tinbergen Institute.
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More about this item
Keywords
VARFIMA; asymmetry; cointegration; forecasting models and expertise; fractional integration; leverage; long memory; thresholds; unit roots; volatility;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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