Michael McAleer

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2707-3835

Department of Finance, College of Management, Asia University, Taichung, Taiwan; Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands; Department of Economic Analysis and ICAE, Complutense University of Madrid, Madrid, Spain; Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand; Institute of Advanced Sciences, Yokohama National University, Yokohama, Kanagawa, Japan

Publications

• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality — Journal of the American Statistical Association 2022
• On adaptive estimation in nonstationary ARMA Models with GARCH errors — The Annals of Statistics 2003
• Tests of Linear and Logarithmic Transformations for Integrated Processes — Journal of the American Statistical Association 1999 (name-matched, not ORCID-linked)
• Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model — The Review of Economic Studies 1987
• Exact tests of a model against nonnested alternatives — Biometrika 1983