Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
McAleer, Michael
Hashem Pesaran, M.
and
Bera, Anil K.
1990.
Alternative approaches to testing non-nested models with autocorrelated disturbances.
Communications in Statistics - Theory and Methods,
Vol. 19,
Issue. 10,
p.
3619.
Pötscher, Benedikt M.
and
R. Prucha, Ingmar
1991.
Basic structure of the asymptotic theory in dynamic nonlinear econometric models.
Econometric Reviews,
Vol. 10,
Issue. 3,
p.
253.
Wooldridge, Jeffrey M.
1991.
On the application of robust, regression- based diagnostics to models of conditional means and conditional variances.
Journal of Econometrics,
Vol. 47,
Issue. 1,
p.
5.
Wooldridge, Jeffrey M.
1991.
Specification testing and quasi-maximum- likelihood estimation.
Journal of Econometrics,
Vol. 48,
Issue. 1-2,
p.
29.
Bera, Anil K.
Higgins, Matthew L.
and
Lee, Sangkyu
1992.
Interaction Between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach.
Journal of Business & Economic Statistics,
Vol. 10,
Issue. 2,
p.
133.
Bollerslev, Tim
Chou, Ray Y.
and
Kroner, Kenneth F.
1992.
ARCH modeling in finance.
Journal of Econometrics,
Vol. 52,
Issue. 1-2,
p.
5.
Lee, Tae‐Hwy
1992.
STOCK‐FLOW RELATIONSHIPS IN US HOUSING CONSTRUCTION.
Oxford Bulletin of Economics and Statistics,
Vol. 54,
Issue. 3,
p.
419.
Bollerslev, Tim
and
Wooldridge, Jeffrey M.
1992.
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances.
Econometric Reviews,
Vol. 11,
Issue. 2,
p.
143.
Bera, Anil K.
and
Higgins, Matthew L.
1993.
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING.
Journal of Economic Surveys,
Vol. 7,
Issue. 4,
p.
305.
Edmonds, Radcliffe G.
and
So, Jacky C.
1993.
Variability and inflation: Evidence from developed and developing countries.
Journal of Macroeconomics,
Vol. 15,
Issue. 4,
p.
679.
Baillie, Richard T.
Bollerslev, Tim
and
Redfearn, Michael R.
1993.
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange.
Journal of International Money and Finance,
Vol. 12,
Issue. 5,
p.
511.
Lee, Tae-Hwy
White, Halbert
and
Granger, Clive W.J.
1993.
Testing for neglected nonlinearity in time series models.
Journal of Econometrics,
Vol. 56,
Issue. 3,
p.
269.
Brock, William A.
and
Potter, Simon M.
1993.
Econometrics.
Vol. 11,
Issue. ,
p.
195.
Bera, Anil K.
and
Yoon, Mann J.
1993.
Specification Testing with Locally Misspecified Alternatives.
Econometric Theory,
Vol. 9,
Issue. 4,
p.
649.
Ai, Chunrong
and
Cassou, Steven P.
1993.
A diagnostic test without numerical integration.
Economics Letters,
Vol. 42,
Issue. 2-3,
p.
129.
Pagan, A.R.
and
Pak, Y.
1993.
Econometrics.
Vol. 11,
Issue. ,
p.
489.
Bollerslev, Tim
Engle, Robert F.
and
Nelson, Daniel B.
1994.
Vol. 4,
Issue. ,
p.
2959.
Susmel, Raul
and
Engle, Robert F.
1994.
Hourly volatility spillovers between international equity markets.
Journal of International Money and Finance,
Vol. 13,
Issue. 1,
p.
3.
Cavaglia, Stefano M. F. G.
Koedijk, Kees G.
and
Vlaar, Peter J. G.
1994.
Exchange rate expectations and risk premia in the European Monetary System: 1985?1991.
Open Economies Review,
Vol. 5,
Issue. 4,
p.
347.
EVANS, MARTIN D. D.
1994.
Expected Returns, Time‐varying Risk, and Risk Premia.
The Journal of Finance,
Vol. 49,
Issue. 2,
p.
655.