On adaptive estimation in nonstationary arma models with GARCH errorsSHIQING LING; MCALEER, Michael.Annals of statistics. 2003, Vol 31, Num 2, pp 642-674, issn 0090-5364, 33 p.Article

Consumption, liquidity constraints, uncertainty and temptation : An international comparisonMADSEN, Jakob B; MCALEER, Michael.Journal of economic psychology. 2001, Vol 22, Num 1, pp 61-89, issn 0167-4870Article

Stationarity and the existence of moments of a family of GARCH processesSHIQING LING; MCALEER, Michael.Journal of econometrics. 2002, Vol 106, Num 1, pp 109-117, issn 0304-4076Article

Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industriesMARWOVA, Dora; MCALEER, Michael.Scientometrics (Print). 2002, Vol 55, Num 2, pp 171-187, issn 0138-9130, 17 p.Article

Regression quantiles for unstable autoregressive modelsSHIQING LING; MCALEER, Michael.Journal of multivariate analysis. 2004, Vol 89, Num 2, pp 304-328, issn 0047-259X, 25 p.Article

Nanotechnology strength indicators: international rankings based on US patentsMARINOVA, Dora; MCALEER, Michael.Nanotechnology (Bristol. Print). 2003, Vol 14, Num 1, pp R1-R7, issn 0957-4484Article

A new measure of innovation : The patent success ratioMCALEER, Michael; SLOTTJE, Daniel.Scientometrics (Print). 2005, Vol 63, Num 3, pp 421-429, issn 0138-9130, 9 p.Article

Comparing tests of autoregressive versus moving average errors in regression models using Bahadur's asymptotic relative efficiencyMCKENZIE, C. R; MCALEER, Michael.Communications in statistics. Theory and methods. 2002, Vol 31, Num 8, pp 1349-1371, issn 0361-0926, 23 p.Article

Cointegration analysis of metals futuresWATKINS, Clinton; MCALEER, Michael.Mathematics and computers in simulation. 2002, Vol 59, Num 1-3, pp 207-221, issn 0378-4754Conference Paper

Moment-based estimation of smooth transition regression models with endogenous variablesDUTRA AREOLA, Waldyr; MCALEER, Michael; MEDEIROS, Marcelo C et al.Journal of econometrics. 2011, Vol 165, Num 1, pp 100-111, issn 0304-4076, 12 p.Article

Economic growth and technological catching up by Singapore to the USALIM, Lee K; MCALEER, Michael.Mathematics and computers in simulation. 2002, Vol 59, Num 1-3, pp 133-141, issn 0378-4754Conference Paper

A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetriesMCALEER, Michael; MEDEIROS, Marcelo C.Journal of econometrics. 2008, Vol 147, Num 1, pp 104-119, issn 0304-4076, 16 p.Article

A cointegration analysis of annual tourism demand by Malaysia for AustraliaLIM, Christine; MCALEER, Michael.Mathematics and computers in simulation. 2002, Vol 59, Num 1-3, pp 197-205, issn 0378-4754Conference Paper

Input-output structure and growth in ChinaBAIDING HU; MCALEER, Michael.Mathematics and computers in simulation. 2004, Vol 64, Num 1, pp 193-202, issn 0378-4754, 10 p.Conference Paper

Fat tails and asymmetry in financial volatility modelsVERHOEVEN, Peter; MCALEER, Michael.Mathematics and computers in simulation. 2004, Vol 64, Num 3-4, pp 351-361, issn 0378-4754, 11 p.Conference Paper

Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil marketsCHANG, Chia-Lin; MCALEER, Michael; TANSUCHAT, Roengchai et al.Energy economics. 2010, Vol 32, Num 6, pp 1445-1455, issn 0140-9883, 11 p.Article

An econometric analysis of asymmetric volatility : Theory and application to patentsMCALEER, Michael; CHAN, Felix; MARINOVA, Dora et al.Journal of econometrics. 2007, Vol 139, Num 2, pp 259-284, issn 0304-4076, 26 p.Article

Crude oil hedging strategies using dynamic multivariate GARCHCHANG, Chia-Lin; MCALEER, Michael; TANSUCHAT, Roengchai et al.Energy economics. 2011, Vol 33, Num 5, pp 912-923, issn 0140-9883, 12 p.Article

What makes a great journal great in the sciences? Which came first, the chicken or the egg?CHANG, Chia-Lin; MCALEER, Michael; OXLEY, Les et al.Scientometrics (Print). 2011, Vol 87, Num 1, pp 17-40, issn 0138-9130, 24 p.Article

Econometric modelling in finance and risk managementGAO, Jiti; MCALEER, Michael; ALLEN, David E et al.Journal of econometrics. 2008, Vol 147, Num 1, issn 0304-4076, 207 p.Serial Issue

Modelling the asymmetric volatility of anti-pollution patents in the USACHAN, Felix; MARINOVA, Dora; MCALEER, Michael et al.Scientometrics (Print). 2004, Vol 59, Num 2, pp 179-197, issn 0138-9130, 19 p.Article

Selected Papers of the MSSANZ/IMACS 13th Biennial Conference on Modelling and Simulation, Hamilton, New Zealand, December 1999MCALEER, Michael; OXLEY, Les.Mathematics and computers in simulation. 2002, Vol 59, Num 1-3, issn 0378-4754, 269 p.Conference Proceedings

Moment Restriction-Based Econometric MethodsKUNITOMO, Naoto; MCALEER, Michael; NISHIYAMA, Yoshihiko et al.Journal of econometrics. 2011, Vol 165, Num 1, issn 0304-4076, 137 p.Serial Issue

Antitrust environment and innovationMARWOVA, Dora; MCALEER, Michael; SLOTTJE, Daniel et al.Scientometrics (Print). 2005, Vol 64, Num 3, pp 301-311, issn 0138-9130, 11 p.Article

Modelling and forecasting noisy realized volatilityASAI, Manabu; MCALEER, Michael; MEDEIROS, Marcelo C et al.Computational statistics & data analysis. 2012, Vol 56, Num 1, pp 217-230, issn 0167-9473, 14 p.Article