Search Results - person:"Maekawa, K."

Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008

Hardi, Amirullah Setya; Kawai, Ken-ichi; Lee, Sangyeol; … - In: Asia-Pacific financial markets 22 (2015) 4, pp. 429-444

Persistent link: https://www.econbiz.de/10011524825

Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors

Maekawa, Koichi (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]

In this paper we examine the asymptotic properties of the estimator of the long-run coefficient (LRC) in a dynamic regression model with integrated regressors and serially correlated errors. We show that the OLS estimators of the regression coefficients are inconsistent but the OLS-based...

Persistent link: https://www.econbiz.de/10001644304

The CUSUM of squares test for the stability of regression models with non-stationary regressors

Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol - In: Economics letters 100 (2008) 2, pp. 234-237

Persistent link: https://www.econbiz.de/10003768237

Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors

Maekawa, Koichi - In: Econometric reviews 17 (1998) 4, pp. 387-413

Persistent link: https://www.econbiz.de/10001250283

Surface Treatment and Corrosion - Local Surface Coating with A1 Powder for Iron by Using a Laser-heating

Suzuki, T.; Tange, M.; Morita, T.; Hayashi, T.; Murakami, K. - In: Tetsu-to-hagane 93 (2007) 6, pp. 445-450

Persistent link: https://www.econbiz.de/10007760563

Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors

He, Zonglu; Maekawa, Koichi; McAleer, Michael - In: The Japanese economic review : the journal of the … 54 (2003) 4, pp. 420-438

Persistent link: https://www.econbiz.de/10001866933

SUR models with integrated regressors

Maekawa, Koichi; Hisamatsu, Hiroyuki - In: Handbook of applied econometrics and statistical inference, (pp. 469-490). 2002

Persistent link: https://www.econbiz.de/10001701991

On spurious Granger causality

He, Zonglu; Maekawa, Koichi - In: Economics letters 73 (2001) 3, pp. 307-313

Persistent link: https://www.econbiz.de/10001635086

Finite Sample Comparisons of the Distributions of the OLS and GLS Estimators in Regression with an Integrated Regressor and Correlated Errors

Maekawa, K.; Knight, J.L.; Hisamatsu, H. - In: Econometric reviews 17 (1998) 4, pp. 387-414

Persistent link: https://www.econbiz.de/10006916961

Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors

Maekawa, K.; Knight, J. L.; Hisamatsu, H. - In: Econometric Reviews 17 (1998) 4, pp. 387-413

We compare the finite sample distributional properties of the OLS and GT,S mtinialors 11 a rcgrassior wilh arl inl,cgrd,ctl rcgrtssor ant1 corrctifical errors of the form of AR(1) and MA(1) processes. The approach is one of first deriving the joint characteristic function of the quadratic forms...

Persistent link: https://www.econbiz.de/10005644470