Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
Cover Image
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Cover Image
On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin - In: The Japanese economic review : the journal of the … 48 (1997) 4, pp. 368-389
Persistent link: https://www.econbiz.de/10001235670