Narrow search
Showing 1 - 9 of 9
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
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
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
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
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. 397-420
Persistent link: https://www.econbiz.de/10010014763
Cover Image
Articles: - Simple Procedures for Testing Autoregressive versus Moving Average Errors in Regression Models
McKenzie, Colin R.; 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/10007682069
Cover Image
On Efficient Estimation and Correct Inference in Models with Generated Regressors: A General Approach
McKenzie, Colin R.; McAleer, Michael - In: The Japanese economic review : the journal of the … 48 (1997) 4, pp. 368-389
Persistent link: https://www.econbiz.de/10007697414
Cover Image
Profiteering from the dot-com bubble, subprime crisis and Asian financial crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - In: The Japanese economic review : the journal of the … 67 (2016) 3, pp. 257-279
Persistent link: https://www.econbiz.de/10011720858
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/10007653504