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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
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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
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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
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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
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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
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Testing the sequential logit model against the nested logit model
Nagakura, Daisuke; Kobayashi, Masahito - In: The Japanese economic review : the journal of the … 60 (2009) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10003882767
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TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL
Nagakura, Daisuke; Kobayashi, Masahito - In: The Japanese economic review : the journal of the … 60 (2009) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10008286348
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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
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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
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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