Published papers
Mckenzie, Colin
41-60 items (total 73)
The Impact of Competition in the Japanese Underwriting Market
- Author
- Takaoka, S. and C.R. McKenzie
- Publication Title
- Magazine name MODSIM 2003 International Congress on Modelling and Simulation – Proceedings Volume 3: Socio-Economic Systems (Post, D.A. (ed.)) Publisher Modelling and Simulation Society of Australia and New Zealand Start Page 1457-1462 (Publication Date）2003）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- With
The Impact of Japanese Deregulation on the Euro-yen Bond Market
- Author
- McKenzie, C.R. and S. Takaoka
- Publication Title
- Magazine name MODSIM 2003 International Congress on Modelling and Simulation – Proceedings Volume 3: Socio-Economic Systems (Post, D. (ed.)) Publisher Modelling and Simulation Society of Australia and New Zealand Start Page 1463-1468 (Publication Date）2003）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- With
2002 - A LIMDEP Odyssey
- Author
- Takaoka, S. and C.R. McKenzie
- Publication Title
- Magazine name Journal of Applied Econometrics Volume 18(Issue 2) Start Page 241-247 (Publication Date）2003）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
Price Collusion and Deregulation in the Japanese Retail Gasoline Market
- Author
- Goto, U. and C.R.McKenzie
- Publication Title
- Magazine name Mathematics and Computers in Simulation Start Page 187-195 (Publication Date）2002）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency
- Author
- McKenzie, C.R. and M. McAleer
- Publication Title
- Magazine name Communications in Statistics - Theory and Methods Volume 31(Issue 8) Start Page 1349-1371 (Publication Date）2002）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Small Sample Evidence on the Impact of Generated Variables in Event Studies
- Author
- McKenzie, C.R.
- Publication Title
- Magazine name MODSIM 2001 International Congress on Modelling and Simulation – Proceeedings Volume 3: Socioeconomic Systems (F. Ghassemi, M. McAleer, L. Oxley and M. Scoccimarro (eds)) Publisher Modelling and Simulation Society of Australia and New Zealand Start Page 1463-1468 (Publication Date）2001）
- Authorship Category
- Single Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- With
The Impact of Sectoral Shifts on the Unemployment Rate of Different Age Groups
- Author
- Sakata, K. and C.R. McKenzie
- Publication Title
- Magazine name MODSIM 2001 International Congress on Modelling and Simulation – Proceeedings Volume 3: Socioeconomic Systems (F. Ghassemi, M. McAleer, L. Oxley and M. Scoccimarro (eds)) Publisher Modelling and Simulation Society of Australia and New Zealand Start Page 1469-1474 (Publication Date）2001）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- With
Theories of Dynamic Pricing and the Tokyo Retail Gasoline Market
- Author
- Goto, U. and C.R. McKenzie
- Publication Title
- Magazine name MODSIM 2001 International Congress on Modelling and Simulation – Proceeedings Volume 3: Socioeconomic Systems ( F. Ghassemi, M. McAleer, L. Oxley and M. Scoccimarro (eds)) Publisher Modelling and Simulation Society of Australia and New Zealand Start Page 1493-1500 (Publication Date）2001）
- Authorship Category
- Single Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- With
An Event Study of Environmentally Conscious Shareholders in the Japanese Power Industry
- Author
- Goto, U. and C.R. McKenzie
- Publication Title
- Magazine name Environmental Modelling and Software Volume 16(Issue 6) Start Page 517-524 (Publication Date）2001）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Alternative Forms and Properties of the Score Test
- Author
- Bera, A.K. and C.R. McKenzie
- Publication Title
- Magazine name Journal of Applied Statistics Volume 13(Issue 1) Start Page 13-25 (Publication Date）1986）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Test for Normality with Stable Alternatives
- Author
- Bera, A.K. and C.R. McKenzie
- Publication Title
- Magazine name Journal of Statistical Computation and Simulation Start Page 37-52 (Publication Date）1986）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Algorithm AS182: Finite Sample Prediction with ARIMA Processes
- Author
- Harvey, A.C. and C.R. McKenzie
- Publication Title
- Magazine name Applied Statistics Volume 31(Issue 2) Start Page 180-187 (Publication Date）1982）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
LM Tests for Unit Roots in the Presence of Missing Observations: Small Sample Evidence
- Author
- Toda, H.Y. and C.R. McKenzie
- Publication Title
- Magazine name Mathematics and Computers in Simulation Volume 48(Issue 4-6) Start Page 457-468 (Publication Date）1999）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
Simple Procedures for Testing Autoregressive versus Moving Average Errors in Regression Models
- Author
- McKenzie, C.R., M. McAleer and L.Gill
- Publication Title
- Magazine name Japanese Economic Review Volume 50(Issue 3) Start Page 239-252 (Publication Date）1999）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Testing the Rationality of Expectations in the Australian Foreign Exchange Market Using Survey Data with Missing Observations
- Author
- Lim, G.C. and C.R. McKenzie
- Publication Title
- Magazine name Applied Financial Economics Volume 18(Issue 2) Start Page 181-190 (Publication Date）1998）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Economic and Public Sector Restructuring in Japan
- Author
- C.R. McKenzie
- Publication Title
- Magazine name International Public Policy Studies Volume 2(Issue 1) Start Page 37-63 (Publication Date）1998）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
Unit Roots and Cointegration Analysis: The Impact on Empirical Analysis in Economics
- Author
- McKenzie, C.R.
- Publication Title
- Magazine name Japanese Economic Review Volume 48(Issue 1) Start Page 18-28 (Publication Date）1997）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
The Properties of Some Two Step Estimators of ARMA Models
- Author
- McKenzie, C.R.
- Publication Title
- Magazine name Mathematics and Computers in Simulation Volume 43(Issue 3-6) Start Page 451-456 (Publication Date）1997）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
Estimation in a Linear Model with Serially Correlated Errors When Observations Are Missing
- Author
- McKenzie, C.R. and C.A. Kapuscinski
- Publication Title
- Magazine name Mathematics and Computers in Simulation Volume 44(Issue 1) Start Page 1-9 (Publication Date）1997）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
On Efficient Estimation and Correct Inference in Models with Generated Regressors: A General Approach
- Author
- McKenzie, C.R. and M. McAleer
- Publication Title
- Magazine name Japanese Economic Review Volume 48(Issue 4) Start Page 368-389 (Publication Date）1997）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With