Keio University

Published papers

Mckenzie, Colin

61-73 items (total 73)

Testing for Multivariate Normality in Simultaneous Equations Models

Author
Jarque, C.M. and C.R. McKenzie
Publication Title
Magazine name Mathematics and Computers in Simulation Volume 35(Issue 3-4) Start Page 323-328 (Publication Date)1995)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
Without

Cointegration and Direct Tests of the Rational Expectations Hypothesis

Author
McAleer, M., C.R. McKenzie and M.H. Pesaran
Publication Title
Magazine name Econometric Reviews Volume 13(Issue 2) Start Page 231-258 (Publication Date)1994)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

On the Effects of Misspecification Errors in Models with Generated Regressors

Author
McKenzie, C.R. and M. McAleer
Publication Title
Magazine name Oxford Bulletin of Economics and Statistics Volume 56(Issue 4) Start Page 441-455 (Publication Date)1994)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Money Demand in an Open Economy

Author
McKenzie, C.R.
Publication Title
Magazine name Journal of the Japanese and International Economies Volume 6(Issue 2) Start Page 176-198. (Publication Date)1992)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Recursive Estimation and Generated Regressors

Author
McAleer, M. and C.R. McKenzie
Publication Title
Magazine name Economics Letters Volume 39(Issue 1) Start Page 1-5 (Publication Date)1992)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Using Instrumental Variable Techniques to Compute Standard Errors

Author
McKenzie, C.R.
Publication Title
Magazine name Osaka Economic Papers Volume 41(Issue 2-3) Start Page 359-366. (Publication Date)1992)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
Without

貯蓄とボーナス制度との関係:再検討

Author
マッケンジー, コリン
Publication Title
Start Page 135-146. (Publication Date)1992)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
Without

Keynesian and New Classical Models of Unemployment Revisited

Author
McAleer, M. and C.R. McKenzie
Publication Title
Magazine name Economic Journal Start Page 359-381 (Publication Date)1991)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

When Are Two Step Estimators Efficient?

Author
McAleer, M. and C.R. McKenzie
Publication Title
Magazine name Econometric Reviews Volume 10(Issue 2) Start Page 235-252 (Publication Date)1991)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Testing Separate Time Series Models

Author
McAleer, M., C.R. McKenzie and A.D. Hall
Publication Title
Magazine name Journal of Time Series Analysis Volume 9(Issue 2) Start Page 169-189 (Publication Date)1988)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Rational Expectations in Financial Markets and the Murphy Model: Comment

Author
McKenzie, C.R.
Publication Title
Magazine name Australian Economic Papers Volume 27(Issue Supplement) Start Page 89-91 (Publication Date)1988)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
Without

Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models

Author
Godfrey, L.G., M. McAleer and C.R. McKenzie
Publication Title
Magazine name Review of Economics and Statistics Volume 70(Issue 3) Start Page 492-503 (Publication Date)1988)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With

Additivity and Separability of the Lagrange Multiplier, Likelihood Ratio and Wald Tests

Author
Bera, A.K. and C.R. McKenzie
Publication Title
Magazine name Journal of Quantitative Economics Volume 3(Issue 1) Start Page 53-63 (Publication Date)1987)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With