Colin MCKENZIE

Specialty：Econometrics and Finance

Papers. etc.

・McAleer, M., C.R. McKenzie and A.D. Hall, "Testing Separate Time Series Models", Journal of Time Series Analysis, 9(2) (1988), 169-189.
・Godfrey, L.G., M. McAleer and C.R. McKenzie, "Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models", Review of Economics and Statistics, 70(3) (1988), 492-503.
・McAleer, M. and C.R. McKenzie, "Keynesian and New Classical Models of Unemployment Revisited", Economic Journal, 101 (1991), 359-381.
・McAleer, M. and C.R. McKenzie, "When Are Two Step Estimators Efficient?", Econometric Reviews, 10(2) (1991), 235-252.
・McKenzie, C.R., "Money Demand in an Open Economy", Journal of the Japanese and International Economies, 6(2) (1992), 176-198.
・McAleer, M., C.R. McKenzie and M.H. Pesaran "Cointegration and Direct Tests of the Rational Expectations Hypothesis", Econometric Reviews, 13(2) (1994), 231-258.
・McKenzie, C.R., "Unit Roots and Cointegration Analysis: The Impact on Empirical Analysis in Economics", Japanese Economic Review, 48(1) (1997), 18-28.
・McKenzie, C.R. and M. McAleer, "On Efficient Estimation and Correct Inference in Models with Generated Regressors: A General Approach", Japanese Economic Review, 48(4) (1997), 368-389.
・McKenzie, C.R., M. McAleer and L. Gill, "Simple Procedures for Testing Autoregressive versus Moving Average Errors in Regression Models", Japanese Economic Review, 50(3) (1999), 239-252.
・Takaoka, S. and C.R. McKenzie, "The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market", Journal of Banking and Finance、30(1), 59-83.