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Colin Ross McKenzie

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Shinya Kajitani & Colin McKenzie & Kei Sakata, 2016. "Use It Too Much and Lose It? The Effect of Working Hours on Cognitive Ability," Melbourne Institute Working Paper Series wp2016n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Motegi, Hiroyuki & Nishimura, Yoshinori & Oikawa, Masato, 2017. "Retirement and Cognitive Decline: Evidence from Global Aging Data," MPRA Paper 76431, University Library of Munich, Germany.

  2. Shinya Kajitani & Kei Sakata & Colin McKenzie & Colin McKenzie, 2014. "Occupation, Retirement and Cognitive Functioning," Discussion Papers 27, Meisei University, School of Economics.

    Cited by:

    1. Fabrizio Mazzonna & Franco Peracchi, 2014. "Unhealthy Retirement?," EIEF Working Papers Series 1409, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2014.
    2. Kajitani, Shinya, 2015. "Which is worse for your long-term health, a white-collar or a blue-collar job?," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 228-243.
    3. Motegi, Hiroyuki & Nishimura, Yoshinori & Oikawa, Masato, 2017. "Retirement and Cognitive Decline: Evidence from Global Aging Data," MPRA Paper 76431, University Library of Munich, Germany.
    4. Yoshinori Nishimura & Masato Oikawa & Hiroyuki Motegi, 2018. "What Explains The Difference In The Effect Of Retirement On Health? Evidence From Global Aging Data," Journal of Economic Surveys, Wiley Blackwell, vol. 32(3), pages 792-847, July.

  3. William Greene & Colin McKenzie, 2012. "LM Tests for Random Effects," Working Papers 12-14, New York University, Leonard N. Stern School of Business, Department of Economics.

    Cited by:

    1. Saarthak Sharma, 2023. "Quantifying Non-Tariff Barriers and Assessing their impacts on India’s key Agricultural exports using a Gravity Model," Working Papers PKWP2316, Post Keynesian Economics Society (PKES).

  4. Colin McKenzie, 2006. "Australia's Deflation in the 1890s," Discussion papers 06017, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. Brunnermeier, Markus & Schnabel, Isabel, 2015. "Bubbles and Central Banks: Historical Perspectives," CEPR Discussion Papers 10528, C.E.P.R. Discussion Papers.

  5. C.R. McKenzie & Sumiko Takaoka, 2004. "The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market," Econometric Society 2004 Australasian Meetings 128, Econometric Society.

    Cited by:

    1. Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017. "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 27-36.
    2. Takanori Tanaka, 2011. "Corporate Governance and the Costs of Public Debt Financing: Evidence from Japan," Discussion Papers in Economics and Business 11-35, Osaka University, Graduate School of Economics.
    3. Antonio Gledson de Carvalho & Joao Amaro de Matos & Douglas Beserra Pinheiro & Marcio de Sa Mello, 2015. "Conflicts of interest in the underwriting of IPOs and price stabilization," Nova SBE Working Paper Series wp596, Universidade Nova de Lisboa, Nova School of Business and Economics.
    4. Nakashima, Kiyotaka & Saito, Makoto, 2009. "Credit spreads on corporate bonds and the macroeconomy in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 309-331, September.
    5. Takaoka, Sumiko, 2018. "Convenience yield on government bonds and unconventional monetary policy in Japanese corporate bond spreads," MPRA Paper 86418, University Library of Munich, Germany.
    6. Jose A. Lopez & Mark M. Spiegel, 2014. "Foreign Entry into Underwriting Services: Evidence from Japan's “Big Bang” Deregulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 445-468, March.
    7. McKenzie, C.R. & Takaoka, Sumiko, 2013. "The matching of lead underwriters and issuing firms in the Japanese corporate bond market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 86-97.
    8. McKenzie, C.R. & Takaoka, Sumiko, 2008. "Underwriter reputation and switching," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 215-222.
    9. de Jong, Abe & Roosenboom, Peter & Schramade, Willem, 2006. "Bond underwriting fees and keiretsu affiliation in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 522-545, November.
    10. Yue Cai, 2021. "Measuring Market Power in the IPO Underwriter," Working Papers 2108, Waseda University, Faculty of Political Science and Economics.
    11. Sun, Yue & Uchida, Konari & Matsumoto, Mamoru, 2013. "The dark side of independent venture capitalists: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 279-300.
    12. Katsushi Suzuki & Kazuo Yamada, 2010. "Does the Intended Use of Proceeds and Bank's Characteristics Affect the Bank Underwriters' Certification Role? Evidence from Seasoned Equity Offerings," Discussion Papers 2010-55, Kobe University, Graduate School of Business Administration.
    13. Suzuki, Katsushi, 2010. "Do the equity holding and soundness of bank underwriters affect issue costs of SEOs?," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 984-995, May.
    14. Yasuda, Ayako, 2007. "Bank relationships and underwriter competition: Evidence from Japan," Journal of Financial Economics, Elsevier, vol. 86(2), pages 369-404, November.
    15. VAN OVERFELT, Wouter & ANNAERT, Jan & DE CEUSTER, Marc & DELOOF, Marc, 2007. "Do universal banks create value? Universal bank affiliation and company performance in Belgium, 1905-1909," Working Papers 2007001, University of Antwerp, Faculty of Business and Economics.
    16. Tanaka, Takanori, 2014. "Corporate governance and the cost of public debt financing: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 315-335.

  6. McAleer, M. & McKenzie, C.R. & Pesaren, M.H., 1993. "Cointegration and Direct Tests of the Rational Expectations Hypothesis," Cambridge Working Papers in Economics 9306, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Lim, Lee Kian, 1995. "Cointegration and an error correction model of money demand for Australia," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 293-297.
    2. Maiko Koga, 2005. "The Decline of Japan's Saving Rate and Demographic Effects," Bank of Japan Working Paper Series 05-E-10, Bank of Japan.
    3. Kumudini R. Ganegodage & Alicia N. Rambaldi, 2012. "Economic Consequences of War: Evidence from Sri Lanka," Discussion Papers Series 453, School of Economics, University of Queensland, Australia.
    4. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Working Papers 2006.22, Fondazione Eni Enrico Mattei.
    5. M. Galeotti & A. Lanza & M. Manera, 2001. "Rockets and feathers revisited: an international comparison on European gasoline markets," Working Paper CRENoS 200112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    6. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2009. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 42(4), pages 551-574, April.

  7. Mcaleer, M. & Mckenzie, C.R., 1990. "Keynesian And New Classical Models Of Unemployment Revisited," Papers 9006, Tilburg - Center for Economic Research.

    Cited by:

    1. van Damme, E.E.C. & Guth, W., 1992. "Equilibrium selection in the spence signaling game," Other publications TiSEM 4b9118b1-ca01-4c5f-a1df-6, Tilburg University, School of Economics and Management.
    2. van der Ploeg, F. & de Zeeuw, A.J., 1992. "A differential game of international pollution control," Other publications TiSEM 63432fbc-f558-422b-93d9-4, Tilburg University, School of Economics and Management.
    3. Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
    4. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, August.
    5. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    6. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
    7. Nwaobi, Godwin C, 2009. "Inflation,Unemployment and Nigerian Families: An empirical investigation," MPRA Paper 14596, University Library of Munich, Germany.
    8. Prof. Neil D. Karunaratne, 1999. "Rival Macroeconomic Models And Australian Stylised Facts," Discussion Papers Series 261, School of Economics, University of Queensland, Australia.
    9. Bomhoff, E.J., 1992. "Stability of velocity in the major industrial countries : A Kalman filter approach," Other publications TiSEM 2336f310-9ba8-4fef-a42b-6, Tilburg University, School of Economics and Management.
    10. MICHAEL McALEER, 1992. "Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares," The Economic Record, The Economic Society of Australia, vol. 68(1), pages 65-72, March.
    11. Keuzenkamp, Hugo A. & McAleer, Michael, 1997. "The complexity of simplicity," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 553-561.
    12. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
    13. McAleer, Michael & Smith, Jeremy, 1992. "Bootstrap estimates of a new classical model of unemployment," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 33(5), pages 545-550.
    14. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.

  8. Mcleer, M. & Mckenzie, C.R., 1989. "When Are Two Step Estimators Efficient?," Papers 179, Australian National University - Department of Economics.

    Cited by:

    1. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
    2. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
    3. Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang, 2017. "An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors," IJFS, MDPI, vol. 6(1), pages 1-24, December.
    4. Zhou, Yanfei, 2003. "Precautionary saving and earnings uncertainty in Japan: A household-level analysis," Journal of the Japanese and International Economies, Elsevier, vol. 17(2), pages 192-212, June.
    5. Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
    6. Diamandis, Panayiotis F. & Kouretas, Georgios P. & Zarangas, Leonidas, 2007. "Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries," Research in International Business and Finance, Elsevier, vol. 21(2), pages 238-259, June.
    7. Hutson, Elaine & Kearney, Colm, 2005. "Merger arbitrage and the interaction between target and bidder stocks during takeover bids," Research in International Business and Finance, Elsevier, vol. 19(1), pages 1-26, March.
    8. Kearney, Colm & Daly, Kevin, 1997. "Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia," International Review of Financial Analysis, Elsevier, vol. 6(2), pages 77-95.
    9. Hutson, Elaine & Kearney, Colm, 2001. "Volatility in stocks subject to takeover bids: Australian evidence using daily data," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 273-296, July.
    10. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008. "Expert opinion versus expertise in forecasting," Econometric Institute Research Papers EI 2008-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    11. Alfredo Schclarek & Alfredo Schclarek Curutchet, 2004. "Consumption and Keynesian Fiscal Policy," CESifo Working Paper Series 1310, CESifo.
    12. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
    13. Louis Lévy-Garboua & Claude Montmarquette, 2004. "Reported job satisfaction : What does it mean?," Post-Print halshs-00203197, HAL.
    14. Schclarek, Alfredo, 2003. "Fiscal Policy and Private Consumption in Industrial and Developing Countries," Working Papers 2003:20, Lund University, Department of Economics, revised 30 Sep 2005.
    15. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Combining Non-Replicable Forecasts," Working Papers in Economics 10/35, University of Canterbury, Department of Economics and Finance.
    16. Gonzalez-Rivera, Gloria, 1998. "Dynamic asset pricing and statistical properties of risk," Journal of Economics and Business, Elsevier, vol. 50(5), pages 461-470, September.
    17. Branston, Christopher B. & Groenewold, Nicolaas, 2004. "Investment and share prices: fundamental versus speculative components," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 199-226, August.
    18. Kearney, Colm, 2000. "The determination and international transmission of stock market volatility," Global Finance Journal, Elsevier, vol. 11(1-2), pages 31-52.
    19. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
    20. Filer, Randall K. & Münich, Daniel, 2013. "Responses of private and public schools to voucher funding," Economics of Education Review, Elsevier, vol. 34(C), pages 269-285.
    21. Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009. "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers EI 2009-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

Articles

  1. Kei Sakata & Colin McKenzie & Shinya Kajitani, 2022. "Informal care and savings," Applied Economics, Taylor & Francis Journals, vol. 54(33), pages 3762-3776, July.

    Cited by:

    1. Zhu, Rong & Onur, Ilke, 2023. "Does retirement (really) increase informal caregiving? Quasi-experimental evidence from Australia," Journal of Health Economics, Elsevier, vol. 87(C).

  2. Colin McKenzie, 2021. "Comment on “Total‐Factor Energy and Emission Efficiencies of ASEAN and Other Asian Economies”," Asian Economic Policy Review, Japan Center for Economic Research, vol. 16(1), pages 115-116, January.

    Cited by:

    1. Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2021. "Energy and the Environment: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 16(1), pages 1-21, January.

  3. Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2018. "Changing Global Financial and Trading Systems and Asia: Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(2), pages 177-191, July.

    Cited by:

    1. Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2020. "Trade Wars: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 15(1), pages 1-30, January.

  4. Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata, 2018. "Did Abenomics Succeed?: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 13(1), pages 1-22, January.

    Cited by:

    1. Miguel Ángel Echarte Fernández & Sergio Luis Náñez Alonso & Ricardo Reier Forradellas & Javier Jorge-Vázquez, 2022. "From the Great Recession to the COVID-19 Pandemic: The Risk of Expansionary Monetary Policies," Risks, MDPI, vol. 10(2), pages 1-17, January.
    2. Grabowiecki Jerzy, 2019. "Abenomics: from the “Great Stagnation” to the “Three-Arrows Strategy”," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 55(3), pages 201-211, September.

  5. Greene, William & McKenzie, Colin, 2015. "An LM test based on generalized residuals for random effects in a nonlinear model," Economics Letters, Elsevier, vol. 127(C), pages 47-50.

    Cited by:

    1. William H. Greene & Mark N. Harris & Rachel J. Knott & Nigel Rice, 2021. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 31-64, January.
    2. Kharisma, Bayu, 2017. "Idiosyncratic Shocks, Child Labor and School Attendance in Indonesia," MPRA Paper 78887, University Library of Munich, Germany, revised 06 Apr 2017.

  6. Sumiko Takaoka & C. R. McKenzie, 2014. "Main bank relationships and underwriter choice," Applied Financial Economics, Taylor & Francis Journals, vol. 24(6), pages 413-423, March.

    Cited by:

    1. Hidenori Takahashi, 2018. "Affiliation ties and underwriter selection," Small Business Economics, Springer, vol. 50(2), pages 325-338, February.

  7. McKenzie, C.R. & Takaoka, Sumiko, 2013. "The matching of lead underwriters and issuing firms in the Japanese corporate bond market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 86-97.

    Cited by:

    1. Michael McAleer & Les Oxley & Felix Chan, 2013. "Modelling and Simulation: An Overview," Documentos de Trabajo del ICAE 2013-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Humphery-Jenner, Mark & Karpavicius, Sigitas & Suchard, Jo-Ann, 2018. "Underwriter relationships and shelf offerings," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 283-307.
    3. Lucia Gibilaro & Gianluca Mattarocci, 2018. "Financing Decisions of REITs and the Switching Effect," International Real Estate Review, Global Social Science Institute, vol. 21(3), pages 367-396.
    4. Carbó-Valverde, Santiago & Cuadros-Solas, Pedro J. & Rodríguez-Fernández, Francisco, 2017. "Do banks and industrial companies have equal access to reputable underwriters in debt markets?," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 176-202.

  8. Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2011. "ASEAN Economy: Diversity, Disparities, and Dynamics: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 6(1), pages 1-21, June.

    Cited by:

    1. Ergun Dogan & Koi Nyen Wong, 2020. "Sources and Channels of International Knowledge Spillovers in ASEAN‐5: The Role of Institutional Quality," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(4), pages 470-486, May.

  9. Takatoshi ITO & Akira KOJIMA & Colin MCKENZIE & Shujiro URATA, 2010. "The Environment and Climate Change: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 5(1), pages 1-18, June.

    Cited by:

    1. Mah, Daphne Ngar-yin & van der Vleuten, Johannes Marinus & Hills, Peter & Tao, Julia, 2012. "Consumer perceptions of smart grid development: Results of a Hong Kong survey and policy implications," Energy Policy, Elsevier, vol. 49(C), pages 204-216.
    2. Sassi, Maria & Cardaci, Alberto, 2013. "Impact of rainfall pattern on cereal market and food security in Sudan: Stochastic approach and CGE model," Food Policy, Elsevier, vol. 43(C), pages 321-331.

  10. Sakata, Kei & McKenzie, C.R., 2009. "The impact of divorce precedents on the Japanese divorce rate," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2917-2926.

    Cited by:

    1. Sakata, K. & McKenzie, C.R., 2011. "Social security and divorce in Japan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1507-1517.

  11. McKenzie, C.R. & Takaoka, Sumiko, 2008. "Underwriter reputation and switching," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 215-222.

    Cited by:

    1. Chen, Donghua & Guan, Yuyan & Zhang, Tianyu & Zhao, Gang, 2017. "Political connection of financial intermediaries: Evidence from China's IPO market," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 15-31.
    2. Reis dos Santos, M. Isabel & Reis dos Santos, Pedro M., 2016. "Switching regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 251(1), pages 142-147.
    3. Humphery-Jenner, Mark & Karpavicius, Sigitas & Suchard, Jo-Ann, 2018. "Underwriter relationships and shelf offerings," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 283-307.

  12. C. R. McKenzie & Sumiko Takaoka, 2007. "EViews 5.1," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1145-1152.

    Cited by:

    1. Yalta, A. Talha & Jenal, Olaf, 2009. "On the importance of verifying forecasting results," International Journal of Forecasting, Elsevier, vol. 25(1), pages 62-73.

  13. Takatoshi ITO & Akira KOJIMA & Colin McKENZIE & Shujiro URATA, 2006. "Editors’ Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 1-14, June.

    Cited by:

    1. W Max Corden & Sisira Jayasuriya, 2016. "The Japanese macroeconomic mystery," Departmental Working Papers 2016-03, The Australian National University, Arndt-Corden Department of Economics.

  14. Takaoka, Sumiko & McKenzie, C.R., 2006. "The impact of bank entry in the Japanese corporate bond underwriting market," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 59-83, January.
    See citations under working paper version above.
  15. Sakata, Kei & McKenzie, Colin, 2004. "The accumulation of human capital and the sectoral shifts hypothesis for different age groups," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 459-465.

    Cited by:

    1. Fleury, Nicolas & Gilles, Fabrice, 2013. "Restructurations industrielles et niveau de diplôme des jeunes générations. Une estimation empirique pour la France [Industrial restructuring and level of diploma of young generations. An empirical," MPRA Paper 50685, University Library of Munich, Germany.

  16. C. R. McKenzie & Sumiko Takaoka, 2003. "2002: A LIMDEP odyssey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 241-247.

    Cited by:

    1. A. Talha Yalta & A. Yasemin Yalta, 2010. "Gretl 1.6.0 and Its Numerical Accuracy," Working Papers 1003, TOBB University of Economics and Technology, Department of Economics.
    2. Jason S. Bergtold & Krishna P. Pokharel & Allen M. Featherstone & Lijia Mo, 2018. "On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables," Computational Statistics, Springer, vol. 33(2), pages 757-786, June.

  17. Michael McAleer & Colin McKenzie, 2002. "The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999," Journal of Economic Surveys, Wiley Blackwell, vol. 16(1), pages 111-121, February.

    Cited by:

    1. John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003. "Volatility Models of Currency Futures in Developed and Emerging Markets," CIRJE F-Series CIRJE-F-210, CIRJE, Faculty of Economics, University of Tokyo.

  18. Goto, Ujo & McKenzie, C.R., 2002. "Price collusion and deregulation in the Japanese retail gasoline market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 187-195.

    Cited by:

    1. Ujo Goto, 2005. "A test of the credibility of temporary protection: evidence from the Japanese oil industry," Applied Economics Letters, Taylor & Francis Journals, vol. 12(2), pages 119-123.

  19. Colin R. McKenzie & Michael McAleer & Len Gill, 1999. "Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models," The Japanese Economic Review, Japanese Economic Association, vol. 50(3), pages 239-252, September.

    Cited by:

    1. C. R. McKenzie & Michael McAleer, 2001. "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency," ISER Discussion Paper 0537, Institute of Social and Economic Research, Osaka University.
    2. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    3. Silvapulle, Paramsothy & King, Maxwell L., 1993. "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 58(3), pages 295-314, August.
    4. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.

  20. C. R. McKenzie, 1998. "Microfit 4.0," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 77-89.

    Cited by:

    1. Allen, David & Yap, Ghialy & Shareef, Riaz, 2009. "Modelling interstate tourism demand in Australia: A cointegration approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2733-2740.

  21. G. C. Lim & C. R. McKenzie, 1998. "Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 181-190.

    Cited by:

    1. Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
    2. Chong, Lucy Lee-Yun & Puah, Chin-Hong & Md Isa, Abu Hassan, 2012. "Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia," MPRA Paper 36657, University Library of Munich, Germany.
    3. Toda, Hiro Y. & McKenzie, C.R., 1999. "LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, Augus," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 457-468.

  22. Michael McAleer & Colin McKenzie & Les Oxley, 1998. "The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997," Journal of Economic Surveys, Wiley Blackwell, vol. 12(4), pages 399-416, September.

    Cited by:

    1. Davies, Brian Lloyd & Carberry, P.M. & Graham, R.P. & Mullen, John D. & Meaker, G.P., 2007. "StockPlan®: A Decision Aid for Management of Livestock During Drought and Other Times," Research Reports 37666, New South Wales Department of Primary Industries Research Economists.

  23. Colin McKenzie, 1997. "Unit Roots and Cointegration Analysis: The Impact on Empirical Analysis in Economics," The Japanese Economic Review, Japanese Economic Association, vol. 48(1), pages 18-28, January.

    Cited by:

    1. Simón Sosvilla-Rivero & Emma García, "undated". "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.
    2. Mariangela Bonasia & Oreste Napolitano, 2006. "The Impact of Privatisation of Pension System on National Saving: The Case of Australia and Iceland," Discussion Papers 3_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    3. Álvarez-Díaz, Marcos & González-Gómez, Manuel & Otero-Giráldez, María Soledad, 2018. "Main determinants of export-oriented bleached eucalyptus kraft pulp (BEKP) demand from the north-western regions of Spain," Forest Policy and Economics, Elsevier, vol. 96(C), pages 112-119.
    4. Sakata, Kei, 2002. "Sectoral Shifts and Cyclical Unemployment in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 227-252, June.

  24. Colin McKenzie & Michael McAleer, 1997. "On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach," The Japanese Economic Review, Japanese Economic Association, vol. 48(4), pages 368-389, December.

    Cited by:

    1. Asongu, Simplice A. & Nwachukwu, Jacinta C., 2016. "The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa," World Development, Elsevier, vol. 86(C), pages 133-147.
    2. Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Research Africa Network Working Papers 19/057, Research Africa Network (RAN).
    3. Simplice A. Asongu & Joseph Nnanna & Vanessa S. Tchamyou, 2019. "The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited," Working Papers of the African Governance and Development Institute. 19/085, African Governance and Development Institute..
    4. Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, capital flight and industrialisation in Africa," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 8(1), pages 1-22, December.
    5. Asongu, Simplice, 2017. "Does Globalization Promote Good Governance in Africa? An Empirical Study Across 51 countries," MPRA Paper 82629, University Library of Munich, Germany.
    6. Simplice A. Asongu & Jacinta C. Nwachukwu, 2014. "Revolution empirics: predicting the Arab Spring," Research Africa Network Working Papers 14/032, Research Africa Network (RAN).
    7. Simplice A. Asongu & Antonio R. Andrés, 2019. "Trajectories of Knowledge Economy in SSA and MENA countries," Working Papers of the African Governance and Development Institute. 19/013, African Governance and Development Institute..
    8. Simplice A. Asongu & Joseph Nnanna, 2020. "Governance and the Capital Flight Trap in Africa," Working Papers of the African Governance and Development Institute. 20/024, African Governance and Development Institute..
    9. Simplice A. Asongu & Sara le Roux & Jacinta Nwachukwu & Chris Pyke, 2018. "The Mobile Phone as an Argument for Good Governance in sub-Saharan Africa," Working Papers 2 4004, Office Of The Chief Economist, Development Bank of Nigeria.
    10. Simplice Asongu & Uchenna Efobi & Vanessa S. Tchamyou, 2016. "Globalization and Governance: A Critical Contribution to the Empirics," Working Papers of the African Governance and Development Institute. 16/017, African Governance and Development Institute..
    11. Nicholas Tay & Zhen Zhu, 2000. "Correlations in Returns and Volatilities in Pacific-Rim Stock Markets," Open Economies Review, Springer, vol. 11(1), pages 27-47, January.
    12. Simplice Asongu & Jacinta C Nwachukwu, 2015. "The incremental effect of education on corruption: evidence of synergy from lifelong learning," Economics Bulletin, AccessEcon, vol. 35(4), pages 2288-2308.
    13. McKenzie, C.R., 1997. "The properties of some two step estimators of ARMA Models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 451-456.
    14. Simplice A. Asongu, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," Research Africa Network Working Papers 15/010, Research Africa Network (RAN).
    15. Maiko Koga, 2005. "The Decline of Japan's Saving Rate and Demographic Effects," Bank of Japan Working Paper Series 05-E-10, Bank of Japan.
    16. Asongu Simplice & Jacinta C. Nwachukwu, 2015. "Foreign aid instability and bundled governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 15/058, African Governance and Development Institute..
    17. Zhou, Yanfei, 2003. "Precautionary saving and earnings uncertainty in Japan: A household-level analysis," Journal of the Japanese and International Economies, Elsevier, vol. 17(2), pages 192-212, June.
    18. Goto, Ujo & McKenzie, C.R., 2002. "Price collusion and deregulation in the Japanese retail gasoline market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 187-195.
    19. Simplice A. Asongu & Samba Diop, 2022. "Resource Rents and Economic Growth: Governance and Infrastructure Thresholds," Working Papers of the African Governance and Development Institute. 22/072, African Governance and Development Institute..
    20. Efobi, Uchenna & Asongu, Simplice & Okafor, Chinelo & Tchamyou, Vanessa & Tanankem, Belmondo, 2019. "Remittances, Finance and Industrialisation in Africa," MPRA Paper 93533, University Library of Munich, Germany.
    21. Simplice A. Asongu & Voxi H. S. Amavilah & Antonio R. Andres, 2019. "Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries," Working Papers of the African Governance and Development Institute. 19/004, African Governance and Development Institute..
    22. Mckensi, C.R. & Mcaleer, M. & Gill, L., 1990. "Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models," Papers 210, Australian National University - Department of Economics.
    23. Simplice A. Asongu & Samba Diop & Ekene ThankGod Emeka & Amarachi O. Ogbonna, 2024. "The role of governance and infrastructure in moderating the effect of resource rents on economic growth," Working Papers 24/027, European Xtramile Centre of African Studies (EXCAS).
    24. Leah Platt Boustan & Price V. Fishback & Shawn E. Kantor, 2007. "The Effect of Internal Migration on Local Labor Markets: American Cities During the Great Depression," NBER Working Papers 13276, National Bureau of Economic Research, Inc.
    25. Simplice A. Asongu & Joseph Nnanna, 2019. "Foreign aid, instability and governance in Africa," Research Africa Network Working Papers 19/022, Research Africa Network (RAN).
    26. Asongu, Simplice & Uduji, Joseph & Okolo-Obasi, Elda, 2019. "Foreign aid volatility and lifelong learning," MPRA Paper 102032, University Library of Munich, Germany.
    27. Michael McAleer & Marcelo Medeiros, 2008. "Realized Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 10-45.
    28. Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2019. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Empirical Economics, Springer, vol. 56(3), pages 883-933, March.
    29. Galindo, Arturo J. & Maloney, William F., 2002. "Second moments in speculative attack models: panel evidence," Journal of International Economics, Elsevier, vol. 56(1), pages 97-129, January.
    30. Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," Research Africa Network Working Papers 15/001, Research Africa Network (RAN).
    31. Asongu, Simplice & Nwachukwu, Jacinta, 2016. "Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance," MPRA Paper 77309, University Library of Munich, Germany.
    32. Simplice Asongu & Jacinta Nwachukwu, 2017. "The Role of Openness in the Effect of ICT on Governance," Working Papers of the African Governance and Development Institute. 17/050, African Governance and Development Institute..
    33. Pieter Serneels, 2004. "The Nature of Unemployment in Urban Ethiopia," Development and Comp Systems 0409042, University Library of Munich, Germany.
    34. Chia-Lin Chang & Michael McAleer, 2019. "Modeling Latent Carbon Emission Prices for Japan: Theory and Practice," Energies, MDPI, vol. 12(21), pages 1-21, November.
    35. Divino, J.A. & McAleer, M.J., 2008. "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Research Papers EI 2008-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    36. Asongu, Simplice & Tchamyou, Vanessa, 2015. "Foreign aid, education and lifelong learning in Africa," MPRA Paper 70240, University Library of Munich, Germany.
    37. Simplice A. Asongu, 2015. "Conditional Determinants of Mobile Phones Penetration and Mobile Banking in Sub-Saharan Africa," Research Africa Network Working Papers 15/043, Research Africa Network (RAN).
    38. Gregory N. Price, 2022. "Incarceration risk, asset pricing, and black‐white wealth inequality," Social Science Quarterly, Southwestern Social Science Association, vol. 103(5), pages 1306-1319, September.
    39. Asongu, Simplice & Tchamyou, Vanessa, 2015. "The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency," MPRA Paper 71173, University Library of Munich, Germany.
    40. McKenzie, C.R. & Kapuscinski, C.A., 1997. "Estimation in a linear model with serially correlated errors when observations are missing," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 1-9.
    41. Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non‐ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.
    42. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers 03-09, The University of Western Australia, Department of Economics.
    43. Smith, Jeremy & McAleer, Michael, 1995. "The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 343-346.
    44. G. C. Lim & C. R. McKenzie, 1998. "Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 181-190.

  25. McKenzie, C.R. & Kapuscinski, C.A., 1997. "Estimation in a linear model with serially correlated errors when observations are missing," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 1-9.

    Cited by:

    1. Deepa Dhume Datta & Wenxin Du, 2012. "Nonparametric HAC estimation for time series data with missing observations," International Finance Discussion Papers 1060, Board of Governors of the Federal Reserve System (U.S.).

  26. McAleer, Michael & McKenzie, Colin, 1996. "The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995," Journal of Economic Surveys, Wiley Blackwell, vol. 10(1), pages 105-114, March.

    Cited by:

    1. Breitung, Jorg & Gourieroux, Christian, 1997. "Rank tests for unit roots," Journal of Econometrics, Elsevier, vol. 81(1), pages 7-27, November.

  27. Jarque, C.M. & McKenzie, C.R., 1995. "Testing for multivariate normality in simultaneous equations models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 323-328.

    Cited by:

    1. Urzúa, Carlos M., 1996. "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers 200304, Tecnológico de Monterrey, Campus Ciudad de México.

  28. C. R. McKenzie & Michael McAleer, 1994. "On The Effects Of Misspecification Errors In Models With Generated Regressors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 441-455, November.

    Cited by:

    1. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
    2. Eric J. Solberg, 2005. "The Gender Pay Gap by Occupation: A Test of the Crowding Hypothesis," Contemporary Economic Policy, Western Economic Association International, vol. 23(1), pages 129-148, January.
    3. Aysun, Uluc & Guldi, Melanie, 2011. "Exchange rate exposure: A nonparametric approach," Emerging Markets Review, Elsevier, vol. 12(4), pages 321-337.
    4. Chia-Lin Chang & Michael McAleer, 2019. "Modeling Latent Carbon Emission Prices for Japan: Theory and Practice," Energies, MDPI, vol. 12(21), pages 1-21, November.
    5. Eric Solberg, 2004. "Occupational assignment, hiring discrimination, and the gender pay gap," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 32(1), pages 11-27, March.
    6. Gonzalez-Rivera, Gloria, 1998. "Dynamic asset pricing and statistical properties of risk," Journal of Economics and Business, Elsevier, vol. 50(5), pages 461-470, September.
    7. Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non‐ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.

  29. McKenzie, C. R., 1992. "Money demand in an open economy," Journal of the Japanese and International Economies, Elsevier, vol. 6(2), pages 176-198, June.

    Cited by:

    1. Oludele E. Folarin & Simplice Asongu, 2017. "Financial liberalization and long-run stability of money demand in Nigeria," Working Papers of the African Governance and Development Institute. 17/018, African Governance and Development Institute..
    2. Sekine, Toshitaka, 1998. "Financial Liberalization, the Wealth Effect, and the Demand for Broad Money in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 35-55, May.
    3. Abdur Chowdhury, 1995. "The demand for money in a small open economy: The case of Switzerland," Open Economies Review, Springer, vol. 6(2), pages 131-144, April.
    4. Chinna Kannapiran, 2001. "Stability of Money Demand and Monetary Policy in Papua New Guinea (PNG): An Error Correction Model Analysis," International Economic Journal, Taylor & Francis Journals, vol. 15(3), pages 73-84.
    5. Chen, Yi-Ting, 2006. "Non-nested tests for competing U.S. narrow money demand functions," Economic Modelling, Elsevier, vol. 23(2), pages 339-363, March.

  30. McAleer, Michael & McKenzie, C. R., 1992. "Recursive estimation and generated regressors," Economics Letters, Elsevier, vol. 39(1), pages 1-5, May.

    Cited by:

    1. Chia-Lin Chang & Michael McAleer, 2019. "Modeling Latent Carbon Emission Prices for Japan: Theory and Practice," Energies, MDPI, vol. 12(21), pages 1-21, November.
    2. Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non‐ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 651-701, December.

  31. McAleer, Michael & McKenzie, C R, 1991. "Keynesian and New Classical Models of Unemployment Revisited," Economic Journal, Royal Economic Society, vol. 101(406), pages 359-381, May.
    See citations under working paper version above.
  32. Michael McAleer & C. R. McKenzie & A. D. Hall, 1988. "Testing Separate Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(2), pages 169-189, March.

    Cited by:

    1. Mckensi, C.R. & Mcaleer, M. & Gill, L., 1990. "Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models," Papers 210, Australian National University - Department of Economics.
    2. C. R. McKenzie & Michael McAleer, 2001. "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency," ISER Discussion Paper 0537, Institute of Social and Economic Research, Osaka University.
    3. Franses, P. H., 1990. "Testing For White Noise In Time Series Models," Econometric Institute Archives 272394, Erasmus University Rotterdam.
    4. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    5. Silvapulle, Paramsothy & King, Maxwell L., 1993. "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 58(3), pages 295-314, August.
    6. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    7. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    8. G. C. Lim & C. R. McKenzie, 1998. "Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations," Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 181-190.

  33. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.

    Cited by:

    1. Oczkowski, Edward A., 1993. "A Hedonic Price Function for Australian Premium Table Wine," 1993 Conference (37th), February 9-11, 1993, Sydney, Australia 147769, Australian Agricultural and Resource Economics Society.
    2. George Kapetanios & Melvyn Weeks, 2003. "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers 490, Queen Mary University of London, School of Economics and Finance.
    3. T. Randolph Beard & George Ford, 2005. "Are Unbundled and Self-supplied Telecommunications Switching Substitutes? An Empirical Study," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 12(2), pages 163-181.
    4. Gravelle, Hugh & Wildman, John & Sutton, Matthew, 2002. "Income, income inequality and health: what can we learn from aggregate data?," Social Science & Medicine, Elsevier, vol. 54(4), pages 577-589, February.
    5. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    6. James G. MacKinnon & Russell Davidson, 1999. "Artificial Regressions," Working Paper 978, Economics Department, Queen's University.
    7. Reis, Hugo J. & Santos Silva, J.M.C., 2006. "Hedonic prices indexes for new passenger cars in Portugal (1997-2001)," Economic Modelling, Elsevier, vol. 23(6), pages 890-908, December.
    8. Chen, Victor Zitian & Li, Jing & Shapiro, Daniel M., 2012. "International reverse spillover effects on parent firms: Evidences from emerging-market MNEs in developed markets," European Management Journal, Elsevier, vol. 30(3), pages 204-218.
    9. Masaru Chiba, 2023. "Robust and efficient specification tests in Markov-switching autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 99-137, April.
    10. Barten, Anton P. & McAleer, Michael, 1997. "Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 27-45, mars-juin.
    11. Zhou, Yanfei, 2003. "Precautionary saving and earnings uncertainty in Japan: A household-level analysis," Journal of the Japanese and International Economies, Elsevier, vol. 17(2), pages 192-212, June.
    12. Alfons Oude Lansink & Geert Thijssen, 1998. "Testing among functional forms: an extension of the Generalized Box-Cox formulation," Applied Economics, Taylor & Francis Journals, vol. 30(8), pages 1001-1010.
    13. Lim, Christine, 1997. "The functional specification of international tourism demand models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 535-543.
    14. Asli Demirgüč-Kunt, 1991. "On the valuation of deposit institutions," Working Papers (Old Series) 9104, Federal Reserve Bank of Cleveland.
    15. Barten, A.P. & McAleer, M., 1991. "Comparing the Empirical Performance of Alternative Demand Systems," Papers 9102, Tilburg - Center for Economic Research.
    16. Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
    17. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
    18. Bierens, H.J. & Broersma, L., 1990. "The relation between unemployment and interest rate : some empirical evidence," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    19. Oczkowski, Edward, 2021. "Estimating supply functions for wine attributes: a two-stage hedonic approach," Working Papers 321856, American Association of Wine Economists.
    20. Kenneth Stewart & Kenneth Stewart, 2000. "GNR, MGR, and exact misspeclfication testing," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 233-240.
    21. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    22. Hayat, Zafar & Balli, Faruk & Rehman, Muhammad, 2017. "The relevance and relative robustness of sources of inflation bias in Pakistan," Economic Modelling, Elsevier, vol. 63(C), pages 283-303.
    23. Marzio Galeotti & Alessandro Lanza, 2000. "Desperately Seeking Environmental Kuznets," Development Working Papers 137, Centro Studi Luca d'Agliano, University of Milano.
    24. Beard, T. Randolph & Ford, George S. & Koutsky, Thomas M., 2005. "Mandated access and the make-or-buy decision: the case of local telecommunications competition," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 28-47, February.
    25. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
    26. Ford, George S., 2007. "Does a municipal electric's supply of communications crowd out private communications investment? An empirical study," Energy Economics, Elsevier, vol. 29(3), pages 467-478, May.
    27. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
    28. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    29. Baltagi, Badi H., 1997. "Testing linear and loglinear error components regressions against Box-Cox alternatives," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 63-68, April.
    30. Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael, 2008. "Is Greater China a currency union?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 319-327.
    31. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
    32. Adane, Tuffa Debela, 2009. "Impact of Perennial Cash Cropping On Food Crop Production and Productivity," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 18(1), pages 116-116, December.
    33. Alan Shiell & Catherine Pettipher & Norma Raynes & Ken Wright, 1993. "A cost function analysis of residential services for adults with a learning disability," Health Economics, John Wiley & Sons, Ltd., vol. 2(3), pages 247-256, October.
    34. James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.
    35. Les Godfrey & Chris Orme, "undated". "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
    36. Sharma, Kishor & Oczkowski, Edward & Jayasuriya, Sisira, 2001. "Liberalization, export incentives, and trade intensity: new evidence from Nepalese manufacturing industries," Journal of Asian Economics, Elsevier, vol. 12(1), pages 123-135.
    37. Matthew Sutton & Christine Godfrey, 1995. "A grouped data regression approach to estimating economic and social influences on individual drinking behaviour," Health Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 237-247, May.
    38. Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June.

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