On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach
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Bibliographic InfoPaper provided by Australian National University - Department of Economics in its series Papers with number 211.
Length: 23 pages
Date of creation: 1990
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Postal: THE AUSTRALIAN NATIONAL UNIVERSITY, DEPARTMENT OF ECONOMICS, RESEARCH SCHOOL of PACIFIC STUDIES, RESEARCH SCHOOL OF SOCIAL SCIENCES, G.P.O. 4, CANBERRA ACT 2601 AUSTRALIA..O. BOX 4 CANBERRA 2601 AUSTRALIA.
Web page: http://economics.anu.edu.au/economics.htm
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expectations ; econometrics ; economic models;
Other versions of this item:
- 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.
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- 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.
- 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.
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531 Publication status: F, Department of Economics PUC-Rio (Brazil).
- 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.
- 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.
- 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.
- Jose Angelo Divino & Michael McAleer, 2009.
"Modelling Sustainable International Tourism Demand to the Brazilian Amazon,"
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- Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0913, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- 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.
- Mckensi, C.R. & Mcaleer, M. & Gill, L., 1990.
"Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models,"
210, Australian National University - Department of Economics.
- 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, 09.
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