On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Australian National University - Department of Economics in its series Papers with number 211.
Length: 23 pages
Date of creation: 1990
Date of revision:
Contact details of provider:
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
More information through EDIRC
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.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Jose Angelo Divino & Michael McAleer, 2009.
"Modelling Sustainable International Tourism Demand to the Brazilian Amazon,"
CIRJE-F-650, CIRJE, Faculty of Economics, University of Tokyo.
- 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.
- Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos de Trabajo del ICAE 0913, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- 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.
- 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.
- 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.
- Pieter Serneels, 2004.
"The Nature of Unemployment in Urban Ethiopia,"
CSAE Working Paper Series
2004-01, Centre for the Study of African Economies, University of Oxford.
- 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.
- 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.
- 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.
- Michael McAleer & Marcelo Cunha Medeiros, 2006.
"Realized volatility: a review,"
Textos para discussÃ£o
531 Publication status: F, Department of Economics PUC-Rio (Brazil).
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.