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Details about Colin Ross McKenzie

Workplace:Faculty of Economics, Keio University, (more information at EDIRC)

Access statistics for papers by Colin Ross McKenzie.

Last updated 2018-12-10. Update your information in the RePEc Author Service.

Short-id: pmc148


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Working Papers

2016

  1. Use It Too Much and Lose It? The Effect of Working Hours on Cognitive Ability
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (2)

2014

  1. Occupation, Retirement and Cognitive Functioning
    Discussion Papers, Meisei University, School of Economics View citations (6)

2012

  1. LM Tests for Random Effects
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads

2010

  1. Does Taxation Affect Marriage and Family Planning Decisions?
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program Downloads

2006

  1. Australia's Deflation in the 1890s
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (1)

2004

  1. The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads
    See also Journal Article in Journal of Banking & Finance (2006)

2001

  1. Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads

1993

  1. Cointegration and Direct Tests of the Rational Expectations Hypothesis
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (7)

1990

  1. KEYNESIAN AND NEW CLASSICAL MODELS OF UNEMPLOYMENT REVISITED
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads

    See also Journal Article in Economic Journal (1991)

1989

  1. WHEN ARE TWO STEP ESTIMATORS EFFICIENT?
    Working Papers, Australian National University - Department of Economics View citations (29)

Journal Articles

2018

  1. Did Abenomics Succeed?: Editors' Overview
    Asian Economic Policy Review, 2018, 13, (1), 1-22 Downloads

2017

  1. China's Financial Transformation: Editors' Overview
    Asian Economic Policy Review, 2017, 12, (2), 167-187 Downloads
  2. Labor, Health and Education in Asia-Analysis of Micro Data: Editors' Overview
    Asian Economic Policy Review, 2017, 12, (1), 1-17 Downloads

2015

  1. An LM test based on generalized residuals for random effects in a nonlinear model
    Economics Letters, 2015, 127, (C), 47-50 Downloads View citations (2)
  2. Innovation in East Asia: Editors' Overview
    Asian Economic Policy Review, 2015, 10, (1), 1-18 Downloads
  3. Social Security in Ageing Asia: Editors' Overview
    Asian Economic Policy Review, 2015, 10, (2), 179-198 Downloads

2014

  1. China's Impact on the Rest of the World: Editors’ Overview
    Asian Economic Policy Review, 2014, 9, (2), 163-179 Downloads
  2. Japan's Persistent Deflation and Monetary Policy: Editors' Overview
    Asian Economic Policy Review, 2014, 9, (1), 1-19 Downloads
  3. Main bank relationships and underwriter choice
    Applied Financial Economics, 2014, 24, (6), 413-423 Downloads View citations (1)

2013

  1. Association of Southeast Asian Nations' New Frontiers: Editors' Overview
    Asian Economic Policy Review, 2013, 8, (1), 1-24 Downloads
  2. Japan at the Crosswords: Editors' Overview
    Asian Economic Policy Review, 2013, 8, (2), 169-192 Downloads
  3. Microfit 5.0
    Journal of Applied Econometrics, 2013, 28, (1), 170-175
  4. The matching of lead underwriters and issuing firms in the Japanese corporate bond market
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 86-97 Downloads View citations (7)

2012

  1. EViews 7.2
    Journal of Applied Econometrics, 2012, 27, (7), 1205-1210
  2. Fiscal Policy and Sovereign Debt: Editors' Overview
    Asian Economic Policy Review, 2012, 7, (2), 135-156 Downloads
  3. Korea in Transition: Editors' Overview
    Asian Economic Policy Review, 2012, 7, (1), 1-19 Downloads

2011

  1. ASEAN Economy: Diversity, Disparities, and Dynamics: Editors' Overview
    Asian Economic Policy Review, 2011, 6, (1), 1-21
  2. Deregulation and strategic complements: Japanese gasoline market
    Applied Economics, 2011, 43, (17), 2185-2192 Downloads
  3. Developments in Asian Finance: Editors' Overview
    Asian Economic Policy Review, 2011, 6, (2), 157-175 Downloads
  4. Social security and divorce in Japan
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1507-1517 Downloads

2010

  1. Asia Reshaping the Global Economic Order: Editors' Overview
    Asian Economic Policy Review, 2010, 5, (2), 135-156
  2. The Environment and Climate Change: Editors' Overview
    Asian Economic Policy Review, 2010, 5, (1), 1-18 Downloads View citations (2)

2009

  1. Editors’ Overview
    Asian Economic Policy Review, 2009, 4, (1), 1-18 Downloads View citations (1)
    Also in Asian Economic Policy Review, 2007, 2, (2), 169-185 (2007) Downloads
    Asian Economic Policy Review, 2006, 1, (1), 1-14 (2006) Downloads
    Asian Economic Policy Review, 2008, 3, (2), 163-179 (2008) Downloads
    Asian Economic Policy Review, 2007, 2, (1), 1-15 (2007) Downloads
    Asian Economic Policy Review, 2008, 3, (1), 1-18 (2008) Downloads
    Asian Economic Policy Review, 2006, 1, (2), 201-214 (2006) Downloads
  2. The United States and East Asia: Editors' Overview
    Asian Economic Policy Review, 2009, 4, (2), 163-180 Downloads
  3. The impact of divorce precedents on the Japanese divorce rate
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2917-2926 Downloads View citations (1)

2008

  1. Underwriter reputation and switching
    Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 215-222 Downloads View citations (3)

2007

  1. EViews 5.1
    Journal of Applied Econometrics, 2007, 22, (6), 1145-1152 Downloads View citations (1)

2006

  1. The impact of bank entry in the Japanese corporate bond underwriting market
    Journal of Banking & Finance, 2006, 30, (1), 59-83 Downloads View citations (17)
    See also Working Paper (2004)

2005

  1. Deregulation of bank underwriting activities: impacts in the Euro–yen and Japanese corporate bond markets
    Mathematics and Computers in Simulation (MATCOM), 2005, 68, (5), 526-535 Downloads

2004

  1. The accumulation of human capital and the sectoral shifts hypothesis for different age groups
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (3), 459-465 Downloads View citations (2)

2003

  1. 2002: A LIMDEP odyssey
    Journal of Applied Econometrics, 2003, 18, (2), 241-247 Downloads

2002

  1. Final Fantasy: The Third TCER/CIRJE Macro Conference, Osaka, September 2001
    Journal of Economic Surveys, 2002, 16, (2), 219-25 Downloads
  2. Price collusion and deregulation in the Japanese retail gasoline market
    Mathematics and Computers in Simulation (MATCOM), 2002, 59, (1), 187-195 Downloads View citations (1)
  3. The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999
    Journal of Economic Surveys, 2002, 16, (1), 111-21 Downloads View citations (2)

2000

  1. Software Reviews
    Economic Journal, 2000, 110, (464), F455-61 Downloads

1999

  1. 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, August 1997, and the International Congress on Modelling and Simulation MODSIM97, University of Tasmania, December 1997.1
    Mathematics and Computers in Simulation (MATCOM), 1999, 48, (4), 457-468 Downloads
  2. Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models
    The Japanese Economic Review, 1999, 50, (3), 239-252 Downloads View citations (3)

1998

  1. Book Review: Time Series and Dynamic Models, Christian Gourieroux and Alain Monfort, Cambridge University Press, Cambridge, 1997
    Journal of Applied Econometrics, 1998, 13, (6), 681-684
  2. Japanese Firms, Finance and Markets
    Journal of the Japanese and International Economies, 1998, 12, (2), 167-170 Downloads
  3. L'invasion des smurf: Econometric Society European Meeting ESEM97--Toulouse
    Journal of Economic Surveys, 1998, 12, (2), 233-38 Downloads
  4. Microfit 4.0
    Journal of Applied Econometrics, 1998, 13, (1), 77-89 View citations (1)
  5. Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations
    Applied Financial Economics, 1998, 8, (2), 181-190 Downloads View citations (3)
  6. The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997
    Journal of Economic Surveys, 1998, 12, (4), 399-415 Downloads View citations (3)
  7. The Winter of My Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia
    Journal of Economic Surveys, 1998, 12, (1), 111-24 Downloads

1997

  1. Estimation in a linear model with serially correlated errors when observations are missing
    Mathematics and Computers in Simulation (MATCOM), 1997, 44, (1), 1-9 Downloads View citations (1)
  2. On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach
    The Japanese Economic Review, 1997, 48, (4), 368-389 Downloads View citations (63)
  3. The properties of some two step estimators of ARMA Models
    Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 451-456 Downloads
  4. Unit Roots and Cointegration Analysis: The Impact on Empirical Analysis in Economics
    The Japanese Economic Review, 1997, 48, (1), 18-28 Downloads View citations (4)

1996

  1. The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995
    Journal of Economic Surveys, 1996, 10, (1), 105-14 View citations (1)

1995

  1. Testing for multivariate normality in simultaneous equations models
    Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 323-328 Downloads View citations (1)

1994

  1. ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS
    Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 441-455 Downloads View citations (4)
    Also in Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 441-55 (1994) View citations (5)
  2. The Japanese Economy, Takatoshi Ito, MIT Press, Cambridge MA 1992, 445 + xvi pp., $39.95; Contemporary Japanese Economy and Economic Policy, Heizo Takenaka, University of Michigan Press, Ann Arbor MI 1991, 208 + viii pp., $14.95
    Journal of the Japanese and International Economies, 1994, 8, (1), 106-109 Downloads

1993

  1. Microsoft 3.0: A Review
    Journal of Applied Econometrics, 1993, 8, (4), 413-19 Downloads

1992

  1. Money demand in an open economy
    Journal of the Japanese and International Economies, 1992, 6, (2), 176-198 Downloads View citations (4)
  2. Recursive estimation and generated regressors
    Economics Letters, 1992, 39, (1), 1-5 Downloads

1991

  1. Keynesian and New Classical Models of Unemployment Revisited
    Economic Journal, 1991, 101, (406), 359-81 Downloads View citations (9)
    See also Working Paper (1990)

1988

  1. Rational Expectations in Financial Markets and the Murphy Model: Comment
    Australian Economic Papers, 1988, 27, 89-91
  2. TESTING SEPARATE TIME SERIES MODELS
    Journal of Time Series Analysis, 1988, 9, (2), 169-189 Downloads View citations (5)
  3. Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models
    The Review of Economics and Statistics, 1988, 70, (3), 492-503 Downloads View citations (38)

1982

  1. Finite Sample Prediction from Arima Processes
    Journal of the Royal Statistical Society Series C, 1982, 31, (2), 180-187 Downloads

Editor

  1. Asian Economic Policy Review
    Japan Center for Economic Research
 
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