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Prewhitened unit root test
Maekawa, Koichi - In: Economics letters 45 (1994) 2, pp. 145-153
Persistent link: https://www.econbiz.de/10001163981
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Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model
Maekawa, Koichi - In: Economics letters 1 (1988), pp. 37-41
Persistent link: https://www.econbiz.de/10001042729
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The CUSUM of squares test for the stability of regression models with non-stationary regressors
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol - In: Economics letters 100 (2008) 2, pp. 234-237
Persistent link: https://www.econbiz.de/10008071340
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The CUSUM of squares test for the stability of regression models with non-stationary regressors
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol - In: Economics letters 100 (2008) 2, pp. 234-238
Persistent link: https://www.econbiz.de/10008883899
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On spurious Granger causality
He, Zonglu; Maekawa, Koichi - In: Economics letters 73 (2001) 3, pp. 307-314
Persistent link: https://www.econbiz.de/10006771427
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On spurious Granger causality
He, Zonglu; Maekawa, Koichi - In: Economics letters 73 (2001) 3, pp. 307-313
Persistent link: https://www.econbiz.de/10001635086
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The CUSUM of squares test for the stability of regression models with non-stationary regressors
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol - In: Economics letters 100 (2008) 2, pp. 234-237
Persistent link: https://www.econbiz.de/10003768237