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Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations

Lim, G. C.; McKenzie, C. R. - In: Applied Financial Economics 8 (1998) 2, pp. 181-190

This paper is concerned with testing the rationality of exchange rate expectations in the Australian foreign exchange market when there are missing observations in the survey data on expectations due to National or other holidays. The survey data analysed contains weekly observations on 1-week...

Persistent link: https://www.econbiz.de/10009206919

The Martin Report

Lim, G. C. - In: The Australian economic review (1984) 2, pp. 26-34

Persistent link: https://www.econbiz.de/10002244192

A portfolio model estimator

Lim, G. C. - In: Economics letters 8 (1981) 3, pp. 247-253

Persistent link: https://www.econbiz.de/10002244198

The money supply in Australia : prospects for 1984-85

Lim, G. C. - In: The Australian economic review (1984), pp. 18-22

Persistent link: https://www.econbiz.de/10002246326

Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models

McKenzie, Colin R.; McAleer, Michael; Gill, Len - In: The Japanese Economic Review 50 (1999) 3, pp. 239-252

Persistent link: https://www.econbiz.de/10010712739

Deregulation and strategic complements: Japanese gasoline market

Goto, Ujo; McKenzie, Colin R. - In: Applied economics 43 (2011) 17, pp. 2185-2193

Persistent link: https://www.econbiz.de/10009266210

Articles: - Simple Procedures for Testing Autoregressive versus Moving Average Errors in Regression Models

McKenzie, Colin R.; McAleer, Michael; Gill, Len - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 239-252

Persistent link: https://www.econbiz.de/10007682069

On Efficient Estimation and Correct Inference in Models with Generated Regressors: A General Approach

McKenzie, Colin R.; McAleer, Michael - In: The Japanese economic review : the journal of the … 48 (1997) 4, pp. 368-389

Persistent link: https://www.econbiz.de/10007697414

Testing for multivariate normality in simultaneous equations models

Jarque, Carlos M.; McKenzie, Colin R. - 1983

Persistent link: https://www.econbiz.de/10003075283

Money demand in an open economy

McKenzie, C. R. - In: Journal of the Japanese and International Economies 6 (1992) 2, pp. 176-198

Persistent link: https://www.econbiz.de/10005502336

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