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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
Srivastava, V.K.; Maekawa, Koichi - In: Journal of econometrics 66 (1995) 1-2, pp. 99-122
Persistent link: https://www.econbiz.de/10006798481
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Asymptotic Properties Of The Estimator Of The Long-Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors
He, Zonglu; Maekawa, Koichi; Mcaleer, Michael - In: The Japanese economic review : the journal of the … 54 (2003) 4, pp. 420-438
Persistent link: https://www.econbiz.de/10007653504
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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