• 251 Citations
  • 8 h-Index
1986 …2020

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Article

Alternative forms and properties of the score test

Bera, A. K. & Mckenzie, C. R., 1986 Jan 1, In : Journal of Applied Statistics. 13, 1, p. 13-25 13 p.

Research output: Contribution to journalArticle

31 Citations (Scopus)

An event study of environmentally conscious shareholders in the Japanese power industry

Goto, U. & McKenzie, C. R., 2001 Sep 1, In : Environmental Modelling and Software. 16, 6, p. 517-524 8 p.

Research output: Contribution to journalArticle

An LM test based on generalized residuals for random effects in a nonlinear model

Greene, W. & McKenzie, C., 2015 Feb 1, In : Economics Letters. 127, p. 47-50 4 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Association of Southeast Asian Nations' new frontiers: Editors' overview

Ito, T., Iwata, K., Mckenzie, C. & Urata, S., 2013 Jun 1, In : Asian Economic Policy Review. 8, 1, p. 1-24 24 p.

Research output: Contribution to journalArticle

China's Impact on the Rest of the World: Editors' Overview

Ito, T., Iwata, K., Mckenzie, C., Noland, M. & Urata, S., 2014 Jul, In : Asian Economic Policy Review. 9, 2, p. 163-179 17 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Cointegration and direct tests of the rational expectations hypothesis

McKenzie, C. R., Pesaran, M. H. & McAleer, M., 1994 Jan 1, In : Econometric Reviews. 13, 2, p. 231-258 28 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)

Deregulation and strategic complements: Japanese gasoline market

Goto, U. & Mckenzie, C. R., 2011 Jul 1, In : Applied Economics. 43, 17, p. 2185-2192 8 p.

Research output: Contribution to journalArticle

Erratum

Bera, A. K. & Mckenzie, C. R., 1987 Jul 1, In : Journal of Statistical Computation and Simulation. 28, 1, p. 95-96 2 p.

Research output: Contribution to journalArticle

Estimation in a linear model with serially correlated errors when observations are missing

McKenzie, C. R. & Kapuscinski, C. A., 1997 May 1, In : Mathematics and Computers in Simulation. 44, 1, p. 1-9 9 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Final fantasy: The third TCER/CIRJE macro conference, Osaka, September 2001

McKenzie, C., 2002 Jan 1, In : Journal of Economic Surveys. 16, 2, p. 219-225 7 p.

Research output: Contribution to journalArticle

Fiscal policy and sovereign debt: Editors' overview

Ito, T., Iwata, K., Mckenzie, C. & Urata, S., 2012 Dec 1, In : Asian Economic Policy Review. 7, 2, p. 135-156 22 p.

Research output: Contribution to journalArticle

Japan at the crosswords: Editors' overview

Ito, T., Iwata, K., Mckenzie, C. & Urata, S., 2013 Dec 1, In : Asian Economic Policy Review. 8, 2, p. 169-192 24 p.

Research output: Contribution to journalArticle

LM tests for unit roots in the presence of missing observations: Small sample evidence

Toda, H. Y. & McKenzie, C. R., 1999 Jun, In : Mathematics and Computers in Simulation. 48, 4-6, p. 457-468 12 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Main bank relationships and underwriter choice

Takaoka, S. & McKenzie, C. R., 2014 Mar, In : Applied Financial Economics. 24, 6, p. 413-423 11 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Microfit 5.0

McKenzie, C. R. & Takaoka, S., 2013 Jan 1, In : Journal of Applied Econometrics. 28, 1, p. 170-175 6 p.

Research output: Contribution to journalArticle

Money demand in an open economy

McKenzie, C. R., 1992 Jun, In : Journal of The Japanese and International Economies. 6, 2, p. 176-198 23 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)

Occupation, retirement and cognitive functioning

Kajitani, S., Sakata, K. & McKenzie, C., 2017 Sep 1, In : Ageing and Society. 37, 8, p. 1568-1596 29 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

On efficient estimation and correct inference in models with generated regressors: A general approach

McKenzie, C. R. & McAleer, M., 1997 Jan 1, In : Japanese Economic Review. 48, 4, p. 368-389 22 p.

Research output: Contribution to journalArticle

34 Citations (Scopus)

ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS

Mckenzie, C. R. & McAleer, M., 1994, In : Oxford Bulletin of Economics and Statistics. 56, 4, p. 441-455 15 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

RATIONAL EXPECTATIONS IN FINANCIAL MARKETS AND THE MURPHY MODEL: COMMENT

Mckenzie, C. R., 1988, In : Australian Economic Papers. 27, p. 89-91 3 p.

Research output: Contribution to journalArticle

Recursive estimation and generated regressors

McAleer, M. & McKenzie, C. R., 1992 May, In : Economics Letters. 39, 1, p. 1-5 5 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Simple procedures for testing autoregressive versus moving average errors in regression models

Mckenzie, C. R., Mcaleer, M. & Gill, L., 1999 Sep, In : Japanese Economic Review. 50, 3, p. 239-252 14 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Social security and divorce in Japan

Sakata, K. & McKenzie, C. R., 2011 Mar 1, In : Mathematics and Computers in Simulation. 81, 7, p. 1507-1517 11 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Social Security in Ageing Asia: Editors' Overview

Ito, T., Iwata, K., Mckenzie, C. R. & Urata, S., 2015 Jul 1, In : Asian Economic Policy Review. 10, 2, p. 179-198 20 p.

Research output: Contribution to journalArticle

Testing for multivariate normality in simultaneous equations models

Jarque, C. M. & McKenzie, C. R., 1995 Nov 24, In : Mathematics and Computers in Simulation. 39, 3-4, p. 323-328 6 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

TESTING SEPARATE TIME SERIES MODELS

McAleer, M., Mckenzie, C. R. & Hall, A. D., 1988, In : Journal of Time Series Analysis. 9, 2, p. 169-189 21 p.

Research output: Contribution to journalArticle

15 Citations (Scopus)
4 Citations (Scopus)

Tests for Normality with Stable Alternatives

Bera, A. K. & McKenzie, C. R., 1986 Aug 1, In : Journal of Statistical Computation and Simulation. 25, 1-2, p. 37-52 16 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)

The Economics of Sport in Asia: Editors' Overview

Ito, T., Iwata, K., Mckenzie, C. R., Noland, M. & Urata, S., 2016 Jan 1, In : Asian Economic Policy Review. 11, 1, p. 1-15 15 p.

Research output: Contribution to journalArticle

The Environment and Climate Change: Editors' Overview

Ito, T., Kojima, A., Mckenzie, C. & Urata, S., 2010 Jun 1, In : Asian Economic Policy Review. 5, 1, p. 1-18 18 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

The impact of bank entry in the Japanese corporate bond underwriting market

Takaoka, S. & McKenzie, C. R., 2006 Jan 1, In : Journal of Banking and Finance. 30, 1, p. 59-83 25 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)

The impact of divorce precedents on the Japanese divorce rate

Sakata, K. & McKenzie, C. R., 2009 May 1, In : Mathematics and Computers in Simulation. 79, 9, p. 2917-2926 10 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

The international congress on modelling and simulation: Hamilton, New Zealand, December 1999

McAleer, M. & McKenzie, C., 2002 Jan 1, In : Journal of Economic Surveys. 16, 1, p. 111-121 11 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

The matching of lead underwriters and issuing firms in the Japanese corporate bond market

Mckenzie, C. R. & Takaoka, S., 2013, In : Mathematics and Computers in Simulation. 93, p. 86-97 12 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

The properties of some two step estimators of ARMA Models

McKenzie, C. R., 1997 Mar 1, In : Mathematics and Computers in Simulation. 43, 3-6, p. 451-456 6 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Underwriter reputation and switching

McKenzie, C. R. & Takaoka, S., 2008 Jul 1, In : Mathematics and Computers in Simulation. 78, 2-3, p. 215-222 8 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Unit roots and cointegration analysis: The impact on empirical analysis in economics

McKenzie, C., 1997 Mar, In : Japanese Economic Review. 48, 1, p. 18-28 11 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

When are two step estimators efficient?

McAleer, M. & McKenzie, C. R., 1991 Jan 1, In : Econometric Reviews. 10, 2, p. 235-252 18 p.

Research output: Contribution to journalArticle

35 Citations (Scopus)