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Disambiguation of "Ogaki, Masao"

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Robust estimation for structural spurious regressions and a Hausman-type cointegration test

, , and . Journal of Econometrics, 142 (1): 327--351 (January 2008)

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Masao Sekine

Masao Watanabe

Masao Tanaka

Mohamed Abdul-Jalil Ahmed Masaoud

Fidelis Taliwawa Masao

 

Other publications of authors with the same name

A cointegration approach to estimating preference parameters, and . Journal of Econometrics, 82 (1): 107-134 (1997)available at http://ideas.repec.org/a/eee/econom/v82y1997i1p107-134.html.Measuring Intertemporal Substitution: The Role of Durable Goods, and . Journal of Political Economy, 106 (5): 1078-1098 (1998)available at http://ideas.repec.org/a/ucp/jpolec/v106y1998i5p1078-1098.html.GMM: A USER GUIDE. Working Paper, 348. University of Rochester, (April 1993)Intertemporal substitution and durable goods: long-run data, and . Economics Letters, 61 (1): 85-90 (1998)available at http://ideas.repec.org/a/eee/ecolet/v61y1998i1p85-90.html.Robust estimation for structural spurious regressions and a Hausman-type cointegration test, , and . Journal of Econometrics, 142 (1): 327--351 (January 2008)A consistent test for the null of stationarity against the alternative of a unit root, and . Economics Letters, 39 (1): 7--11 (May 1992)Cotrending and the stationarity of the real interest rate, and . Economics Letters, 42 (2-3): 133--138 (1993)Decreasing Relative Risk Aversion and Tests of Risk Sharing, and . Econometrica, 69 (2): 515--526 (60 03 2001)doi: 10.1111/1468-0262.00201.Efficiency bound calculations for a time series model, with conditional heteroskedasticity, and . Economics Letters, 35 (2): 167--171 (February 1991)A chi-square test for a unit root, and . Economics Letters, 34 (1): 37--42 (September 1990)