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Professor, Faculty of Economics, Keio University

Professor McKenzie graduated from the Faculty of Economics at the Australian National University in 1980 and obtained a Ph.D. in economics and econometrics from the Australian National University in 1986.  Before coming to Keio, he taught at the Faculty of Economics and Osaka School of International Public Policy, both at Osaka University.  He specializes in applied economics.  Publications include: McAleer, M. and C.R. McKenzie, "When Are Two Step Estimators Efficient?", Econometric Reviews, 10(2), 235-252, 1991; McKenzie, C.R., "Money Demand in an Open Economy", Journal of the Japanese and International Economies, 6(2), 176-198, 1992; McAleer, M. and C.R. McKenzie, "Recursive Estimation and Generated Regressors", Economics Letters, 39(1), 1-5 1992; McKenzie, C.R. and M. McAleer, "On Efficient Estimation and Correct Inference in Models with Generated Regressors: A General Approach", Japanese Economic Review, 48(4), 368-389, 1997; Toda, H.Y. and C.R. McKenzie, "LM Tests for Unit Roots in the Presence of Missing Observations: Small Sample Evidence", Mathematics and Computers in Simulation, 48(4-6), 457-468, 1999; McKenzie, C.R. and M. McAleer, "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency", Communications in Statistics - Theory and Methods, 31(8), 1349-1371, 2002; Takaoka, S. and C.R. McKenzie, "The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market", Journal of Banking and Finance, 30(1), 59-83, 2006.

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