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subject:"India"
~person:"Asai, Manabu"
~person:"Battese, George Edward"
~subject:"1990"
~subject:"Efficiency"
~subject:"Japan"
~subject:"Productivity"
~subject:"Stochastischer Prozess"
~type:"article"
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India
1990
Efficiency
Japan
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Stochastischer Prozess
Estimation theory
9
Schätztheorie
9
Stochastic process
4
ARCH model
3
ARCH-Modell
3
Multivariate Analyse
3
Multivariate analysis
3
Time series analysis
3
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3
Production function
2
Produktionsfunktion
2
Technical efficiency
2
Technische Effizienz
2
Volatility
2
Volatilität
2
asymptotic normality
2
consistency
2
diagonal BEKK
2
multivariate GARCH
2
quasi-maximum likelihood estimation
2
rotated BEKK
2
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1975-1976
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Asai, Manabu
Battese, George Edward
Tsionas, Efthymios G.
17
Kamaiah, Bandi
10
Simar, Léopold
10
Kumbhakar, Subal
9
Tauchen, George Eugene
9
Todorov, Viktor
9
Parmeter, Christopher F.
8
Li, Jia
6
Phillips, Peter C. B.
6
Maheswaran, S.
5
McAleer, Michael
5
Moosa, Imad A.
5
Singh, Tarlok
5
Bhat, K. Sham
4
Bhatia, Dharam Pal
4
Fu, Michael
4
Griliches, Zvi
4
Heidergott, Bernd
4
Hurn, Stan
4
John, Joice
4
Kim, Donggyu
4
Lucas, André
4
Nachane, Dilip M.
4
Park, Joon Y.
4
Ruggiero, John
4
Sahadevan, K. G.
4
Sentana, Enrique
4
Suryanarayana, M. H.
4
Wang, Yazhen
4
Wilson, Paul W.
4
Zakoïan, Jean-Michel
4
Zelenyuk, Valentin
4
Zhang, Zhimin
4
Allen, David E.
3
Cai, Jun
3
Caporale, Guglielmo Maria
3
Chavas, Jean-Paul
3
Cui, Zhenyu
3
Dufour, Jean-Marie
3
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Financial engineering and the Japanese markets
1
Handbook of financial time series
1
Journal of empirical finance
1
Journal of productivity analysis
1
Journal of time series econometrics
1
The Australian journal of agricultural economics
1
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ECONIS (ZBW)
6
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1
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
2
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
3
Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
Saved in:
4
A stochastic frontier production function with flexible risk properties
Battese, George Edward
- In:
Journal of productivity analysis
8
(
1997
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10001227770
Saved in:
5
Identification of factors which influence the technical inefficiency of Indian farmers
Coelli, Tim
- In:
The Australian journal of agricultural economics
40
(
1996
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10001230671
Saved in:
6
The Japanese stock market and the macroeconomy : an empirical investigation
Asai, Manabu
- In:
Financial engineering and the Japanese markets
2
(
1995
)
3
,
pp. 259-267
Persistent link: https://www.econbiz.de/10001203352
Saved in:
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