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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10000981126
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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000981183
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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A Monte Carlo analysis of technical inefficiency predictors
Kumbhakar, Subal; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984768
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Do long-memory models have long memory?
Eklund, Bruno - 1998
Persistent link: https://www.econbiz.de/10000984772
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Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.; Tzavalis, Elias - 1998
Persistent link: https://www.econbiz.de/10000992997
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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162
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Scale efficiency and scale elasticity in DEA-models : a bootstrapping approach
Löthgren, Mickael; Tambour, Magnus - 1996
Persistent link: https://www.econbiz.de/10000928606
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Alternative approaches to estimate returns to scale in DEA-models
Löthgren, Mickael; Tambour, Magnus - 1996
Persistent link: https://www.econbiz.de/10000928610