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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
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Corradi, Valentina
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2000
Persistent link: https://www.econbiz.de/10001542536
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
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Phillips, Garry D. A.
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1999
Persistent link: https://www.econbiz.de/10001398338
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Heteroscedasticity in stochastic frontier models : a Monte Carlo analysis
Guermat, Cherif
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Hadri, Kaddour
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1999
Persistent link: https://www.econbiz.de/10001398341
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Backpropagation neural network versus translog model in stochastic frontiers : a Monte Carlo comparison
Guermat, Cherif
;
Hadri, Kaddour
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1999
Persistent link: https://www.econbiz.de/10001398347
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