Showing 1 - 4 of 4
This study employs a data envelopment analysis (DEA) model with a single constant input to analyze the competitiveness performance of a unique sample of 103 knowledge-intensive business service (KIBS) firms from Hungary, Spain, Colombia, and Costa Rica for the year 2017. Also, we assess how the...
Persistent link: https://www.econbiz.de/10012297864
This paper proposes a simple and improved nonparametric unit-root test. An asymptotic distribution of the proposed test is established. Finite sample comparisons with an existing nonparametric test are discussed. Some issues about possible extensions are outlined.
Persistent link: https://www.econbiz.de/10010860412
This paper investigates the empirical properties of autoregressive approximations to two classes of process for which the usual regularity conditions do not apply; namely the non-invertible and fractionally integrated processes considered in Poskitt (2006). In that paper the theoretical...
Persistent link: https://www.econbiz.de/10005087579
Autoregressive models are commonly employed to analyze empirical time series. In practice, however, any autoregressive model will only be an approximation to reality and in order to achieve a reasonable approximation and allow for full generality the order of the autoregression, h say, must be...
Persistent link: https://www.econbiz.de/10005087597