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A simplification of the Kopp-Diewert method of decomposing cost efficiency and some implications
Mensah, Yaw M. - In: Journal of econometrics 60 (1994) 1, pp. 133-144
Persistent link: https://www.econbiz.de/10001152379
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Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis - In: Economic modelling 137 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
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Parametric and semiparametric estimation in models with misclassified categorical dependent variables
Dustmann, Christian; Soest, Arthur van - 2000
immigrants in Germany. We find that a parametric model which explicitly allows for misclassification performs better than a …
Persistent link: https://www.econbiz.de/10011339082
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf - In: Journal of econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
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Estimation of Generalized Entropy and Atkinson inequality indices from complex survey data
Biewen, Martin (contributor); Jenkins, Stephen (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001750024
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Consistent estimation of the fixed effects ordered logit model
Baetschmann, Gregori; Staub, Kevin E.; Winkelmann, Rainer - 2011
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and studies the sampling properties of these estimators in a series of Monte Carlo simulations. There are two main findings. First, we show that some of the estimators used in the...
Persistent link: https://www.econbiz.de/10009125046
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Productivity change, capacity utilization, and the sources of efficiency growth
Hulten, Charles R. - In: Journal of econometrics 33 (1986) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10001036177