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Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.; Simar, Léopold; Van … - In: Econometric reviews 43 (2024) 7, pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
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Some theoretical and simulation results on the frequency domain causality test
Yamada, Hiroshi; Yanfeng, Wei - In: Econometric reviews 33 (2014) 8, pp. 936-947
Persistent link: https://www.econbiz.de/10010363871
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Moving average-based estimators of integrated variance
Hansen, Peter Reinhard; Large, Jeremy; Lunde, Asger - In: Econometric reviews 27 (2008) 1/3, pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
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Flexibility and regularity properties of the asymptotically ideal production model
Terrell, Dek - In: Econometric reviews 14 (1995) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001177159
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Large sample asymptotic properties of the double k-class estimators in linear regression models
Vinod, Hrishikesh D. - In: Econometric reviews 14 (1995) 1, pp. 75-100
Persistent link: https://www.econbiz.de/10001177164
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Detecting parameter shift in GARCH models
Chu, Chia-shang James - In: Econometric reviews 14 (1995) 2, pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
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A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram - In: Econometric reviews 14 (1995) 2, pp. 213-227
Persistent link: https://www.econbiz.de/10001180042
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A differencing test
Franses, Philip Hans - In: Econometric reviews 14 (1995) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001180047
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The generalized fluctuation test : a unifying view
Kuan, Chung-ming - In: Econometric reviews 14 (1995) 2, pp. 135-161
Persistent link: https://www.econbiz.de/10001180050