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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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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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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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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua - In: Econometric theory 20 (2004) 3, pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter; Jansson, Michael; Nielsen, … - In: Journal of econometrics 184 (2015) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
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Efficiency of microfinance institutions in Sri Lanka : a two-stage double bootstrap DEA approach
Wijesiri, Mahinda; Viganò, Laura; Meoli, Michele - In: Economic modelling 47 (2015), pp. 74-83
Persistent link: https://www.econbiz.de/10011438882
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Adding regressors to obtain efficiency
Jun, Sung Jae; Pinkse, Joris - In: Econometric theory 25 (2009) 1, pp. 298-301
Persistent link: https://www.econbiz.de/10003816237
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The relationship between economic growth and real uncertainty in the G3
Fountas, Stilianos; Karanasos, Menelaos - In: Economic modelling 23 (2006) 4, pp. 638-647
Persistent link: https://www.econbiz.de/10003353913
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973