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The bias of elasticity estimators in linear regression : some analytic results
Chen, Qian; Giles, David E. A. - In: Economics letters 94 (2007) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10003417249
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A note on the size of the KPSS unit root test
Su, Jen-je; Amsler, Christine Elaine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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Spurious logarithms and the KPSS statistic
Jong, Robert M. de; Schmidt, Peter - In: Economics letters 76 (2002) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10001691952
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The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok; Schmidt, Peter - In: Economics letters 74 (2001) 1, pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
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Estimation of technical inefficiency in panel data models with firm- and time-specific effects
Kumbhakar, Subal - In: Economics letters 36 (1991) 1, pp. 43-48
Persistent link: https://www.econbiz.de/10001104847
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The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A. - In: Economics letters 36 (1991) 1, pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
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A modification of the Schmidt-Phillips unit root test
Schmidt, Peter - In: Economics letters 36 (1991) 3, pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
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Efficiency estimation using rotating panel data models
Kumbhakar, Subal - In: Economics letters 38 (1992) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10001122955
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Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A. - In: Economics letters 38 (1992) 2, pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
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The KPSS stationarity test as a unit root test
Shin, Yongcheol - In: Economics letters 38 (1992) 4, pp. 387-392
Persistent link: https://www.econbiz.de/10001125470