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Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters
Kim, Kihwan - In: Economics letters 34 (1990) 4, pp. 345-350
Persistent link: https://www.econbiz.de/10001096915
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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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Modelling technical and allocative inefficiency in a translog production function
Kumbhakar, Subal - In: Economics letters 31 (1989) 2, pp. 119-123
Persistent link: https://www.econbiz.de/10001078167
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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
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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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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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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
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On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun - In: Economics letters 43 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
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Production risk, technical efficiency, and panel data
Kumbhakar, Subal - In: Economics letters 41 (1993) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001144015
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Some results on testing for stationarity using data detrended in differences
Schmidt, Peter - In: Economics letters 41 (1993) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001144028