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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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Nonparametric stochastic frontiers : a local maximum likelihood approach
Kumbhakar, Subal; Park, Byeong U.; Simar, Léopold; … - In: Journal of econometrics 137 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003425497
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Pitfalls in the estimation of a cost function that ignores allocative inefficiency : a Monte Carlo analysis
Kumbhakar, Subal; Wang, Hung-jen - In: Journal of econometrics 134 (2006) 2, pp. 317-340
Persistent link: https://www.econbiz.de/10003374316
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A zero inefficiency stochastic frontier model
Kumbhakar, Subal; Kumbhakar, Christopher F.; Tsionas, … - In: Journal of econometrics 172 (2013) 1, pp. 66-76
Persistent link: https://www.econbiz.de/10009702318
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A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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Measuring technical and allocative inefficiency in the translog cost system a Bayesian approach
Kumbhakar, Subal; Tsionas, Efthymios G. - In: Journal of econometrics 126 (2005) 2, pp. 355-384
Persistent link: https://www.econbiz.de/10002647833
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X. - In: Journal of econometrics 76 (1997) 1, pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
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Modelling allocative inefficiency in a translog cost function and cost share equations : an exact relationship
Kumbhakar, Subal - In: Journal of econometrics 76 (1997) 1, pp. 351-356
Persistent link: https://www.econbiz.de/10001211355
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10001617152