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1
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
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2
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim
;
Horowitz, Joel
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
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3
Binary choice models with discrete regressors : identification and misspecification
Komarova, Tatiana
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 14-33
Persistent link: https://www.econbiz.de/10010189882
Saved in:
4
Linear and nonlinear regression with stable errors
Nolan, John P.
;
Ojeda-Revah, Diana
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 186-194
Persistent link: https://www.econbiz.de/10009706210
Saved in:
5
Simple resampling methods for censored regression quantiles
Bilias, Yannis
;
Chen, Songnian
;
Ying, Zhiliang
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 373-386
Persistent link: https://www.econbiz.de/10001511984
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6
An interior point algorithm for nonlinear quantile regression
Koenker, Roger
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 265-283
Persistent link: https://www.econbiz.de/10001194733
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7
Measuring cost efficiency in banking : econometric and linear programming evidence
Ferrier, Gary Donald
- In:
Journal of econometrics
46
(
1990
)
1
,
pp. 229-245
Persistent link: https://www.econbiz.de/10001163569
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8
A Gamma-distributed stochastic frontier model
Greene, William H.
- In:
Journal of econometrics
46
(
1990
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10001163582
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9
Goodness-of-fit in optimizing models
Varian, Hal R.
- In:
Journal of econometrics
46
(
1990
)
1
,
pp. 125-140
Persistent link: https://www.econbiz.de/10001163583
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10
Transformations in stochastic DEA models
Sengupta, Jati K.
- In:
Journal of econometrics
46
(
1990
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10001163584
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