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A stochastic variance frontier model of volatility of stock market returns
Sengupta, Jati K. - In: Journal of quantitative economics : official journal of … 11 (1995) 2, pp. 13-31
Persistent link: https://www.econbiz.de/10001208326
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Linearized limited information estimation of nonlinear simultaneous equations systems
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 6 (1990) 2, pp. 289-309
Persistent link: https://www.econbiz.de/10001100166
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Risk sensitive optimal control in DEA models
Sengupta, Jati K. - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10001177294
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Testing for the regression coefficient stability
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 13 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001237603
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On the estimation of price and structural efficiency in Farrell's model
Sengupta, Jati K. - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 369-382
Persistent link: https://www.econbiz.de/10001144145
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Additivity and separability of the Lagrange multiplier, likehood ratio and Wald tests
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 3 (1987) 1, pp. 53-63
Persistent link: https://www.econbiz.de/10001056563
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Estimation of Farrell efficiency with multiple outputs
Sengupta, Jati K. - In: Journal of quantitative economics : official journal of … 6 (1990) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001089088
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A game model of new and remanufactured goods, brown and green consumers, and market share dominance
Batabyal, Amitrajeet A.; Beladi, Hamid - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 345-354
Persistent link: https://www.econbiz.de/10011639918