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A robust version of the KPSS test based on indicators
Jong, Robert M. de; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of econometrics 137 (2007) 2, pp. 311-333
Persistent link: https://www.econbiz.de/10003441741
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Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Econometric reviews 33 (2014) 5/6, pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
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A post-truncation parameterization of truncated normal technical inefficiency
Amsler, Christine Elaine; Schmidt, Peter; Tsay, Wen-jen - In: Journal of productivity analysis 44 (2015) 2, pp. 209-220
Persistent link: https://www.econbiz.de/10011560649
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Estimation and inference in parametric deterministic frontier models
Amsler, Christine Elaine; Leonard, Michael; Schmidt, Peter - In: Journal of productivity analysis 40 (2013) 3, pp. 293-305
Persistent link: https://www.econbiz.de/10010411361
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Goodness of fit tests in stochastic frontier models
Wang, Wei Siang; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of productivity analysis 35 (2011) 2, pp. 95-118
Persistent link: https://www.econbiz.de/10009273106
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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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A survey of stochastic frontier models and likely future developments
Amsler, Christine Elaine; Lee, Young Hoon; Schmidt, Peter - In: Seoul journal of economics 22 (2009) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10003843710
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A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of econometrics 187 (2015) 1, pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
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Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics
Alvarez, Antonio M.; Amsler, Christine Elaine; Orea, Luis; … - In: Journal of productivity analysis 25 (2006) 3, pp. 201-212
Persistent link: https://www.econbiz.de/10003349684
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A Monte Carlo investigation of the accuracy of multivariate CAPM tests
Amsler, Christine Elaine - In: Journal of financial economics 14 (1985) 3, pp. 359-375
Persistent link: https://www.econbiz.de/10001009728