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Testing for structural change in the dynamic adjustment model with autoregressive errors
Tran, Kien C. - In: Empirical Economics 24 (1999) 1, pp. 61-76
The dynamic CUSUM test for structural change proposed by KrÄmer, Ploberger and Alt (1988) is investigated when the errors are serially correlated in a linear dynamic model. We show that the dynamic CUSUM test can be modified to allow for serial correlation in the disturbance using the same...
Persistent link: https://www.econbiz.de/10005613064
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Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.; Tsionas, Efthymios G. - 2023
Persistent link: https://www.econbiz.de/10014382631
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Persistent and transient inefficiency in a spatial autoregressive panel stochastic frontier model
Lai, Hung-pin; Tran, Kien C. - In: Journal of productivity analysis : an official journal … 58 (2022) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10013453671