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Efficient semiparametric estimation in a class of single-index models
Bonneu, M.; Delecroix, Michel; Hristache, Marian - 1994
Persistent link: https://www.econbiz.de/10000895477
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A generalized Theil-Tornqvist index for multilateral comparisons
Prasada Rao, D. S.; Selvanathan, Eliyathamby Antony - 1990
Persistent link: https://www.econbiz.de/10000830434
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Optimal smoothing in single index models
Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko - 1991
Persistent link: https://www.econbiz.de/10000818197
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A reconsideration of the new stochastic approach to index numbers
Crompton, Paul L. - 1996
Persistent link: https://www.econbiz.de/10000960435
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Using "shares" vs. "Log of shares" in fixed-effect estimations
Gerdes, Christer - 2010
estimates that, spuriously, are statistically significant more often than they should. -- consistency ; Törnqvist index …
Persistent link: https://www.econbiz.de/10009006949
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Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 4, pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
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Simultaneous tail index estimation
Beirlant, Jan; Goegebeur, Yuri - 2001
Persistent link: https://www.econbiz.de/10001594111
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Performance variability of public sector banks : need for strategic planning
Hansda, Sanjay K. - In: Occasional papers / Reserve Bank of India 16 (1995) 4, pp. 313-341
Persistent link: https://www.econbiz.de/10001204930
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The bias of the RSR estimator and the accuracy of some alternatives
Goetzmann, William N.; Peng, Liang - 2001
Persistent link: https://www.econbiz.de/10001569258
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Searching for a Kuznets curve in environmental efficiency using kernel estimation
Taskin, Fatma; Zaim, Osman Zihni - In: Economics letters 68 (2000) 2, pp. 217-223
Persistent link: https://www.econbiz.de/10001485082