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Endogeneity in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 190 (2016) 2, pp. 280-288
Persistent link: https://www.econbiz.de/10011592266
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Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 199 (2017) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
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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 new family of copulas, with application to estimation of a production frontier system
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of productivity analysis : an official journal … 55 (2021) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012488596
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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
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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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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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Separating different individual effects in a panel data model
Amsler, Christine Elaine; Schmidt, Peter - In: The econometrics journal 22 (2019) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10012166716
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Stochastic metafrontiers
Amsler, Christine Elaine; O'Donnell, Christopher John; … - In: Econometric reviews 36 (2017) 6/9, pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
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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