Search Results - subject:"Normal errors"

Asymmetric persistence in Turkish interest and inflation rates : new evidence from quantile unit root test with structural shifts

Nazlıoğlu, Şaban; Gurel, Sinem Pinar; Günes, Orhan … - 2024

Persistent link: https://www.econbiz.de/10015337668

A comment on interest rate pass-through : a non-normal approach

Oh, Dong-Yop; Lee, Hyejin; Boulware, Karl David - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 2017-2035

Persistent link: https://www.econbiz.de/10012305127

Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets

Alanya, Willy; Rodriguez, Gabriel - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950003-1-1950003-18

Persistent link: https://www.econbiz.de/10012156142

More powerful cointegration tests with non-normal errors

Lee, Hyejin; Lee, Junsoo; Im, KyungSo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 397-413

Persistent link: https://www.econbiz.de/10011339425

A Note on a Unified Approach to the Frontier Production Function Models With Correlated Non-Normal Error Components: The Case of Cross Section Data

Pal, Manoranjan - In: Indian Economic Review 39 (2004) January, pp. 7-18

This paper reviews the Stochastic Frontier Production Function (SFPF) Models with error components, termed as technical inefficiency error and noise variable in a cross section framework. It tries to unify all such models incorporating (i) truncation or non-normality of the technical...

Persistent link: https://www.econbiz.de/10005824034

Approximate maximum likelihood estimation in linear regression

Magdalinos, Michael - In: Annals of the Institute of Statistical Mathematics 45 (1993) 1, pp. 89-104

Persistent link: https://www.econbiz.de/10005395708