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How to bootstrap DEA estimators : a Monte Carlo comparison

Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000981183

Maximum likelihood estimation of the multivariate fractional cointegration model

Lyhagen, Johan - 1998

Persistent link: https://www.econbiz.de/10000984648

A Monte Carlo analysis of technical inefficiency predictors

Kumbhakar, Subal; Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000984768

Openness and the exchange rate exposure of national stock markets : a note

Friberg, Richard; Nydahl, Stefan - 1997

Persistent link: https://www.econbiz.de/10000971403

Prices, profits and exchange rate uncertainty : the case of Bertrand competition in differentiated goods

Friberg, Richard - 1997

Persistent link: https://www.econbiz.de/10000971417

Should the core fear the outs? : Price setting practices and international monetary transmission

Friberg, Richard - 1997

Persistent link: https://www.econbiz.de/10000976655

Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000991637

On seasonality and cointegration

Löf, Mårten - 2001

Persistent link: https://www.econbiz.de/10001582796

Monetary policy and exchange rates : breakthrough of pass-through

Adolfson, Malin - 2001

Persistent link: https://www.econbiz.de/10001628232

A method to generate multivariate data with moments arbitrary close to the desired moments

Lyhagen, Johan (contributor) - 2001 - [Elektronische Ressource]

We show how it is possible to generate multivariate data which have moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments. It is shown how to derive the weights of the linear combinations in both the univariate and the...

Persistent link: https://www.econbiz.de/10001629177