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Quantile estimation of stochastic frontier models with the normal-half normal specification : A cumulative distribution function approach
Zhao, Shirong - In: Economics letters 206 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012886993
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Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
Noh, Jungsik; Lee, Seung Yong; Lee, Sangyeol - In: Economics letters 117 (2012) 3, pp. 734-738
Persistent link: https://www.econbiz.de/10009680721
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Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
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A modified Wilcoxon test for change points in long-range dependent time series
Wenger, Kai Rouven; Less, Vivien - In: Economics letters 192 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508757
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Structural change estimation in time series regressions with endogenous variables
Qian, Junhui; Su, Liangjun - In: Economics letters 125 (2014) 3, pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
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Testing for structural breaks with local smoothers : a simulation study
Öztürk, Serda Selin; Stengos, Thanasēs - In: Economics letters 125 (2014) 1, pp. 119-122
Persistent link: https://www.econbiz.de/10010504741
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Estimating deterministically time-varying variances in regression models
Kapetanios, George - In: Economics letters 97 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
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On testing for structural break of coefficients in factor-augmented regression models
Chen, Sanpan; Cui, Guowei; Zhang, Jianhua - In: Economics letters 161 (2017), pp. 141-145
Persistent link: https://www.econbiz.de/10011904543
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Is MORE LESS? : the role of data augmentation in testing for structural breaks
Rao, Yao; McCabe, Brendan Peter Martin - In: Economics letters 155 (2017), pp. 131-134
Persistent link: https://www.econbiz.de/10011821631
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Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886440