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Estimating variable returns to scale production frontiers with alternative stochastic assumptions
Griffiths, William E.; O'Donnell, Christopher John - In: Journal of econometrics 126 (2005) 2, pp. 385-409
Persistent link: https://www.econbiz.de/10002647848
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An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
Judge, George G. - In: Journal of econometrics 44 (1990) 1
Persistent link: https://www.econbiz.de/10001274636
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Shrinkage estimation in nonlinear regression : the Box-Cox transformation
Kim, Minbo - In: Journal of econometrics 66 (1995) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001174126
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A Bayesian approach to imposing curvature on distance functions
O'Donnell, Christopher John; Coelli, Timothy J. - In: Journal of econometrics 126 (2005) 2, pp. 493-523
Persistent link: https://www.econbiz.de/10002647886
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Using information about technologies, markets and firm behaviour to decompose a proper productivity index
O'Donnell, Christopher John - In: Journal of econometrics 190 (2016) 2, pp. 328-340
Persistent link: https://www.econbiz.de/10011592273
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Some models for stochastic frontiers with endogeneity
Griffiths, William E.; Hajargasht, Gholamreza - In: Journal of econometrics 190 (2016) 2, pp. 341-348
Persistent link: https://www.econbiz.de/10011592276
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The risk of general Stein-like estimators in the presence of multicollinearity
Hill, R. C.; Ziemer, R. F. - In: Journal of econometrics 25 (1984) 1/2, pp. 205-216
Persistent link: https://www.econbiz.de/10003577766
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Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model
Doran, H. E.; Griffiths, W. E. - In: Journal of econometrics 7 (1978) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10002080722
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On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
Doran, H. E.; Griffiths, W. E. - In: Journal of econometrics 23 (1983) 2, pp. 165-191
Persistent link: https://www.econbiz.de/10002080735
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A Monte Carlo evaluation of the power of some tests for heteroscedasticity
Griffiths, W. E.; Surekha, K. - In: Journal of econometrics 31 (1986) 2, pp. 219-231
Persistent link: https://www.econbiz.de/10003565341