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1
A robust version of the KPSS test based on indicators
Jong, Robert M. de
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 311-333
Persistent link: https://www.econbiz.de/10003441741
Saved in:
2
Spurious logarithms and the KPSS statistic
Jong, Robert M. de
;
Schmidt, Peter
- In:
Economics letters
76
(
2002
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10001691952
Saved in:
3
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
Saved in:
4
A post-truncation parameterization of truncated normal technical inefficiency
Amsler, Christine Elaine
;
Schmidt, Peter
;
Tsay, Wen-jen
-
2013
Persistent link: https://www.econbiz.de/10009778559
Saved in:
5
Tests of short memory with thick-tailed errors
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 381-390
Persistent link: https://www.econbiz.de/10009657268
Saved in:
6
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
7
Estimation and inference in parametric deterministic frontier models
Amsler, Christine Elaine
;
Leonard, Michael
;
Schmidt, Peter
- In:
Journal of productivity analysis
40
(
2013
)
3
,
pp. 293-305
Persistent link: https://www.econbiz.de/10010411361
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Goodness of fit tests in stochastic frontier models
Wang, Wei Siang
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of productivity analysis
35
(
2011
)
2
,
pp. 95-118
Persistent link: https://www.econbiz.de/10009273106
Saved in:
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