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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000981183
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Scale efficiency and scale elasticity in DEA-models : a bootstrapping approach
Löthgren, Mickael; Tambour, Magnus - 1996
Persistent link: https://www.econbiz.de/10000928606
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Alternative approaches to estimate returns to scale in DEA-models
Löthgren, Mickael; Tambour, Magnus - 1996
Persistent link: https://www.econbiz.de/10000928610
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Computationally efficient double bootstrap variance estimation
Karlsson, Sune; Löthgren, Mickael - 1997
Persistent link: https://www.econbiz.de/10000958068
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Specification and estimation of stochastic multiple-output production and technical inefficiency
Löthgren, Mickael - In: Applied economics 32 (2000) 12, pp. 1533-1540
Persistent link: https://www.econbiz.de/10001524466
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Modelling economic high-frequency time series
Lundbergh, Stefan - 1999
Persistent link: https://www.econbiz.de/10001401660
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Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - 1995
Persistent link: https://www.econbiz.de/10000917361
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Parameter estimation and reverse martingales
Björk, Tomas; Johansson, Björn - 1995
Persistent link: https://www.econbiz.de/10000921862
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A second-order approximation to the bias of OLS estimates in bivariate VAR systems
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000924446
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Money growth and inflation : implications of reducing the bias of VAR estimates
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000925062