Similar Search Results

Centered-residuals-based moment estimators and test for stochastic frontier models

Chen, Yi-ting; Wang, Hung-jen - In: Econometric reviews 31 (2012) 4/6, pp. 625-653

Persistent link: https://www.econbiz.de/10009539652

Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty

Chen, Yi-ting - In: Journal of forecasting 30 (2011) 4, pp. 409-450

Persistent link: https://www.econbiz.de/10009234516

A simple approach to standardized-residuals-based higher-moment tests

Chen, Yi-ting - In: Journal of empirical finance 19 (2012) 4, pp. 427-453

Persistent link: https://www.econbiz.de/10009615672

Testing for misspecification in binary response models with competing distributions

Chen, Yi-ting - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 843-865

Persistent link: https://www.econbiz.de/10003595799

On the optimal estimating function method for conditional correlation models

Chen, Yi-ting - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 83-125

Persistent link: https://www.econbiz.de/10010519661

A unified approach to estimating and testing income distributions with grouped data

Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 438-455

Persistent link: https://www.econbiz.de/10012249172

Generalized moment tests for autoregressive conditional duration models

Chen, Yi-ting; Hsieh, Chih-sheng - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 345-391

Persistent link: https://www.econbiz.de/10003997409

M tests with a new normalization matrix

Chen, Yi-ting; Qu, Zhongjun - In: Econometric reviews 34 (2015) 1/5, pp. 617-652

Persistent link: https://www.econbiz.de/10011373254

One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels

Wang, Hung-jen; Schmidt, Peter - In: Journal of productivity analysis 18 (2002) 2, pp. 129-144

Persistent link: https://www.econbiz.de/10001711292

Advances in Applied Econometrics : Celebrating Peter Schmidt's Legacy

Kumbhakar, Subal (ed.); Sickles, Robin C. (ed.); … - 2024

Chapter 1. Introduction -- Chapter 2. Robust Dynamic Space–time Panel Data Models Using εε-contamination: An Application to Crop Yields and Climate Change -- Chapter 3. Unbiased Estimation of the OLS Covariance Matrix When the Errors are Clustered -- Chapter 4. Refined GMM Estimators for...

Persistent link: https://www.econbiz.de/10015177955