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New jackknife tests for grouped heteroscedasticity
Sharma, Subhash Chandra - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001144151
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Testing the unbiased forward rate hypothesis : evidence on unit roots, co-integration, and stochastic coefficients
Barnhart, Scott W. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10001106732
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Testing the Unbiased Forward Rate Hypothesis : Evidence on Unit Roots, Co-Integration and Stochastic Coefficients
Barnhart, Scott W. - 2009
In this paper, we demonstrate that the conflicting results found in the literature of tests of the unbiased forward rate hypothesis (UFRH) depend upon the econometric specification used as well as differences in the time period of estimation. It is established that the time series properties of...
Persistent link: https://www.econbiz.de/10013155903
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Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.; Sharma, Subhash Chandra - In: Journal of productivity analysis 12 (1999) 3, pp. 187-210
Persistent link: https://www.econbiz.de/10001435281
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Causality between the money supply and share prices : a VAR investigation
Dhakal, Dharmendra Purush - In: Quarterly journal of business and economics : QJBE 32 (1993) 3, pp. 52-74
Persistent link: https://www.econbiz.de/10001191456
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Robustness to nonnormality of regression F-tests
Ali, Mukhtar M. - In: Journal of econometrics 71 (1996) 1, pp. 175-205
Persistent link: https://www.econbiz.de/10001194737
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Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Ali, Mukhtar M. - In: Journal of econometrics 57 (1993) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10001142529
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Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.; Sharma, Subhash Chander - 1996
Persistent link: https://www.econbiz.de/10000957329
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Estimation of random components and prediction in one and two-way error component regression models
Sharma, Subhash Chandra; Bera, Anil K. - In: Journal of quantitative economics 19 (2021), pp. 419-441
Persistent link: https://www.econbiz.de/10013441736