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Construction of stationarity tests with less size distortions
Kurozumi, Eiji (contributor) - 2005
Persistent link: https://www.econbiz.de/10003245143
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Testing for stationarity in heterogenous panel data
Hadri, Kaddour - In: The econometrics journal 3 (2000) 2, pp. 148-161
Persistent link: https://www.econbiz.de/10001546173
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Estimation of a doubly heteroscedastic stochastic frontier cost function
Hadri, Kaddour - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 359-363
Persistent link: https://www.econbiz.de/10001410720
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Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji; Skrobotov, Anton; Tsarev, Alexey - In: Journal of financial econometrics 21 (2023) 4, pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
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Statistical inference in possibly integrated cointegrated vector autoregressions : application to testing for structural changes
Kurozumi, Eiji; Dashtseren, Khashbaatar - 2011
Persistent link: https://www.econbiz.de/10009238562
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Stochastic local and moderate departures from a unit root and its application to unit root testing
Nishi, Mikihito; Kurozumi, Eiji - 2022
Persistent link: https://www.econbiz.de/10013364485
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Testing for stationarity in heterogeneous panel data
Hadri, Kaddour - 1999
Persistent link: https://www.econbiz.de/10001468789
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Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
Hadri, Kaddour; Guermat, Cherif; Whittaker, J. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 203-222
Persistent link: https://www.econbiz.de/10001724174
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Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun; Giet, Ludovic; Hadri, Kaddour; Lubrano, Michel - In: Journal of financial econometrics : official journal of … 9 (2011) 1, pp. 198-236
Persistent link: https://www.econbiz.de/10009125140