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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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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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The interest-rate management and sterilization hypothese for the UK : under fixed exchange rates
Cheung, Daniel Wai-Wah - In: Applied economics 23 (1991) 4, pp. 821-838
Persistent link: https://www.econbiz.de/10001126337
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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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The Morishima elasticity of substitution for the variable profit function and the demand for imports in the United States
Sharma, Subhash Chandra - In: International economic review 43 (2002) 1, pp. 115-135
Persistent link: https://www.econbiz.de/10001650415
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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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Small sample properties of existing and new estimators of the autocorrelation coefficient and regression coefficents in the context of AR(1) errors
Sharma, Subhash Chandra; Coleman, Brian - In: Journal of quantitative economics : official journal of … 3 (2005) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10003234445