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Details about Christine Elaine Amsler

Workplace:Economics Department, Michigan State University, (more information at EDIRC)

Access statistics for papers by Christine Elaine Amsler.

Last updated 2013-07-07. Update your information in the RePEc Author Service.

Short-id: pam113


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Working Papers

2011

  1. Using Copulas to Model Time Dependence in Stochastic Frontier Models
    Working Papers, Concordia University, Department of Economics Downloads View citations (3)

2004

  1. Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (15)
    See also Journal Article in Journal of Productivity Analysis (2006)

1988

  1. THE CASE FOR THE CONSOL: EVIDENCE FROM BRITISH AND AMERICAN MONEY DEMAND FUNCTIONS
    Working Papers, Michigan State - Econometrics and Economic Theory

Journal Articles

2012

  1. A note on the size of the KPSS unit root test
    Economics Letters, 2012, 117, (3), 697-699 Downloads

2011

  1. Goodness of fit tests in stochastic frontier models
    Journal of Productivity Analysis, 2011, 35, (2), 95-118 Downloads View citations (5)

2009

  1. The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series
    Journal of Time Series Econometrics, 2009, 1, (1), 1-44 Downloads View citations (4)

2007

  1. A robust version of the KPSS test based on indicators
    Journal of Econometrics, 2007, 137, (2), 311-333 Downloads View citations (15)

2006

  1. Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics
    Journal of Productivity Analysis, 2006, 25, (3), 201-212 Downloads View citations (69)
    See also Working Paper (2004)

1999

  1. Size and power: lower tail KPSS tests and anti-persistent alternatives
    Applied Economics Letters, 1999, 6, (10), 693-695 Downloads

1997

  1. A joint test for a unit root and common factor restrictions in the presence of a structural break
    Structural Change and Economic Dynamics, 1997, 8, (2), 221-232 Downloads
  2. Consistency of the KPSS unit root test against fractionally integrated alternative
    Economics Letters, 1997, 55, (2), 151-160 Downloads View citations (13)

1995

  1. An LM Test for a Unit Root in the Presence of a Structural Change
    Econometric Theory, 1995, 11, (02), 359-368 Downloads View citations (86)

1993

  1. Keynes and Bank Rate Policy: Interest Rates Inconsistent with Full Employment
    Journal of Post Keynesian Economics, 1993, 15, (3), 409-425 Downloads

1985

  1. A Monte Carlo investigation of the accuracy of multivariate CAPM tests
    Journal of Financial Economics, 1985, 14, (3), 359-375 Downloads View citations (16)

1984

  1. A "Pure" long-term interest rate and the demand for money
    Journal of Economics and Business, 1984, 36, (3), 359-370 Downloads View citations (1)
  2. Term structure variance bounds and time varying liquidity premia
    Economics Letters, 1984, 16, (1-2), 137-144 Downloads

1981

  1. Thoughts of Some British Economists on Early Limited Liability and Corporate Legislation
    History of Political Economy, 1981, 13, (4), 774-793 Downloads View citations (3)
 
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