Details about Christine Elaine Amsler
Access statistics for papers by Christine Elaine Amsler.
Last updated 2013-07-07. Update your information in the RePEc Author Service.
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- Using Copulas to Model Time Dependence in Stochastic Frontier Models
Working Papers, Concordia University, Department of Economics View citations (3)
- 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)
- THE CASE FOR THE CONSOL: EVIDENCE FROM BRITISH AND AMERICAN MONEY DEMAND FUNCTIONS
Working Papers, Michigan State - Econometrics and Economic Theory
- A note on the size of the KPSS unit root test
Economics Letters, 2012, 117, (3), 697-699
- 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 View citations (4)
- A robust version of the KPSS test based on indicators
Journal of Econometrics, 2007, 137, (2), 311-333 View citations (15)
- Size and power: lower tail KPSS tests and anti-persistent alternatives
Applied Economics Letters, 1999, 6, (10), 693-695
- 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
- Consistency of the KPSS unit root test against fractionally integrated alternative
Economics Letters, 1997, 55, (2), 151-160 View citations (13)
- An LM Test for a Unit Root in the Presence of a Structural Change
Econometric Theory, 1995, 11, (02), 359-368 View citations (86)
- Keynes and Bank Rate Policy: Interest Rates Inconsistent with Full Employment
Journal of Post Keynesian Economics, 1993, 15, (3), 409-425
- A Monte Carlo investigation of the accuracy of multivariate CAPM tests
Journal of Financial Economics, 1985, 14, (3), 359-375 View citations (16)
- A "Pure" long-term interest rate and the demand for money
Journal of Economics and Business, 1984, 36, (3), 359-370 View citations (1)
- Term structure variance bounds and time varying liquidity premia
Economics Letters, 1984, 16, (1-2), 137-144
- Thoughts of Some British Economists on Early Limited Liability and Corporate Legislation
History of Political Economy, 1981, 13, (4), 774-793 View citations (3)
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