Details about Christine Elaine Amsler
Access statistics for papers by Christine Elaine Amsler.
Last updated 2012-04-08. 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
- 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)
- THE CASE FOR THE CONSOL: EVIDENCE FROM BRITISH AND AMERICAN MONEY DEMAND FUNCTIONS
Working Papers, Michigan State - Econometrics and Economic Theory
- Goodness of fit tests in stochastic frontier models
Journal of Productivity Analysis, 2011, 35, (2), 95-118 View citations (3)
- The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series
Journal of Time Series Econometrics, 2009, 1, (1), 5
- A robust version of the KPSS test based on indicators
Journal of Econometrics, 2007, 137, (2), 311-333 View citations (7)
- Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics
Journal of Productivity Analysis, 2006, 25, (3), 201-212 View citations (38)
See also Working Paper (2004)
- 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 View citations (1)
- Consistency of the KPSS unit root test against fractionally integrated alternative
Economics Letters, 1997, 55, (2), 151-160 View citations (7)
- An LM Test for a Unit Root in the Presence of a Structural Change
Econometric Theory, 1995, 11, (02), 359-368 View citations (47)
- A Monte Carlo investigation of the accuracy of multivariate CAPM tests
Journal of Financial Economics, 1985, 14, (3), 359-375 View citations (17)
- A "Pure" long-term interest rate and the demand for money
Journal of Economics and Business, 1984, 36, (3), 359-370 View citations (2)
- Term structure variance bounds and time varying liquidity premia
Economics Letters, 1984, 16, (1-2), 137-144
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