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.

Short-id: pam113

Working Papers

2011

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

2004

2. Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics
   Econometric Society 2004 Far Eastern Meetings, Econometric Society
   See also Journal Article Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics, Journal of Productivity Analysis, Springer (2006) View citations (129) (2006)

1988

3. 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 View citations (1)

2011

2. Goodness of fit tests in stochastic frontier models
   Journal of Productivity Analysis, 2011, 35, (2), 95-118 View citations (24)

2009

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), 44 View citations (8)

2007

4. A robust version of the KPSS test based on indicators
   Journal of Econometrics, 2007, 137, (2), 311-333 View citations (26)

2006

5. 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 (129)
   See also Working Paper Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics, Econometric Society 2004 Far Eastern Meetings (2004) (2004)

1999

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

1997

7. 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
8. Consistency of the KPSS unit root test against fractionally integrated alternative
   Economics Letters, 1997, 55, (2), 151-160 View citations (20)

1993

9. Keynes and bank rate policy: Interest rates inconsistent with full employment
   Journal of Post Keynesian Economics, 1993, 15, (3), 409-425

1985

10. A Monte Carlo investigation of the accuracy of multivariate CAPM tests
    Journal of Financial Economics, 1985, 14, (3), 359-375 View citations (18)

1984

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

1981

13. Thoughts of Some British Economists on Early Limited Liability and Corporate Legislation
    History of Political Economy, 1981, 13, (4), 774-793 View citations (10)