| Publication | Date of Publication | Type |
|---|
Tests of Short Memory With Thick-Tailed Errors
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A hierarchical panel data model for the estimation of stochastic metafrontiers: computational issues and an empirical application
| 2024-10-01 | Paper |
Reprint of: Formulation and estimation of stochastic frontier production function models
Journal of Econometrics | 2023-04-14 | Paper |
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis
Journal of Econometrics | 2023-04-14 | Paper |
On the distribution of estimated technical efficiency in stochastic frontier models
Journal of Econometrics | 2016-07-04 | Paper |
Valid tests of whether technical inefficiency depends on firm characteristics
Journal of Econometrics | 2016-06-13 | Paper |
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
Journal of Econometrics | 2016-06-10 | Paper |
A robust version of the KPSS test based on indicators
Journal of Econometrics | 2016-05-04 | Paper |
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
Journal of Econometrics | 2016-04-25 | Paper |
Estimation of a panel data model with parametric temporal variation in individual effects
Journal of Econometrics | 2016-03-30 | Paper |
A comparison of the robustness of several tests of short memory to autocorrelated errors
Journal of Econometric Methods | 2014-01-21 | Paper |
Panel data models with multiple time-varying individual effects
Journal of Econometrics | 2013-12-11 | Paper |
A note on the computation of inequality constrained least squares estimates
Economics Letters | 2013-10-25 | Paper |
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Economics Letters | 2002-03-03 | Paper |
GMM estimation of linear panel data models with time-varying individual effects
Journal of Econometrics | 2001-08-17 | Paper |
Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables.
| 2001-07-24 | Paper |
Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
Journal of Econometrics | 1997-03-10 | Paper |
Unit Root Tests Based on Instrumental Variables Estimation
International Economic Review | 1994-08-14 | Paper |
The KPSS stationarity test as a unit root test
Economics Letters | 1992-10-05 | Paper |
A modification of the Schmidt-Phillips unit root test
Economics Letters | 1992-09-26 | Paper |
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated
Journal of Econometrics | 1980-01-01 | Paper |
A survey of frontier production functions and of their relationship to efficiency measurement
Journal of Econometrics | 1980-01-01 | Paper |
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers
Journal of Econometrics | 1979-01-01 | Paper |
Formulation and estimation of stochastic frontier production function models
Journal of Econometrics | 1977-01-01 | Paper |
