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Handling Endogeneity in Stochastic Frontier Analysis: A Solution to Endogenous Education Cost Frontier ModelsKarakaplan, Mustafa U.; kutlu, levent · SSRN Electronic Journal · 2015
Endogeneity in stochastic frontier models: Copula approach without external instrumentsTran, Kien C.; Tsionas, Efthymios G. · Economics Letters · 2015
Panel Data Econometrics || Heterogeneity and Endogeneity in Panel Stochastic Frontier ModelsKutlu, Levent · 2019
Endogeneity in panel stochastic frontier models: an application to the Japanese cotton spinning industryKarakaplan, Mustafa U.; Kutlu, Levent · Applied Economics · 2017
Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiencyLai, Hung-pin; Kumbhakar, Subal C. · Economics Letters · 2017
Using Copulas to Model Time Dependence in Stochastic Frontier ModelsAmsler, Christine; Prokhorov, Artem; Schmidt, Peter · Econometric Reviews · 2014
Semiparametric Efficiency BoundsWhitney K. Newey · Journal of Applied Econometrics · 1990
Modeling a Multivariate Transaction ProcessNolte, I. · Journal of Financial Econometrics · 2007
Heavy tails of OLSMikosch, Thomas; de Vries, Casper G. · Journal of Econometrics · 2013
The method of simulated quantilesDominicy, Yves; Veredas, David · Journal of Econometrics · 2013
Autoregressive Conditional KurtosisBrooks, C. · Journal of Financial Econometrics · 2005
Microfit 5.0McKenzie, C. R.; Takaoka, Sumiko · Journal of Applied Econometrics · 2013
Modelling volatility by variance decompositionAmado, Cristina; Teräsvirta, Timo · Journal of Econometrics · 2013
Bayesian semiparametric multivariate GARCH modelingJensen, Mark J.; Maheu, John M. · Journal of Econometrics · 2013