共8篇文章,pdf格式
Unit root tests allowing for a break in the trend
function at an unknown time under both the null and
alternative hypotheses
Pages 1-13
Dukpa Kim, Pierre Perron
Tests for changing mean with monotonic power
Pages 14-24
Ted Juhl, Zhijie Xiao
Studying co-movements in large multivariate data prior
to multivariate modelling
Pages 25-35
Gianluca Cubadda, Alain Hecq, Franz C. Palm
On the distribution of estimated technical efficiency in
stochastic frontier models
Pages 36-45
Wei Siang Wang, Peter Schmidt
Markov-switching models with endogenous explanatory
variables II: A two-step MLE procedure
Pages 46-55
Chang-Jin Kim
Inference in a synchronization game with social
interactions
Pages 56-71
Áureo de Paula
The efficiency of top agents: An analysis through
service strategy in tennis
Pages 72-85
Franc J.G.M. Klaassen, Jan R. Magnus
Properties and estimation of asymmetric exponential
power distribution
Pages 86-99
Dongming Zhu, Victoria Zinde-Walsh