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Christine Elaine Amsler

Personal Details

First Name:Christine
Middle Name:Elaine
Last Name:Amsler
Suffix:
RePEc Short-ID:pam113
[This author has chosen not to make the email address public]

Affiliation

Economics Department
Michigan State University

East Lansing, Michigan (United States)
http://econ.msu.edu/

: 517.355.7583
517.432.1068
110 Marshall, E. Lansing, MI 48824
RePEc:edi:edmsuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2011. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Working Papers 11002, Concordia University, Department of Economics.
  2. Peter Schmidt & Antonio Alvarez & Christine Amsler, 2004. "Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics," Econometric Society 2004 Far Eastern Meetings 520, Econometric Society.
  3. Amsler, C., 1988. "The Case For The Consol: Evidence From British And American Money Demand Functions," Papers 8714, Michigan State - Econometrics and Economic Theory.

Articles

  1. Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012. "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, vol. 117(3), pages 697-699.
  2. Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.
  3. Amsler Christine & Schmidt Peter & Vogelsang Timothy J, 2009. "The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-44, December.
  4. de Jong, Robert M. & Amsler, Christine & Schmidt, Peter, 2007. "A robust version of the KPSS test based on indicators," Journal of Econometrics, Elsevier, vol. 137(2), pages 311-333, April.
  5. Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006. "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Journal of Productivity Analysis, Springer, vol. 25(3), pages 201-212, June.
  6. Christine Amsler, 1999. "Size and power: lower tail KPSS tests and anti-persistent alternatives," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 693-695.
  7. Lee, Junsoo & Amsler, Christine, 1997. "A joint test for a unit root and common factor restrictions in the presence of a structural break," Structural Change and Economic Dynamics, Elsevier, vol. 8(2), pages 221-232, June.
  8. Lee, Hyung S. & Amsler, Christine, 1997. "Consistency of the KPSS unit root test against fractionally integrated alternative," Economics Letters, Elsevier, vol. 55(2), pages 151-160, August.
  9. Christine Amsler, 1993. "Keynes and bank rate policy: Interest rates inconsistent with full employment," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 15(3), pages 409-425, March.
  10. Amsler, Christine E. & Schmidt, Peter, 1985. "A Monte Carlo investigation of the accuracy of multivariate CAPM tests," Journal of Financial Economics, Elsevier, vol. 14(3), pages 359-375, September.
  11. Amsler, Christine, 1984. "A "Pure" long-term interest rate and the demand for money," Journal of Economics and Business, Elsevier, vol. 36(3), pages 359-370, August.
  12. Amsler, Christine, 1984. "Term structure variance bounds and time varying liquidity premia," Economics Letters, Elsevier, vol. 16(1-2), pages 137-144.
  13. Christine E. Amsler & Robin L. Bartlett & Craig J. Bolton, 1981. "Thoughts of Some British Economists on Early Limited Liability and Corporate Legislation," History of Political Economy, Duke University Press, vol. 13(4), pages 774-793, Winter.
    RePEc:cup:etheor:v:11:y:1995:i:02:p:359-368_00 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2011. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Working Papers 11002, Concordia University, Department of Economics.

    Cited by:

    1. Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2017. "The ‘wrong skewness’ problem: a re-specification of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 47(1), pages 49-64, February.
    2. Orea, Luis & Zofío, José L., 2017. "A primer on the theory and practice of efficiency and productivity analysis," Efficiency Series Papers 2017/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    3. Wen-Jen Tsay & Cliff Huang & Tsu-Tan Fu & I.-Lin Ho, 2013. "A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 39(3), pages 259-269, June.
    4. Hung-pin Lai & Cliff Huang, 2013. "Maximum likelihood estimation of seemingly unrelated stochastic frontier regressions," Journal of Productivity Analysis, Springer, vol. 40(1), pages 1-14, August.
    5. Chen, Kong-Pin & Lai, Hung-pin & Yu, Ya-Ting, 2018. "The seller's listing strategy in online auctions: Evidence from eBay," International Journal of Industrial Organization, Elsevier, vol. 56(C), pages 107-144.
    6. Seunghwa Rho & Peter Schmidt, 2015. "Are all firms inefficient?," Journal of Productivity Analysis, Springer, vol. 43(3), pages 327-349, June.
    7. Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2016. "Endogeneity in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 190(2), pages 280-288.
    8. Tsionas, Mike G. & Mallick, Sushanta K., 2019. "A Bayesian semiparametric approach to stochastic frontiers and productivity," European Journal of Operational Research, Elsevier, vol. 274(1), pages 391-402.
    9. Tran, Kien C. & Tsionas, Mike G., 2016. "On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors," Economics Letters, Elsevier, vol. 147(C), pages 19-22.
    10. Huang, Tai-Hsin & Chiang, Dien-Lin & Chao, Shih-Wei, 2017. "A new approach to jointly estimating the Lerner index and cost efficiency for multi-output banks under a stochastic meta-frontier framework," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 212-226.
    11. Huang, Tai-Hsin & Chen, Kuan-Chen & Lin, Chung-I, 2018. "An extension from network DEA to copula-based network SFA: Evidence from the U.S. commercial banks in 2009," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 51-62.
    12. Huang, Tai-Hsin & Lin, Chung-I & Chen, Kuan-Chen, 2017. "Evaluating efficiencies of Chinese commercial banks in the context of stochastic multistage technologies," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 93-110.
    13. Tai-Hsin Huang & Nan-Hung Liu & Subal C. Kumbhakar, 2018. "Joint estimation of the Lerner index and cost efficiency using copula methods," Empirical Economics, Springer, vol. 54(2), pages 799-822, March.
    14. Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria, 2014. "Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 34(2), pages 3-18.
    15. Huang, Tai-Hsin & Lin, Chung-I & Wu, Ruei-Cian, 2019. "Assessing the marketing and investment efficiency of Taiwan’s life insurance firms under network structures," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 132-147.
    16. Huang, Tai-Hsin & Hu, Chu-Nan & Chang, Bao-Guang, 2018. "Competition, efficiency, and innovation in Taiwan’s banking industry — An application of copula methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 362-375.

  2. Peter Schmidt & Antonio Alvarez & Christine Amsler, 2004. "Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics," Econometric Society 2004 Far Eastern Meetings 520, Econometric Society.

    Cited by:

    1. Soroush, G. & Cambini, C. & Jamasb, T. & Llorca, M., 2019. "Network Utilities Performance and Institutional Quality: Evidence from the Italian Electricity Sector," Cambridge Working Papers in Economics 1942, Faculty of Economics, University of Cambridge.
    2. Christine Amsler & Peter Schmidt & Wen-Jen Tsay, 2015. "A post-truncation parameterization of truncated normal technical inefficiency," Journal of Productivity Analysis, Springer, vol. 44(2), pages 209-220, October.
    3. Barra, Cristian & Lagravinese, Raffaele & Zotti, Roberto, 2015. "Explaining (in)efficiency in higher education: a comparison of parametric and non-parametric analyses to rank universities," MPRA Paper 67119, University Library of Munich, Germany.
    4. Maria Martinez Cillero & Fiona Thorne & Michael Wallace & James Breen & Thia Hennessy, 2018. "The Effects of Direct Payments on Technical Efficiency of Irish Beef Farms: A Stochastic Frontier Analysis," Journal of Agricultural Economics, Wiley Blackwell, vol. 69(3), pages 669-687, September.
    5. Luis Orea & Jevgenijs Steinbuks, 2018. "Estimating Market Power In Homogenous Product Markets Using A Composed Error Model: Application To The California Electricity Market," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 1296-1321, April.
    6. Paul, Satya & Shankar, Sriram, 2018. "Modelling Efficiency Effects in a True Fixed Effects Stochastic Frontier," MPRA Paper 87437, University Library of Munich, Germany.
    7. Jorge Galán & Helena Veiga & Michael Wiper, 2014. "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(1), pages 85-101, August.
    8. Hung-pin Lai & Cliff Huang, 2010. "Likelihood ratio tests for model selection of stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 34(1), pages 3-13, August.
    9. Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2016. "Model Averaging Estimators for the Stochastic Frontier Model," Working Papers 2016-09, University of Miami, Department of Economics.
    10. Jamasb, Tooraj & Llorca, Manuel & Khetrapal, Pavan & Thakur, Tripta, 2018. "Institutions and Performance of Regulated Firms: Evidence from Electric Utilities in the Indian States," Efficiency Series Papers 2018/03, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    11. Fumitoshi Mizutani & Eri Nakamura, 2017. "How do governance factors affect inefficiency? Stochastic frontier analysis of public utility firms in Japan," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 44(3), pages 267-289, September.
    12. Seunghwa Rho & Peter Schmidt, 2015. "Are all firms inefficient?," Journal of Productivity Analysis, Springer, vol. 43(3), pages 327-349, June.
    13. Massimo Filippini & Luis Orea, 2014. "Applications of the stochastic frontier approach in Energy Economics," Economics and Business Letters, Oviedo University Press, vol. 3(1), pages 35-42.
    14. Horrace, William C. & Liu, Xiaodong & Patacchini, Eleonora, 2016. "Endogenous network production functions with selectivity," Journal of Econometrics, Elsevier, vol. 190(2), pages 222-232.
    15. Ruey-Ching Hwang & Jhao-Siang Siao & Huimin Chung & C. Chu, 2011. "Assessing bankruptcy prediction models via information content of technical inefficiency," Journal of Productivity Analysis, Springer, vol. 36(3), pages 263-273, December.
    16. Orea, Luis & Álvarez, Inmaculada C., 2017. "A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms," Efficiency Series Papers 2017/04, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    17. Liu, Yanyan, 2006. "Model Selection in Stochastic Frontier Analysis: Maize Production in Kenya," 2006 Annual meeting, July 23-26, Long Beach, CA 21281, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    18. Kim, Myungsup & Schmidt, Peter, 2008. "Valid tests of whether technical inefficiency depends on firm characteristics," Journal of Econometrics, Elsevier, vol. 144(2), pages 409-427, June.
    19. Tomasz Gerard Czekaj, 2013. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper 2013/21, University of Copenhagen, Department of Food and Resource Economics.
    20. Fabio Pieri & Enrico Zaninotto, 2013. "Vertical integration and efficiency: an application to the Italian machine tool industry," Small Business Economics, Springer, vol. 40(2), pages 397-416, February.
    21. Joseph Palardy & Todd M. Nesbit & Kerry A. Adzima, 2015. "Charter versus traditional public schools: a panel study of the technical efficiency in Ohio," Education Economics, Taylor & Francis Journals, vol. 23(3), pages 278-295, June.
    22. Barra, Cristian & Lagravinese, Raffaele & Zotti, Roberto, 2018. "Does econometric methodology matter to rank universities? An analysis of Italian higher education system," Socio-Economic Planning Sciences, Elsevier, vol. 62(C), pages 104-120.
    23. Gholamreza Hajargasht, 2015. "Stochastic frontiers with a Rayleigh distribution," Journal of Productivity Analysis, Springer, vol. 44(2), pages 199-208, October.
    24. Paul, Satya & Shankar, Sriram, 2018. "On estimating efficiency effects in a stochastic frontier model," European Journal of Operational Research, Elsevier, vol. 271(2), pages 769-774.
    25. Manuel Llorca & Luis Orea & Michael Pollitt, 2013. "Efficiency and Environmental Factors in the US Electricity Transmission Industry," Working Papers EPRG 1310, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    26. Tian, Xu & Sun, Feifei & Zhou, Yingheng, 2015. "Technical Efficiency and Its Determinants in China's Hog Production," 2015 Conference, August 9-14, 2015, Milan, Italy 212718, International Association of Agricultural Economists.
    27. Antonio Alvarez & Carlos Arias, 2014. "A selection of relevant issues in applied stochastic frontier analysis," Economics and Business Letters, Oviedo University Press, vol. 3(1), pages 3-11.
    28. Smith, Andrew S.J., 2012. "The application of stochastic frontier panel models in economic regulation: Experience from the European rail sector," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(2), pages 503-515.
    29. Alberto Gude & Inmaculada Álvarez & Luis Orea, 2018. "Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 50(3), pages 155-173, December.
    30. Czekaj, Tomasz G., 2015. "Measuring the Technical Efficiency of Farms Producing Environmental Output: Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," 2015 Conference, August 9-14, 2015, Milan, Italy 211555, International Association of Agricultural Economists.
    31. Tommaso Agasisti & Cristian Barra & Roberto Zotti, 2015. "Evaluating the efficiency of Italian public universities (2008-2011) in presence of (unobserved) heterogeneity," Working papers 34, Società Italiana di Economia Pubblica.
    32. Jacob A. Bikker & Barbara Casu & Claudia Girardone & Mohamed E Chaffai & Michel Dietsch & Antonio Colangelo & Robert Inklaar & Marco Colagiovanni & Martin Czurda & Roger Hartmann & Charles-Henri Di Ma, 2009. "Productivity in the Financial Services Sector," SUERF Studies, SUERF - The European Money and Finance Forum, number 2009/4 edited by Morten Balling & Ernest Gnan & Frank Lierman & Jean-Pierre Schoder.
    33. Christopoulos, Dimitris & Siourounis, Gregorios & Vlachaki, Irene, 2010. "Democratic Reforms, Foreign Aid and Production Inefficiency," MPRA Paper 23562, University Library of Munich, Germany.
    34. Wang, Hung-Jen & Ho, Chia-Wen, 2009. "Estimating fixed-effect panel stochastic frontier models by model transformation," MPRA Paper 31081, University Library of Munich, Germany.
    35. Xiao-Yan Liu & Li-Qiu Liu & Bai-Chen Xie & Michael G. Pollitt, 2018. "Does environmental heterogeneity affect the productive efficiency of grid utilities in China?," Working Papers EPRG 1820, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    36. Orea, Luis & Wall, Alan, 2015. "A parametric frontier model for measuring eco-efficiency," Efficiency Series Papers 2015/02, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    37. Phill Wheat & William Greene & Andrew Smith, 2014. "Understanding prediction intervals for firm specific inefficiency scores from parametric stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(1), pages 55-65, August.
    38. Yanyan Liu & Robert Myers, 2009. "Model selection in stochastic frontier analysis with an application to maize production in Kenya," Journal of Productivity Analysis, Springer, vol. 31(1), pages 33-46, February.
    39. Nadia Belhaj Hassine & Magda Kandil, 2008. "Trade Liberalization, Agricultural Productivity and Poverty in the Mediterranean Region," Working Papers 415, Economic Research Forum, revised 06 Jan 2008.
    40. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2014. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 497-522, August.
    41. Young Hoon Lee, 2009. "Frontier Models and their Application to the Sports Industry," Working Papers 0903, Research Institute for Market Economy, Sogang University, revised 2009.
    42. Christopher F. Parmeter, 2018. "Estimation of the two-tiered stochastic frontier model with the scaling property," Journal of Productivity Analysis, Springer, vol. 49(1), pages 37-47, February.
    43. Cristian Barra & Roberto Zotti, 2017. "Investigating the Human Capital Development–growth Nexus," International Regional Science Review, , vol. 40(6), pages 638-678, November.
    44. Gholamreza Hajargasht & William E. Griffiths, 2018. "Estimation and testing of stochastic frontier models using variational Bayes," Journal of Productivity Analysis, Springer, vol. 50(1), pages 1-24, October.
    45. Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018. "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series WP022018, School of Economics, University of Queensland, Australia.
    46. Griffiths, William E. & Hajargasht, Gholamreza, 2016. "Some models for stochastic frontiers with endogeneity," Journal of Econometrics, Elsevier, vol. 190(2), pages 341-348.
    47. Young Hoon Lee, 2010. "The Effects of Management Practices on Productivity: Evidence from Baseball Team Production," Working Papers 1005, Research Institute for Market Economy, Sogang University, revised 2010.
    48. Luis Orea & Tooraj Jamasb, 2017. "Regulating Heterogeneous Utilities: A New Latent Class Approach with Application to the Norwegian Electricity Distribution Networks," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    49. Fabio Pieri & Enrico Zaninotto, 2010. "The Impact of Vertical Integration and Outsourcing on Firm Efficiency: Evidence from the Italian Machine Tool Industry," DISA Working Papers 1001, Department of Computer and Management Sciences, University of Trento, Italy, revised 11 Mar 2010.
    50. Brea, Humberto & Grifell-Tatje, Emili & Orea, Luis, 2012. "Expectations with Unrealistic Optimism: An Empirical Application," Efficiency Series Papers 2012/01, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    51. Cliff Huang & Hung-pin Lai, 2012. "Estimation of stochastic frontier models based on multimodel inference," Journal of Productivity Analysis, Springer, vol. 38(3), pages 273-284, December.
    52. Meike Wollni & Bernhard Brümmer, 2009. "Productive efficiency of specialty and conventional coffee farmers in Costa Rica: Accounting for technological heterogeneity and self-selection," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 13, Courant Research Centre PEG.
    53. William E. Griffiths & Gholamreza Hajargasht, 2015. "Welfare Consequences of Information Aggregation and Optimal Market Size," Department of Economics - Working Papers Series 1190, The University of Melbourne.
    54. Christopher F. Parmeter & Valentin Zelenyuk, 2016. "A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis," Working Papers 2016-10, University of Miami, Department of Economics.
    55. Antti Saastamoinen, 2015. "Heteroscedasticity Or Production Risk? A Synthetic View," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 459-478, July.
    56. Yane, Shinji & Berg, Sanford, 2011. "Sensitivity analysis of efficiency rankings to distributional assumptions: applications to Japanese water utilities," MPRA Paper 32892, University Library of Munich, Germany.
    57. Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
    58. Saastamoinen, Antti & Kuosmanen, Timo, 2016. "Quality frontier of electricity distribution: Supply security, best practices, and underground cabling in Finland," Energy Economics, Elsevier, vol. 53(C), pages 281-292.
    59. Tiziana Laureti, 2008. "Modelling Exogenous Variables in Human Capital Formation through a Heteroscedastic Stochastic Frontier," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 76-89, February.
    60. Sun, Kai & Kumbhakar, Subal C., 2013. "Semiparametric smooth-coefficient stochastic frontier model," Economics Letters, Elsevier, vol. 120(2), pages 305-309.
    61. Singbo, Alphonse G. & Emvalomatis, Grigorios & Alfons, Oude Lansink, 2013. "Assessing the impact of crop specialization on farms’ performance in vegetables farming in Benin: a non-neutral stochastic frontier approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149172, Agricultural and Applied Economics Association.
    62. Orea, Luis, 2007. "Estimating Firm-Specific Market Power: A Composed Error Term Approach," Efficiency Series Papers 2007/02, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    63. Rao, Elizaphan J.O. & Brümmer, Bernhard & Qaim, Matin, 2011. "Farmer Participation in Supermarket Channels, Production Technology, and Efficiency: The Case of Vegetables in Kenya," GlobalFood Discussion Papers 113508, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    64. Sugathan, Anish & Malghan, Deepak & Chandrashekar, S. & Sinha, Deepak K., 2019. "Downstream electric utility restructuring and upstream generation efficiency: Productivity dynamics of Indian coal and gas based electricity generators," Energy, Elsevier, vol. 178(C), pages 832-852.
    65. (Daniel) Kao, Ta-Wei & Su, Hung-Chung & Chen, Yi-Su, 2019. "The curvilinear relationships between structural embeddedness and productive efficiency: An exploratory study," International Journal of Production Economics, Elsevier, vol. 212(C), pages 176-185.
    66. Saldias, Rodrigo & von Cramon-Taubadel, Stephan, 2012. "Access to credit and the determinants of technical inefficiency among specialized small farmers in Chile," DARE Discussion Papers 1211, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    67. Gary D. Ferrier, 2014. "Improving the "usefulness" of stochastic frontier analysis for health care," Economics and Business Letters, Oviedo University Press, vol. 3(1), pages 27-34.
    68. Peter Schmidt, 2011. "One-step and two-step estimation in SFA models," Journal of Productivity Analysis, Springer, vol. 36(2), pages 201-203, October.

Articles

  1. Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.

    Cited by:

    1. William C. Horrace & Christopher F. Parmeter, 2008. "Semiparametric Deconvolution with Unknown Error Variance," Center for Policy Research Working Papers 104, Center for Policy Research, Maxwell School, Syracuse University.
    2. Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018. "Specification Testing of Production in a Stochastic Frontier Model," Sustainability, MDPI, Open Access Journal, vol. 10(9), pages 1-10, August.
    3. Niu, Cuizhen & Guo, Xu & Li, Yong & Zhu, Lixing, 2018. "Pairwise distance-based tests for conditional symmetry," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 145-162.
    4. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2014. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 497-522, August.
    5. Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018. "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series WP022018, School of Economics, University of Queensland, Australia.
    6. Gómez-Gallego, Juan Cándido & Gómez-García, Juan & Pérez-Cárceles, María Concepción, 2012. "Appropriate Distribution of Cost Inefficiency Estimates as Predictor of Financial Instability /La distribución de la ineficiencia estimada como predictor de inestabilidad financiera," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 30, pages 1071(12.)-1, Diciembre.
    7. Chen, Yi-Yi & Schmidt, Peter & Wang, Hung-Jen, 2014. "Consistent estimation of the fixed effects stochastic frontier model," Journal of Econometrics, Elsevier, vol. 181(2), pages 65-76.
    8. María Concepción Pérez-Cárceles & Juan Cándido Gómez-Gallego & Juan Gómez-García, 2016. "Distribution of cost inefficiency in stochastic frontier approach: evidence from Spanish banking," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(16), pages 3030-3041, December.
    9. Aljar Meesters, 2014. "A note on the assumed distributions in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(2), pages 171-173, October.

  2. Amsler Christine & Schmidt Peter & Vogelsang Timothy J, 2009. "The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-44, December.

    Cited by:

    1. Manuel Landajo & María José Presno, 2010. "Stationarity testing under nonlinear models. Some asymptotic results," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 392-405, September.
    2. Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," CREATES Research Papers 2012-44, Department of Economics and Business Economics, Aarhus University.
    3. Amsler Christine & Schmidt Peter, 2012. "A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 56-66, August.
    4. Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012. "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, vol. 117(3), pages 697-699.
    5. Badi H. Baltagi & Chihwa Kao & Long Liu, 2015. "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers 178, Center for Policy Research, Maxwell School, Syracuse University.
    6. Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.

  3. de Jong, Robert M. & Amsler, Christine & Schmidt, Peter, 2007. "A robust version of the KPSS test based on indicators," Journal of Econometrics, Elsevier, vol. 137(2), pages 311-333, April.

    Cited by:

    1. Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory, 2014. "Testing stationarity of functional time series," Journal of Econometrics, Elsevier, vol. 179(1), pages 66-82.
    2. Busettti, F. & Harvey, A., 2007. "Tests of time-invariance," Cambridge Working Papers in Economics 0657, Faculty of Economics, University of Cambridge.
    3. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2007. "A robust multivariate long run analysis of European electricity prices," Working Papers 20070901, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
    4. Matteo Pelagatti & Pranab Sen, 2009. "A robust version of the KPSS test based on ranks," Working Papers 20090701, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
    5. Qin, Ruibing & Tian, Zheng & Jin, Hao & Zhang, Xiaowei, 2010. "Strong convergence rate of robust estimator of change point," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2026-2032.
    6. Simões, Oscar Rodrigues & Marçal, Emerson Fernandes, 2012. "Agregação temporal e não-linearidade afetam os testes da paridade do poder de compra: evidência a partir de dados brasileiros," Textos para discussão 310, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    7. Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018. "Testing for Stationarity at High Frequency," Working Papers 2018-09, University of Sydney, School of Economics.
    8. Fabio Busetti & Andrew Harvey, 2010. "Tests of strict stationarity based on quantile indicators," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 435-450, November.
    9. Fabio Busetti & Andrew Harvey, 2011. "When is a Copula Constant? A Test for Changing Relationships," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 106-131, Winter.
    10. Aviral Kumar Tiwari & Aruna Kumar Dash & Subhendu Dutta, 2015. "Testing the mean reversion in prices of agricultural commodities in India," Economics Bulletin, AccessEcon, vol. 35(3), pages 1928-1940.
    11. DeRossi, G. & Harvey, A., 2006. "Time-Varying Quantiles," Cambridge Working Papers in Economics 0649, Faculty of Economics, University of Cambridge.
    12. Pelagatti, Matteo M. & Sen, Pranab K., 2013. "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, vol. 172(1), pages 90-105.
    13. Xiao, Zhijie, 2012. "Robust inference in nonstationary time series models," Journal of Econometrics, Elsevier, vol. 169(2), pages 211-223.
    14. Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.
    15. Victor F. Moutinho & António C. Moreira & João Paulo C. Bento, 2018. "Strategic decisions on bilateral bidding behavior: evidence from a wholesale electricity market," Empirical Economics, Springer, vol. 54(3), pages 1353-1387, May.
    16. Matteo Pelagatti & Pranab Sen, 2010. "A KPSS better than KPSS. Rank tests for short memory stationarity," Working Papers 20110201, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

  4. Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006. "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Journal of Productivity Analysis, Springer, vol. 25(3), pages 201-212, June.
    See citations under working paper version above.
  5. Lee, Hyung S. & Amsler, Christine, 1997. "Consistency of the KPSS unit root test against fractionally integrated alternative," Economics Letters, Elsevier, vol. 55(2), pages 151-160, August.

    Cited by:

    1. Ladislav Kristoufek, 2014. "Leverage effect in energy futures," Papers 1403.0064, arXiv.org.
    2. Jonathan Dark, 2004. "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers 5/04, Monash University, Department of Econometrics and Business Statistics.
    3. Reisen Valderio A & Cribari-Neto Francisco & Jensen Mark J, 2003. "Long Memory Inflationary Dynamics: The Case of Brazil," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-18, October.
    4. Jin, Xiaoye, 2017. "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 157-173.
    5. Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles, 2003. "Rescaled variance and related tests for long memory in volatility and levels," Journal of Econometrics, Elsevier, vol. 112(2), pages 265-294, February.
    6. Dark Jonathan Graeme, 2010. "Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(2), pages 1-50, March.
    7. Choudhry, Taufiq, 2003. "Stock market volatility and the US consumer expenditure," Journal of Macroeconomics, Elsevier, vol. 25(3), pages 367-385, September.
    8. de Figueiredo, Erik Alencar, 2010. "Dynamics of regional unemployment rates in Brazil: Fractional behavior, structural breaks, and Markov switching," Economic Modelling, Elsevier, vol. 27(5), pages 900-908, September.
    9. Choudhry, Taufiq, 2001. "Inflation and rates of return on stocks: evidence from high inflation countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(1), pages 75-96, March.
    10. Marmol, Francesc, 1998. "Searching for fractional evidence using combined unit root tests," DES - Working Papers. Statistics and Econometrics. WS 10613, Universidad Carlos III de Madrid. Departamento de Estadística.
    11. Conrad Christian & Karanasos Menelaos, 2005. "Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-38, December.
    12. Choudhry, Taufiq, 2005. "Exchange rate volatility and the United States exports: evidence from Canada and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 19(1), pages 51-71, March.
    13. Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.
    14. Mihnea Constantinescu & Povilas Lastauskas, 2017. "The Knotty Interplay Between Credit and Housing," Bank of Lithuania Working Paper Series 45, Bank of Lithuania.
    15. Ana Pérez & Esther Ruiz, 2002. "Modelos de memoria larga para series económicas y financieras," Investigaciones Economicas, Fundación SEPI, vol. 26(3), pages 395-445, September.
    16. Choudhry, Taufiq, 1999. "Purchasing Power Parity in High-Inflation Eastern European Countries: Evidence from Fractional and Harris-Inder Cointegration Tests," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 293-308, April.

  6. Amsler, Christine E. & Schmidt, Peter, 1985. "A Monte Carlo investigation of the accuracy of multivariate CAPM tests," Journal of Financial Economics, Elsevier, vol. 14(3), pages 359-375, September.

    Cited by:

    1. Jay Shanken & Guofu Zhou, 2007. "Estimating and testing beta pricing models: Alternative methods and their performance in simulations," CEMA Working Papers 275, China Economics and Management Academy, Central University of Finance and Economics.
    2. Linda Allen & Julapa Jagtiani, 1996. "Risk and Market Segmentation in Financial Intermediaries’ Returns," Center for Financial Institutions Working Papers 96-36, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Rubio, Gonzalo & Lozano, Martin, 2009. "Evaluating alternative methods for testing asset pricing models with historical data," MPRA Paper 23613, University Library of Munich, Germany.
    4. Dufour, J.M. & Khalaf, L., 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    5. M. Victoria Esteban, 1997. "Variabilidad predecible en los rendimientos de los activos: Evidencia e implicaciones," Investigaciones Economicas, Fundación SEPI, vol. 21(3), pages 523-542, September.
    6. Balduzzi, Pierluigi & Robotti, Cesare, 2008. "Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 354-368.
    7. Shanken, Jay & Weinstein, Mark I., 2006. "Economic forces and the stock market revisited," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 129-144, March.
    8. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics.
    9. Kenneth Stewart, 1997. "Exact testing in multivariate regression," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 321-352.
    10. Saban Celik, 2012. "Theoretical and Empirical Review of Asset Pricing Models:A Structural Synthesis," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 141-178.
    11. Grauer, Robert R. & Janmaat, Johannus A., 2009. "On the power of cross-sectional and multivariate tests of the CAPM," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 775-787, May.
    12. Bruce N. Lehmann, 1992. "Empirical Testing of Asset Pricing Models," NBER Working Papers 4043, National Bureau of Economic Research, Inc.

  7. Amsler, Christine, 1984. "A "Pure" long-term interest rate and the demand for money," Journal of Economics and Business, Elsevier, vol. 36(3), pages 359-370, August.

    Cited by:

    1. Daniel S. Hamermesh & James M. Johannes, 1983. "Food Stamps as Money and Income," NBER Working Papers 1231, National Bureau of Economic Research, Inc.

  8. Christine E. Amsler & Robin L. Bartlett & Craig J. Bolton, 1981. "Thoughts of Some British Economists on Early Limited Liability and Corporate Legislation," History of Political Economy, Duke University Press, vol. 13(4), pages 774-793, Winter.

    Cited by:

    1. Giuseppe Dari-Mattiacci & Oscar Gelderblom & Joost Jonker & Enrico C. Perotti, 2017. "The Emergence of the Corporate Form," Journal of Law, Economics, and Organization, Oxford University Press, vol. 33(2), pages 193-236.
    2. Nicola Tynan & Brian Beach & Werner Troesken, 2016. "Who should own and control urban water systems? Disease and the municipalisation of private waterworks in nineteenth-century England," Working Papers 16006, Economic History Society.
    3. Brian Beach & Werner Troesken & Nicola Tynan, 2016. "Who Should Own and Control Urban Water Systems? Historical Evidence from England and Wales," NBER Working Papers 22553, National Bureau of Economic Research, Inc.
    4. Paolo Maggioni, 2011. "The introduction of limited liability in nineteenth century England," Openloc Working Papers 1116, Public policies and local development.

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