A new test statistic and bootstrap for independence testing of high-dimensional nonstationary time series that avoids whitening by removing temporal dependence bias under the null.
Closed-skew Normality in Stochastic Frontiers with Individual Effects and Long/Short-run Efficiency
2 Pith papers cite this work, alongside 4 external citations. Polarity classification is still indexing.
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Proposes hybrid estimation for panel stochastic frontier models with latent groups for heterogeneity, with simulation support and application to U.S. bank cost efficiency.
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Tests for Independence of High-Dimensional Nonstationary Time Series
A new test statistic and bootstrap for independence testing of high-dimensional nonstationary time series that avoids whitening by removing temporal dependence bias under the null.
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Panel Stochastic Frontier Models with Latent Group Structures
Proposes hybrid estimation for panel stochastic frontier models with latent groups for heterogeneity, with simulation support and application to U.S. bank cost efficiency.