Christine Amsler

M 1:30-2:30p

• EC 202-003 | MW 10:20-11:40a | 103 EH
• EC 202-004 | MW 8:30-9:50a | 103 EH

• Econometrics
• Efficiency and productivity measurement

• Goodness of Fit Tests in Stochastic Frontier Models, with Peter Schmidt and Wei-Siang Wang, Journal of Productivity Analysis, forthcoming.

• The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series, with Peter Schmidt and Timothy J. Vogelsang, Journal of Time Series Econometrics: Vol. 1 : Iss. 1, Article 5, 2009.

• A Survey of Stochastic Frontier Models and Likely Future Developments, with Young Hoon Lee and Peter Schmidt, Seoul Journal of Economics, 22, 2009.

• A Robust Version of the KPSS Test Based on Indicators, with Robert deJong and Peter Schmidt, Journal of Econometrics, 137, 2007.

• Interpreting and Testing the Scaling Property in Models Where Inefficiency Depends on Firm Characteristics, with Antonio Alvarez, Luis Orea, and Peter Schmidt, Journal of Productivity Analysis, 25, 2006.

• Tests of Short Memory with Thick Tailed Errors, with Christine Amsler

• Estimation and Inference in Parametric Deterministic Frontier Models, with Christine Amsler and Michael Leonard

• Using Copulas to Model Time Dependence in Stochastic Frontier Models, with Christine Amsler and Artem Prokhorov