Early View

Early View articles are fully reviewed, revised, edited and proof-read papers that have not yet been assigned to an issue.

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Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L ‐statistics

Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production

  • Author: Cinzia Daraio, Léopold Simar, Paul W. Wilson
  • Published Online on 18 January 2018
  • DOI: 10.1111/ectj.12103

Adaptive wild bootstrap tests for a unit root with non‐stationary volatility

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