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subject:"CAPM"
subject:"Estimation"
~person:"King, Maxwell L."
~person:"Ullah, Aman"
~subject:"Theory"
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CAPM
Estimation
Theory
Estimation theory
117
Schätztheorie
117
Theorie
49
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regressionsanalyse
17
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16
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14
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10
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60
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King, Maxwell L.
Ullah, Aman
Pesaran, M. Hashem
89
Härdle, Wolfgang
78
Phillips, Peter C. B.
67
Gouriéroux, Christian
57
Linton, Oliver
53
Newey, Whitney K.
48
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Heckman, James J.
44
Baltagi, Badi H.
43
Swanson, Norman R.
43
Gao, Jiti
42
McAleer, Michael
42
Diebold, Francis X.
41
Giles, David E. A.
36
Imbens, Guido
36
Kapetanios, George
36
Robinson, Peter M.
36
Hsiao, Cheng
34
Horowitz, Joel
33
Li, Qi
33
Winkelmann, Rainer
33
Koop, Gary
32
Lechner, Michael
32
Lütkepohl, Helmut
31
Zakoïan, Jean-Michel
31
Angrist, Joshua D.
29
Dufour, Jean-Marie
29
Kohn, Robert
28
Lee, Lung-fei
28
Marcellino, Massimiliano
28
Brännäs, Kurt
27
Granger, C. W. J.
27
Wooldridge, Jeffrey M.
27
Bera, Anil K.
26
Cai, Zongwu
26
Hahn, Jinyong
26
Ohtani, Kazuhiro
26
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Journal of econometrics
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Econometric reviews
6
Economics letters
6
Working paper / Department of Econometrics and Business Statistics, Monash University
5
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3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
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2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Discussion paper / Center for Economic Research, Tilburg University
1
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1
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1
Handbook of applied econometrics and statistical inference
1
Handbook of empirical economics and finance
1
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1
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1
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1
Panel data econometrics : theoretical contributions and empirical applications
1
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1
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1
The Canadian journal of economics
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The review of economic studies
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
2
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2020
Persistent link: https://www.econbiz.de/10012602650
Saved in:
3
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
Saved in:
4
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
Saved in:
5
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
6
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
7
Nonparametric and Semiparametric Estimation of a Set of Regression Equations
Ullah, Aman
;
Wang, Yun
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881210
Saved in:
8
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Saved in:
9
Nonparametric and semiparametric panel econometric models : estimation and testing
Su, Liangjun
;
Ullah, Aman
- In:
Handbook of empirical economics and finance
,
(pp. 455-497)
.
2011
Persistent link: https://www.econbiz.de/10009130109
Saved in:
10
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
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