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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Ullah, Aman"
~subject:"Nichtparametrisches Verfahren"
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Stochastic process
Volatility
Nichtparametrisches Verfahren
Estimation theory
6
Schätztheorie
6
Nonparametric statistics
2
Theorie
2
Theory
2
B-spline
1
Biasing factors
1
Discretization
1
Distribution
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Economics of information
1
Entropie
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Entropy
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Estimation
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GLS
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Informationsökonomik
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Mean Reversion
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Mean reversion
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Mehrebenenanalyse
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Microeconometrics
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Mikroökonometrie
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Multi-level analysis
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Ornstein-Uhlenbeck process
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Schätzung
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Statistical distribution
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Statistische Verteilung
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Stochastischer Prozess
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Weather
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Wetter
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consistent
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entropy
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information
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mallows
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mean reversion estimator
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moment conditions
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ridge estimator
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squared error loss
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weather patterns
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weight
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Ullah, Aman
Racine, Jeffrey
5
Cai, Zongwu
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Gao, Jiti
3
Hsiao, Cheng
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Li, Qi
3
Maasoumi, Esfandiar
3
Otsu, Taisuke
3
Taylor, Luke
3
Teräsvirta, Timo
3
Dong, Hao
2
Fan, Yanqin
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Fang, Ying
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Liang, Zhongwen
2
Linton, Oliver
2
Martins-Filho, Carlos
2
McAleer, Michael
2
Nishiyama, Yoshihiko
2
Silvapulle, Mervyn J.
2
Sun, Yiguo
2
Tran, Kien C.
2
Tsionas, Efthymios G.
2
Wan, Alan T. K.
2
Yao, Feng
2
Zhang, Xibin
2
Ai, Chunrong
1
Amado, Cristina
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Ando, Tomohiro
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Atchadé, Yves F.
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Bai, Jushan
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Bao, Yong
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Benini, Giacomo
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Econometric reviews
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Handbook of applied econometrics and statistical inference
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
2
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of empirical economics and finance
1
Journal of econometric methods
1
Journal of risk and financial management : JRFM
1
Nonparametric econometric methods
1
Studies in Empirical Economics
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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Nonparametric estimation of marginal effects in regression-spline random effects models
Ma, Shujie
;
Racine, Jeffrey
;
Ullah, Aman
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 792-825
Persistent link: https://www.econbiz.de/10012295582
Saved in:
2
A semiparametric generalized ridge estimator and link with model averaging
Ullah, Aman
;
Wan, Alan T. K.
;
Wang, Huansha
;
Zhang, Xinyu
; …
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 370-384
Persistent link: https://www.econbiz.de/10011795220
Saved in:
3
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
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