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subject:"Simulation"
subject:"Theory"
~person:"Kohn, Robert"
~person:"Ullah, Aman"
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Simulation
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Estimation theory
124
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124
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48
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31
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31
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20
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Kohn, Robert
Ullah, Aman
Härdle, Wolfgang
68
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59
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53
Gouriéroux, Christian
50
Andrews, Donald W. K.
45
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42
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42
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38
McAleer, Michael
37
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36
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35
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33
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30
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30
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29
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29
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28
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26
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26
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26
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26
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25
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25
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25
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25
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24
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24
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24
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24
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23
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23
Lee, Lung-fei
23
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22
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22
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22
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21
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21
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48
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1
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
2
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
3
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
Saved in:
4
Finite sample properties of FGLS estimator for random-effects model under non-normality
Ullah, Aman
;
Huang, Xiao
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 67-89)
.
2006
Persistent link: https://www.econbiz.de/10003331427
Saved in:
5
A nonparametric random effects estimator
Henderson, Daniel J.
;
Ullah, Aman
- In:
Economics letters
88
(
2005
)
3
,
pp. 403-407
Persistent link: https://www.econbiz.de/10003035733
Saved in:
6
Uses of entropy and divergence measures for econometric approximations and inference
Ullah, Aman
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 313-326
Persistent link: https://www.econbiz.de/10001651313
Saved in:
7
Handbook of applied econometrics and statistical inference
Ullah, Aman
(
ed.
);
Wan, Alan T. K.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001653280
Saved in:
8
Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert
;
Marron, James Stephen
;
Yau, Paul
-
1999
Persistent link: https://www.econbiz.de/10001415005
Saved in:
9
Nonparametric seemingly unrelated regression
Smith, Michael S.
-
1998
Persistent link: https://www.econbiz.de/10000988095
Saved in:
10
Estimating partially linear panel data models with one-way error components
Li, Qi
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
Saved in:
11
A Bayesian approach to robust binary nonparametric regression
Wood, Sally
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000957960
Saved in:
12
A Bayesian approach to nonparametric bivariate regression
Smith, Michael S.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000957963
Saved in:
13
Diagnostics for time series analysis
Gerlach, Richard
;
Carter, Chris K.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000965127
Saved in:
14
Bayesian semiparametric regression : an exposition and application to print advertising data
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000983137
Saved in:
15
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
16
Finite sample performance of robust Bayesian regression
Smith, Michael S.
;
Sheather, Simon J.
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000942995
Saved in:
17
Additive nonparametric regression for time series
Smith, Michael S.
;
Wong, Chi-ming
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000947881
Saved in:
18
The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 369-395
Persistent link: https://www.econbiz.de/10001204698
Saved in:
19
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
20
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
Saved in:
21
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
Saved in:
22
Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.
;
Kohn, Robert
-
1995
Persistent link: https://www.econbiz.de/10000912047
Saved in:
23
The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K.
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001180040
Saved in:
24
Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virendra K.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001196305
Saved in:
25
Robust nonparametric regression with automatic data transformation and variable selection
Smith, Michael S.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000900988
Saved in:
26
Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
Saved in:
27
Testing for linearity in a semiparametric regression model
Shively, Thomas S.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
Saved in:
28
Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000887142
Saved in:
29
A Bayesian approach to estimating and forecasting additive nonparametric autoregressive models
Wong, Chi-ming
;
Kohn, Robert
-
1993
Persistent link: https://www.econbiz.de/10000875902
Saved in:
30
A Bayesian analysis of integrated moving average models
Barnett, Glen
;
Kohn, Robert
;
Sheather, Simon J.
-
1993
Persistent link: https://www.econbiz.de/10000867508
Saved in:
31
Nonparametric spline regression with prior information
Ansley, Craig F.
;
Kohn, Robert
;
Wong, Chi-ming
-
1992
Persistent link: https://www.econbiz.de/10000846930
Saved in:
32
Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.
;
Kohn, Robert
;
Shively, Thomas S.
-
1991
Persistent link: https://www.econbiz.de/10000846932
Saved in:
33
Computing p-values for the generalized Durbin-Watson statistic and residual autocorrelations in regression
Kohn, Robert
;
Shively, Thomas S.
;
Ansley, Craig F.
-
1991
Persistent link: https://www.econbiz.de/10000846935
Saved in:
34
Rao's score test in econometrics
Bera, Anil K.
;
Ullah, Aman
-
1991
Persistent link: https://www.econbiz.de/10000821164
Saved in:
35
The performance of cross-validation and maximum likelihood estimators of spline smoothing parameters
Kohn, Robert
;
Ansley, Craig F.
;
Tharm, David
-
1990
Persistent link: https://www.econbiz.de/10000847226
Saved in:
36
The estimation of residual standard deviation in spline regression
Ansley, Craig F.
;
Kohn, Robert
;
Tharm, David
-
1990
Persistent link: https://www.econbiz.de/10000847252
Saved in:
37
Contributions to econometric theory and application : essays in honour of A. L. Nagar
Dutta, Jaysari
;
Ullah, Aman
-
1990
Persistent link: https://www.econbiz.de/10000080631
Saved in:
38
Evaluation of the two-stage least squares distribution function by Imhof's procedure
Cribbett, P. F.
- In:
Journal of quantitative economics : official journal of …
5
(
1989
)
1
,
pp. 91-96
Persistent link: https://www.econbiz.de/10001078696
Saved in:
39
Semiparametric and nonparametric econometrics
Ullah, Aman
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10014002743
Saved in:
40
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
41
Estimation of a probability density function with applications to nonparametric inference in econometrics
Ullah, Aman
- In:
Anvesak : journal of the Sardar Patel Institute of …
18
(
1988
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001101385
Saved in:
42
Nonparametric kernel estimation of econometric parameters
Ullah, Aman
- In:
Journal of quantitative economics : official journal of …
4
(
1988
)
1
,
pp. 81-87
Persistent link: https://www.econbiz.de/10001057087
Saved in:
43
The econometric analysis of models with risk terms
Pagan, Adrian R.
- In:
Journal of applied econometrics
3
(
1988
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001078434
Saved in:
44
Non-parametric estimation of econometric functionals
Ullah, Aman
- In:
The Canadian journal of economics
21
(
1988
)
3
,
pp. 625-658
Persistent link: https://www.econbiz.de/10001055808
Saved in:
45
Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon
;
Ullah, Aman
-
1987
Persistent link: https://www.econbiz.de/10000887762
Saved in:
46
Specification analysis in special rational distributed lag and other dynammic models
Maasoumi, Esfandiar
- In:
Journal of quantitative economics : official journal of …
3
(
1987
)
2
,
pp. 203-211
Persistent link: https://www.econbiz.de/10001056476
Saved in:
47
Estimation of linear models with moving average disturbances
Ullah, Aman
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001056712
Saved in:
48
Specification analysis of econometric models
Ullah, Aman
- In:
Journal of quantitative economics : official journal of …
1
(
1985
)
2
,
pp. 187-209
Persistent link: https://www.econbiz.de/10001056921
Saved in:
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