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person:"Ullah, Aman"
subject:"Theory"
~person:"Krämer, Walter"
~subject:"Mean reversion"
~subject:"Statistische Verteilung"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Mean reversion
Statistische Verteilung
Estimation theory
88
Schätztheorie
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38
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20
Nonparametric statistics
20
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14
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Ullah, Aman
Krämer, Walter
Phillips, Peter C. B.
34
Andrews, Donald W. K.
31
Newey, Whitney K.
29
Gouriéroux, Christian
26
Li, Qi
26
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
22
Giles, David E. A.
20
Horowitz, Joel
20
King, Maxwell L.
20
Wooldridge, Jeffrey M.
20
McAleer, Michael
19
Lee, Lung-fei
18
Robinson, Peter M.
18
Granger, C. W. J.
17
Linton, Oliver
17
Hahn, Jinyong
16
Srivastava, Virendra K.
16
Bera, Anil K.
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Dufour, Jean-Marie
14
Ghysels, Eric
14
Hendry, David F.
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
McDonald, James B.
14
Rilstone, Paul
14
Smith, Richard J.
14
White, Halbert
14
Bai, Jushan
13
Franses, Philip Hans
13
Godfrey, L. G.
13
Hill, Rufus Carter
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Imbens, Guido
13
Powell, James
13
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12
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Economics letters
10
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Journal of econometrics
5
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Econometric analysis of financial markets
1
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Indian economic review : official journal of Delhi School of Economics
1
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Panel data econometrics : theoretical contributions and empirical applications
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ECONIS (ZBW)
43
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1
Note on approximate skewness and kurtosis of the two-stage least-square estimator
Nagar, Anirudh L.
;
Ullah, Aman
- In:
Indian economic review : official journal of Delhi …
54
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012226200
Saved in:
2
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:
3
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
120
(
2013
)
2
,
pp. 146-148
Persistent link: https://www.econbiz.de/10010127806
Saved in:
4
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
5
On skewness and kurtosis of econometric estimators
Bao, Yong
;
Ullah, Aman
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 232-247
Persistent link: https://www.econbiz.de/10003875656
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
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