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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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2
On sample skewness and kurtosis
Bao, Yong
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 415-448
Persistent link: https://www.econbiz.de/10009717785
Saved in:
3
The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
Saved in:
4
Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
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5
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
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6
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
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7
Estimation of the vector moving average model by vector autoregression
Galbraith, John W.
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10001704803
Saved in:
8
Robustify financial time series forecasting with bagging
Jin, Sainan
;
Su, Liangjun
;
Ullah, Aman
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 575-605
Persistent link: https://www.econbiz.de/10010360787
Saved in:
9
A class of improved parametrically guided nonparametric regression estimators
Martins-Filho, Carlos
;
Mishra, Santosh
;
Ullah, Aman
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 542-573
Persistent link: https://www.econbiz.de/10003761336
Saved in:
10
Special issue in honor of Aman Ullah
Li, Qi
(
ed.
);
Ullah, Aman
(
honouree
)
-
2015
Persistent link: https://www.econbiz.de/10011483310
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