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A new study on asymptotic optimality of least squares model averaging
Zhang, Xinyu - In: Econometric theory 37 (2021) 2, pp. 388-407
Persistent link: https://www.econbiz.de/10012505398
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ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
Qin, Huaizhen; Wan, Alan T.K. - In: Econometric theory 20 (2004) 4, pp. 690-700
Persistent link: https://www.econbiz.de/10006962882
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Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression
Singh, Radhey S. - In: Econometric theory 1 (1985) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10001072749
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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun; Ullah, Aman - In: Econometric theory 22 (2006) 1, pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
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The ET interview: Esfandiar (Essie) Maasoumi
Maasoumi, Esfandiar (interviewee); Ullah, Aman (interviewer) - In: Econometric theory 36 (2020) 6, pp. 983-1024
Persistent link: https://www.econbiz.de/10012404088
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Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi - In: Econometric theory 35 (2019) 4, pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
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Inference after model averaging in linear regression models
Zhang, Xinyu; Liu, Chu-An - In: Econometric theory 35 (2019) 4, pp. 816-841
Persistent link: https://www.econbiz.de/10012386835
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On the Bias of Standard Errors of the LS Residual and the Regression Coefficients under the Nonnormal Errors
Ullah, Aman; Breuning, Robert - In: Econometric theory 12 (1996) 5, pp. 868
Persistent link: https://www.econbiz.de/10007002480
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On the Bias of Standard Errors of the LS Residual under Nonnormal Errors
Leiberman, Offer; Ullah, Aman; Breunig, Robert - In: Econometric theory 13 (1997) 6, pp. 896
Persistent link: https://www.econbiz.de/10006995374