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A semiparametric conditional duration model
Dungey, Mardi; Long, Xiangdong; Ullah, Aman; Wang, Yun - In: Economics Letters 124 (2014) 3, pp. 362-366
We propose a new semiparametric autoregressive duration (SACD) model, which incorporates the parametric and nonparametric estimators of the conditional duration in a multiplicative way. Asymptotic properties for this combined estimator are presented. The empirical application to the transaction...
Persistent link: https://www.econbiz.de/10010930724
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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/10005158725
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Estimation and testing in a regression model with spherically symmetric errors
Ullah, Aman; Zinde-Walsh, Victoria - In: Economics Letters 17 (1985) 1-2, pp. 127-132
Persistent link: https://www.econbiz.de/10005296627
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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/10005296759
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The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman; Giles, David E. A. - In: Economics Letters 26 (1988) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10005297051
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The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models
Ullah, Aman - In: Economics Letters 6 (1980) 4, pp. 339-344
Persistent link: https://www.econbiz.de/10005297080
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A distributed lag estimator derived from Shiller's smoothness priors : An extension
Ullah, Aman; Raj, Baldev - In: Economics Letters 2 (1979) 3, pp. 219-223
Persistent link: https://www.econbiz.de/10005307219
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Profile likelihood estimation of partially linear panel data models with fixed effects
Su, Liangjun; Ullah, Aman - In: Economics Letters 92 (2006) 1, pp. 75-81
Persistent link: https://www.econbiz.de/10005307754
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The approximate distribution function of the Stein-rule estimator
Ullah, Aman - In: Economics Letters 10 (1982) 3-4, pp. 305-308
Persistent link: https://www.econbiz.de/10005269855
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Moments of OLS estimators in an autoregressive moving average model with explanatory variables
Ullah, Aman; Maasoumi, Esfandiar - In: Economics Letters 21 (1986) 3, pp. 265-269
Persistent link: https://www.econbiz.de/10005270176