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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
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Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong; Ullah, Aman; Wang, Yun; Yu, Jun - In: Economics letters 134 (2015), pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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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/10010137747
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Moments of OLS estimators in an autoregressive moving average model with explanatory variables
Ullah, Aman - In: Economics letters 21 (1986) 3, pp. 265-269
Persistent link: https://www.econbiz.de/10001016352
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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
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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/10003035733
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A semiparametric conditional duration model
Dungey, Mardi H.; Long, Xiangdong; Ullah, Aman; Wang, Yun - In: Economics letters 124 (2014) 3, pp. 362-366
Persistent link: https://www.econbiz.de/10010495203
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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/10003336513
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On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Zhang, Xinyu; Ullah, Aman; Zhao, Shangwei - In: Economics letters 142 (2016), pp. 69-73
Persistent link: https://www.econbiz.de/10011616687
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A class of model averaging estimators
Zhao, Shangwei; Ullah, Aman; Zhang, Xinyu - In: Economics letters 162 (2018), pp. 101-106
Persistent link: https://www.econbiz.de/10011939785