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Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010188619
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Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Bao, Yong; Ullah, Aman; Zhang, Ru - In: Essays in honor of Peter C. B. Phillips, (pp. 65-92). 2014
Persistent link: https://www.econbiz.de/10010442878
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Nonparametric and Semiparametric Estimation of a Set of Regression Equations
Ullah, Aman; Wang, Yun - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881210
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Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
Bao, Yong - 2016
An extensive literature in econometrics focuses on finding the exact and approximate first and second moments of the least-squares estimator in the stable first-order linear autoregressive model with normally distributed errors. Recently, Kiviet and Phillips (2005) developed approximate moments...
Persistent link: https://www.econbiz.de/10012998042
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Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
Bao, Yong; Ullah, Aman; Zhang, Ru - In: Essays in honor of Peter C.B. Phillips, (pp. 65-92). 2014
An extensive literature in econometrics focuses on finding the exact and approximate first and second moments of the least-squares estimator in the stable first-order linear autoregressive model with normally distributed errors. Recently, Kiviet and Phillips (2005) developed approximate moments...
Persistent link: https://www.econbiz.de/10015369577
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Finite-sample bias of the QMLE in spatial autoregressive models
Bao, Yong - In: Econometric theory 29 (2013) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10009747878
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Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982
Persistent link: https://www.econbiz.de/10000922051
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Improved combined parametric and nonparametric regressions : estimation and hypothesis testing
Rahman, Mezbahur; Ullah, Aman - In: Handbook of applied econometrics and statistical inference, (pp. 159-176). 2002
Persistent link: https://www.econbiz.de/10001701973
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Consistent estimation of regression coefficients in replicated data with non-normal measurement errors
Ullah, Aman; Shalabh; Mukherjee, Debasri - In: Annals of economics and finance 2 (2001) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10001732274
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Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210
Persistent link: https://www.econbiz.de/10010497090