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92
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Journal of econometrics
17
Cowles Foundation discussion paper
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
Journal of quantitative economics : official journal of the Indian Econometric Society
6
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Applying Kernel and nonparametric estimation to economic topics
1
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1
Econometric analysis of financial and economic time series
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ECONIS (ZBW)
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Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong
;
Ullah, Aman
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
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2
Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems
Wang, Yun
;
Zhang, Liwei
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003905233
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3
The investor behavior and futures market volatility : a theory and empirical study based on the OLG model and high-frequency data
Wang, Yun
;
Hua, Renhai
;
Zhang, Zongcheng
- In:
China finance review international
1
(
2011
)
4
,
pp. 388-407
Persistent link: https://www.econbiz.de/10009657765
Saved in:
4
Non-parametric estimation of econometric functionals
Ullah, Aman
- In:
The Canadian journal of economics
21
(
1988
)
3
,
pp. 625-658
Persistent link: https://www.econbiz.de/10001055808
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5
Specification analysis of econometric models
Ullah, Aman
- In:
Journal of quantitative economics : official journal of …
1
(
1985
)
2
,
pp. 187-209
Persistent link: https://www.econbiz.de/10001056921
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6
Uses of entropy and divergence measures for econometric approximations and inference
Ullah, Aman
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 313-326
Persistent link: https://www.econbiz.de/10001651313
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7
Finite sample econometrics
Ullah, Aman
-
2004
Persistent link: https://www.econbiz.de/10001851108
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8
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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9
On sample skewness and kurtosis
Bao, Yong
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 415-448
Persistent link: https://www.econbiz.de/10009717785
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10
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
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