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person:"Stambaugh, Robert F."
~person:"Teräsvirta, Timo"
~person:"Ullah, Aman"
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Search: subject_exact:"Estimation theory"
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Estimation theory
149
Schätztheorie
149
Time series analysis
48
Zeitreihenanalyse
48
Theorie
47
Theory
47
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Estimation
21
Schätzung
21
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20
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20
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16
Regressionsanalyse
16
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16
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16
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14
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14
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13
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13
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12
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12
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10
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10
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9
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9
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9
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Article
83
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66
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68
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37
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English
149
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Stambaugh, Robert F.
Teräsvirta, Timo
Ullah, Aman
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
75
Li, Qi
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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Ekonomiska forskningsinstitutet <Stockholm>
8
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1
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1
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CREATES research paper
11
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10
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8
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8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Discussion paper / Tinbergen Institute
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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3
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Econometrics : open access journal
3
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3
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Handbook of applied econometrics and statistical inference
2
Indian economic review : official journal of Delhi School of Economics
2
Oxford bulletin of economics and statistics
2
SSE EFI working paper series in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Working papers series in theoretical and applied economics
2
Advances in econometrics
1
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
CEA_372Cass working paper series
1
CORE discussion papers : DP
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Economics discussion paper
1
Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays in honor of Peter C. B. Phillips
1
Handbook of economic forecasting ; 1
1
Handbook of empirical economics and finance
1
Handbook of financial time series
1
Journal of econometric methods
1
Journal of empirical finance
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ECONIS (ZBW)
149
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61
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
Saved in:
62
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 273-326)
.
2013
Persistent link: https://www.econbiz.de/10010252324
Saved in:
63
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
Saved in:
64
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
Saved in:
65
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
Saved in:
66
Nonparametric and semiparametric panel econometric models : estimation and testing
Su, Liangjun
;
Ullah, Aman
- In:
Handbook of empirical economics and finance
,
(pp. 455-497)
.
2011
Persistent link: https://www.econbiz.de/10009130109
Saved in:
67
Semiparametric estimator of time series conditional variance
Mishra, Santosh
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 256-274
Persistent link: https://www.econbiz.de/10008736224
Saved in:
68
Functional coefficient estimation with both categorical and continuous data
Su, Liangjun
;
Chen, Ye
;
Ullah, Aman
- In:
Nonparametric econometric methods
,
(pp. 131-167)
.
2010
Persistent link: https://www.econbiz.de/10010216409
Saved in:
69
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
70
On skewness and kurtosis of econometric estimators
Bao, Yong
;
Ullah, Aman
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 232-247
Persistent link: https://www.econbiz.de/10003875656
Saved in:
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