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person:"Ullah, Aman"
subject:"Theory"
~isPartOf:"Econometric theory"
~isPartOf:"Studies in empirical economics"
~person:"Chambers, Marcus J."
~person:"Robinson, Peter M."
~subject:"Panel"
~subject:"Schätztheorie"
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Ullah, Aman
Chambers, Marcus J.
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Phillips, Peter C. B.
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1
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
2
Inference on nonparametrically trending time series with fractional errors
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1716-1733
Persistent link: https://www.econbiz.de/10003904438
Saved in:
3
More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
Saved in:
4
Estimation of differential-difference equation systems with unknown lag parameters
Ercolani, Joanne S.
;
Chambers, Marcus J.
- In:
Econometric theory
22
(
2006
)
3
,
pp. 483-498
Persistent link: https://www.econbiz.de/10003307489
Saved in:
5
Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
Saved in:
6
The asymptotic efficiency of cointegration estimators under temporal aggregation
Chambers, Marcus J.
- In:
Econometric theory
19
(
2003
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
Saved in:
7
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
8
Temporal aggregation and the finite sample performance of spetral regression estimators in cointegrated systems : a simulation study
Chambers, Marcus J.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001589026
Saved in:
9
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
10
The estimation of continuous parameter long-memory time series models
Chambers, Marcus J.
- In:
Econometric theory
12
(
1996
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10001205637
Saved in:
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