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person:"Ullah, Aman"
subject:"Theory"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~subject:"Mean reversion"
~subject:"Statistische Verteilung"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Mean reversion
Statistische Verteilung
Estimation theory
106
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106
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51
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21
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21
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Ullah, Aman
Franses, Philip Hans
Krämer, Walter
Phillips, Peter C. B.
35
Andrews, Donald W. K.
31
Newey, Whitney K.
29
Gouriéroux, Christian
26
Li, Qi
26
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
22
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20
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20
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20
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20
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19
Lee, Lung-fei
18
Robinson, Peter M.
18
Granger, C. W. J.
17
Linton, Oliver
17
Hahn, Jinyong
16
Srivastava, Virendra K.
16
Bera, Anil K.
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
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14
Ghysels, Eric
14
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14
Kelejian, Harry H.
14
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14
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14
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14
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14
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14
Bai, Jushan
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Imbens, Guido
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13
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Economics letters
11
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8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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2
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1
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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ECONIS (ZBW)
56
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1
Note on approximate skewness and kurtosis of the two-stage least-square estimator
Nagar, Anirudh L.
;
Ullah, Aman
- In:
Indian economic review : official journal of Delhi …
54
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012226200
Saved in:
2
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
3
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:
4
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
5
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:
6
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
Saved in:
7
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
8
Finite sample properties of FGLS estimator for random-effects model under non-normality
Ullah, Aman
;
Huang, Xiao
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 67-89)
.
2006
Persistent link: https://www.econbiz.de/10003331427
Saved in:
9
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
Saved in:
10
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
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