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person:"Ullah, Aman"
subject:"Theory"
~person:"Heiler, Siegfried"
~person:"Härdle, Wolfgang"
~subject:"ARCH model"
~subject:"Mean reversion"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Theory
ARCH model
Mean reversion
Estimation theory
81
Schätztheorie
81
Theorie
32
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Regression analysis
17
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17
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12
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12
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11
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35
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Ullah, Aman
Heiler, Siegfried
Härdle, Wolfgang
Andrews, Donald W. K.
31
Phillips, Peter C. B.
31
Newey, Whitney K.
28
Gouriéroux, Christian
26
Baltagi, Badi H.
25
Li, Qi
25
McAleer, Michael
24
Pesaran, M. Hashem
23
Krämer, Walter
22
Ohtani, Kazuhiro
22
Zakoïan, Jean-Michel
22
Francq, Christian
20
Horowitz, Joel
20
King, Maxwell L.
20
Giles, David E. A.
19
Lee, Lung-fei
18
Robinson, Peter M.
18
Wooldridge, Jeffrey M.
18
Granger, C. W. J.
17
Lütkepohl, Helmut
17
Linton, Oliver
16
Srivastava, Virendra K.
16
Hahn, Jinyong
15
Kelejian, Harry H.
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Teräsvirta, Timo
15
Bai, Jushan
14
Dufour, Jean-Marie
14
Hendry, David F.
14
Smith, Richard J.
14
Bera, Anil K.
13
Franses, Philip Hans
13
Ghysels, Eric
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Hsiao, Cheng
13
Orme, Chris D.
13
Perron, Pierre
13
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Journal of quantitative economics : official journal of the Indian Econometric Society
6
Economics letters
4
Journal of econometrics
4
Econometric reviews
3
Econometric theory
2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Applied quantitative finance
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Institutional arrangements for global economic integration
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Neuere Verfahren der Saisonbereinigung
1
Nonparametric dynamic modelling
1
Panel data econometrics : theoretical contributions and empirical applications
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
The Canadian journal of economics
1
The econometrics journal
1
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ECONIS (ZBW)
36
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1
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
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
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:
5
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
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
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:
8
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:
9
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
10
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
Saved in:
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