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person:"Ullah, Aman"
subject:"Theory"
~person:"Horowitz, Joel"
~person:"Imbens, Guido"
~person:"Kohn, Robert"
~subject:"Mean reversion"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Mean reversion
Estimation theory
125
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125
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56
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38
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38
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19
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Ullah, Aman
Horowitz, Joel
Imbens, Guido
Kohn, Robert
Andrews, Donald W. K.
31
Phillips, Peter C. B.
31
Newey, Whitney K.
28
Gouriéroux, Christian
26
Li, Qi
25
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
22
King, Maxwell L.
20
Krämer, Walter
20
Giles, David E. A.
19
McAleer, Michael
19
Lee, Lung-fei
18
Robinson, Peter M.
18
Wooldridge, Jeffrey M.
18
Granger, C. W. J.
17
Srivastava, Virendra K.
16
Hahn, Jinyong
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Hendry, David F.
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
Smith, Richard J.
14
Bai, Jushan
13
Bera, Anil K.
13
Franses, Philip Hans
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Powell, James
13
Rilstone, Paul
13
Dufour, Jean-Marie
12
Ghysels, Eric
12
Hausman, Jerry A.
12
Heckman, James J.
12
Hsiao, Cheng
12
Lee, Myoung-jae
12
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of econometrics
13
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric reviews
5
Economics letters
4
The review of economic studies
3
Econometric theory
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
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1
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Evaluation of training and other social programmes
1
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Panel data econometrics : theoretical contributions and empirical applications
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Special issue on topics in applied econometrics
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ECONIS (ZBW)
58
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1
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:
2
Matching methods in practice : three examples
Imbens, Guido
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 373-419
Persistent link: https://www.econbiz.de/10011305700
Saved in:
3
Ill-posed inverse problems in economics
Horowitz, Joel
- In:
Annual review of economics
6
(
2014
),
pp. 21-51
Persistent link: https://www.econbiz.de/10011379933
Saved in:
4
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:
5
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
6
Identification and estimation of triangular simultaneous equations models without additivity
Imbens, Guido
;
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10003914924
Saved in:
7
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:
8
Testing a parametric model against a nonparametric alternative with identification through instrumental variables
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10003316413
Saved in:
9
Large sample properties of matching estimators for average treatment efects
Abadie, Alberto
;
Imbens, Guido
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
1
,
pp. 235-268
Persistent link: https://www.econbiz.de/10003295590
Saved in:
10
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:
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