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~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~person:"Ullah, Aman"
~source:"econis"
~subject:"Estimation theory"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
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42
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42
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Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Peel, David
Ullah, Aman
Gupta, Rangan
23
Baltagi, Badi H.
22
McAleer, Michael
20
Chang, Tsangyao
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Li, Qi
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Kumbhakar, Subal
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Maasoumi, Esfandiar
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Stengos, Thanasēs
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Hahn, Jinyong
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Fan, Jianqing
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Ohtani, Kazuhiro
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Tran-van-Hoa
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Tu, Yundong
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Österholm, Pär
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Cook, Steven
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Su, Liangjun
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Westerlund, Joakim
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9
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8
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Applied economics letters
Econometric reviews
Economics letters
Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Applied economics
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Journal of econometrics
5
Jahrbücher für Nationalökonomie und Statistik
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
Econometric theory
3
International review of financial analysis
3
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3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Applied financial economics
2
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2
Indian economic review : official journal of Delhi School of Economics
2
Journal of finance and investment analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Economic modelling
1
Economica
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic review
1
International journal of forecasting
1
International journal of the economics of business
1
International review of economics & finance : IREF
1
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Journal of econometric methods
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
2
Nonparametric estimation of marginal effects in regression-spline random effects models
Ma, Shujie
;
Racine, Jeffrey
;
Ullah, Aman
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 792-825
Persistent link: https://www.econbiz.de/10012295582
Saved in:
3
Ratio tests under limiting normality
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 793-813
Persistent link: https://www.econbiz.de/10012181358
Saved in:
4
A class of model averaging estimators
Zhao, Shangwei
;
Ullah, Aman
;
Zhang, Xinyu
- In:
Economics letters
162
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
Saved in:
5
The second-order bias of quantile estimators
Lee, Tae-hwy
;
Ullah, Aman
;
Wang, He
- In:
Economics letters
173
(
2018
),
pp. 143-147
Persistent link: https://www.econbiz.de/10012022969
Saved in:
6
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
7
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:
8
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
9
Interval estimation : an information theoretic approach
Golan, Amos
;
Ullah, Aman
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 781-795
Persistent link: https://www.econbiz.de/10011795492
Saved in:
10
Momentum crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 387-391
Persistent link: https://www.econbiz.de/10011705358
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