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~isPartOf:"Applied quantitative finance : theory and computational tools"
~isPartOf:"Econometric reviews"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Ullah, Aman"
~subject:"Bildungsertrag"
~subject:"Schätzung"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
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1
Testing additive separability of error term in nonparametric structural models
Su, Liangjun
;
Tu, Yundong
;
Ullah, Aman
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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2
Estimation of the vector moving average model by vector autoregression
Galbraith, John W.
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10001704803
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3
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
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4
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
Saved in:
5
Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut
;
Siedenburg, Florian
;
Yabibal Mulualem …
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 727-750
Persistent link: https://www.econbiz.de/10011589870
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