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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
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On sample skewness and kurtosis
Bao, Yong - In: Econometric reviews 32 (2013) 1/4, pp. 415-448
Persistent link: https://www.econbiz.de/10009717785
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The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong - In: Econometric reviews 37 (2018) 1/5, pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
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Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong - In: Econometric reviews 42 (2023) 3, pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
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Empirical characteristic functions estimation and its applications
Yu, Jun - In: Econometric reviews 23 (2004) 2, pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
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Robustify financial time series forecasting with bagging
Jin, Sainan; Su, Liangjun; Ullah, Aman - In: Econometric reviews 33 (2014) 5/6, pp. 575-605
Persistent link: https://www.econbiz.de/10010360787
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Special issue in honor of Aman Ullah
Li, Qi (ed.); Ullah, Aman (honouree) - 2015
Persistent link: https://www.econbiz.de/10011483310
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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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A class of improved parametrically guided nonparametric regression estimators
Martins-Filho, Carlos; Mishra, Santosh; Ullah, Aman - In: Econometric reviews 27 (2008) 4/6, pp. 542-573
Persistent link: https://www.econbiz.de/10003761336
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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