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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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2
More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
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3
Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression
Singh, Radhey S.
- In:
Econometric theory
1
(
1985
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10001072749
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4
The ET interview: Esfandiar (Essie) Maasoumi
Maasoumi, Esfandiar
(
interviewee
);
Ullah, Aman
(
interviewer
)
- In:
Econometric theory
36
(
2020
)
6
,
pp. 983-1024
Persistent link: https://www.econbiz.de/10012404088
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5
Exact moments for autoregressive and random walk models for a zero or stationary initial value
Vinod, Hrishikesh D.
- In:
Econometric theory
12
(
1996
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10001207532
Saved in:
6
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2012
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10010073740
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7
On the Bias of Standard Errors of the LS Residual under Nonnormal Errors
Leiberman, Offer
;
Ullah, Aman
;
Breunig, Robert
- In:
Econometric theory
13
(
1997
)
6
,
pp. 896
Persistent link: https://www.econbiz.de/10006995374
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8
On the Bias of Standard Errors of the LS Residual and the Regression Coefficients under the Nonnormal Errors
Ullah, Aman
;
Breuning, Robert
- In:
Econometric theory
12
(
1996
)
5
,
pp. 868
Persistent link: https://www.econbiz.de/10007002480
Saved in:
9
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10006955263
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