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THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Abadir, K.M.
;
Hadri, K.
;
Abadir, K.M.
;
Lucas, A.
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
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2
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Bao, Y.
;
Ullah, A.
;
Box, G.E.P.
;
Jenkins, G.M.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767
Persistent link: https://www.econbiz.de/10007732412
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3
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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4
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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5
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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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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