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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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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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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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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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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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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