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Finite-sample moments of the coefficient of variation
Bao, Yong - In: Econometric theory 25 (2009) 1, pp. 291-297
Persistent link: https://www.econbiz.de/10003816235
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Finite-sample bias of the QMLE in spatial autoregressive models
Bao, Yong - In: Econometric theory 29 (2013) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10009747878
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Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong - In: Econometric theory 23 (2007) 4, pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
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The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Bao, Yong - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10003549687
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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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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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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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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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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