//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bias in the Mean Reversion Est...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
15
Schätztheorie
15
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Panel
3
Panel study
3
Theorie
3
Theory
3
Ökonometrik Schätzung
3
Bias
2
Finite sample size
2
Mean Reversion
2
Mean reversion
2
Mean squared error
2
Model averaging
2
Regression analysis
2
Regressionsanalyse
2
Sampling
2
Stichprobenerhebung
2
Sufficient condition
2
Systematischer Fehler
2
Time series analysis
2
Zeitreihenanalyse
2
ARMA model
1
ARMA-Modell
1
Asymptotic distribution
1
Asymptotic risk
1
Auction
1
Auction theory
1
Auktion
1
Auktionstheorie
1
Autocorrelation
1
Autokorrelation
1
Bubbles
1
Bundling
1
Bundling strategy
1
Competition
1
Core
1
Dauer
1
Delta function
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Undetermined
9
Author
All
Ullah, Aman
19
Yu, Jun
7
Bao, Yong
4
Su, Liangjun
4
Li, Sanxi
3
Wang, Yun
3
Zinde-Walsh, Victoria
3
Henderson, Daniel J.
2
Zhang, Xinyu
2
Zhao, Shangwei
2
Zhou, Qiankun
2
Chen, Yanbin
1
Dungey, Mardi H.
1
Giles, David E. A.
1
Hua, Ying
1
Lee, Tae-hwy
1
Long, Xiangdong
1
Maasoumi, Esfandiar
1
Raj, Baldev
1
Wang, He
1
Wang, XiaoHu
1
Xiao, Weilin
1
Zhang, Yonghui
1
more ...
less ...
Published in...
All
Economics letters
Working Papers / School of Economics, Singapore Management University
282
Journal of econometrics
48
Econometric reviews
29
Econometric theory
24
Cowles Foundation discussion paper
20
Journal of Econometrics
19
Cowles Foundation Discussion Paper
15
Cowles Foundation Discussion Papers
15
Econometric Theory
15
Economics Letters
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
14
Working Papers / Department of Economics, University of California-Riverside
10
The econometrics journal
9
Working paper
9
Journal of quantitative economics : journal of the Indian Econometric Society
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Econometric Reviews
7
Finance Working Papers
7
Journal of Business & Economic Statistics
7
Econometrics
6
Econometrics : open access journal
6
International economic review
6
Mathematica Policy Research Reports
6
Annals of economics and finance
5
Econometrics Journal
5
Finance research letters
5
Statistics : textbooks and monographs
5
The journal of consumer marketing
5
The review of financial studies
5
Applied Energy
4
Issues & studies : a social science quarterly on China, Taiwan, and East Asian affairs
4
Journal of forecasting
4
Journal of internet commerce
4
Journal of quantitative economics
4
Oxford bulletin of economics and statistics
4
Working papers series in theoretical and applied economics
4
Annals of Economics and Finance
3
CAFE Research Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
22
OLC EcoSci
5
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
2
A semiparametric conditional duration model
Dungey, Mardi H.
;
Long, Xiangdong
;
Ullah, Aman
;
Wang, Yun
- In:
Economics letters
124
(
2014
)
3
,
pp. 362-366
Persistent link: https://www.econbiz.de/10010495203
Saved in:
3
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
120
(
2013
)
2
,
pp. 146-148
Persistent link: https://www.econbiz.de/10010127806
Saved in:
4
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
120
(
2013
)
2
,
pp. 146-148
Persistent link: https://www.econbiz.de/10010137747
Saved in:
5
Profile likelihood estimation of partially linear panel data models with fixed effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
92
(
2006
)
1
,
pp. 75-81
Persistent link: https://www.econbiz.de/10003336513
Saved in:
6
The approximate distribution function of the Stein-rule estimator
Ullah, Aman
- In:
Economics letters
10
(
1982
)
3/4
,
pp. 305-308
Persistent link: https://www.econbiz.de/10002937152
Saved in:
7
The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models
Ullah, Aman
- In:
Economics letters
6
(
1980
)
4
,
pp. 339-344
Persistent link: https://www.econbiz.de/10002938641
Saved in:
8
A nonparametric random effects estimator
Henderson, Daniel J.
;
Ullah, Aman
- In:
Economics letters
88
(
2005
)
3
,
pp. 403-407
Persistent link: https://www.econbiz.de/10003035733
Saved in:
9
Moments of OLS estimators in an autoregressive moving average model with explanatory variables
Ullah, Aman
- In:
Economics letters
21
(
1986
)
3
,
pp. 265-269
Persistent link: https://www.econbiz.de/10001016352
Saved in:
10
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->