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Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
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Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong; Ullah, Aman - In: Journal of econometrics 137 (2007) 2, pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
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Finite Sample Moments of Maximum Likelihood Estimator in Spatial Models
Bao, Yong - 2016
We investigate the finite sample properties of the maximum likelihood estimator for the spatial autoregressive model. A stochastic expansion of the score function is used to develop the second-order bias and mean squared error of the maximum likelihood estimator. We show that the results can be...
Persistent link: https://www.econbiz.de/10012998093
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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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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
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Testing conditional uncorrelatedness
Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10003805419
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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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Stein-like shrinkage estimation of panel data models with common correlated effects
Huang, Bai; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244158
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Rao's score test in econometrics
Bera, Anil K.; Ullah, Aman - 1991
Persistent link: https://www.econbiz.de/10000821164
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The econometric analysis of models with risk terms
Pagan, Adrian R.; Ullah, Aman - 1986
Persistent link: https://www.econbiz.de/10000701238