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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
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Estimating Partially Linear Panel Data Models with One-Way Error Components
Li, Q.; Ullah, A. - In: Econometric reviews 17 (1998) 2, pp. 145-166
Persistent link: https://www.econbiz.de/10006919606
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Moments of the Function of Non-normal Random Vector with Applications to Econometric Estimators and Test Statistics
Ullah, A.; Srivastava, V.K.; Roy, N. - In: Econometric reviews 14 (1995) 4, pp. 459-472
Persistent link: https://www.econbiz.de/10006935620
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The Coefficient of Determination and Its Adjusted Version in Linear Regression Models
Srivastava, A.K.; Srivastava, V.K.; Ullah, A. - In: Econometric reviews 14 (1995) 2, pp. 229-240
Persistent link: https://www.econbiz.de/10006939607