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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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Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
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Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010188619
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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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Generalized kernel regularized least squares estimator with parametric error covariance
Dang, Justin; Ullah, Aman - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3059-3088
Persistent link: https://www.econbiz.de/10014329024