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Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets.
Loretan, M.; Phillips, P.C.B. - Wisconsin Madison - Social Systems - 1992
Persistent link: https://www.econbiz.de/10005795337
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A Rexamination of the Consumption Function Using Frequency Domain Regressions.
Corbae, D.; Ouliaris, S.; Phillips, P.C.B. - Department of Economics, Tippie College of Business - 1991
Persistent link: https://www.econbiz.de/10005566237
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Rao's Score Test in Econometrics.
Bera, A.K.; Ullah, A. - CentER for Economic Research, Universiteit van Tilburg - 1991
Persistent link: https://www.econbiz.de/10005775384
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"Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality : A unified Approach".
Ullah, A.; Srivastava, V.K. - A. Gary Anderson Graduate School of Management, … - 1991
Persistent link: https://www.econbiz.de/10005619145
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"Performance Properties of Classical in Inverse Calibration Estimators".
Srivastava, V.K.; Ullah, A. - A. Gary Anderson Graduate School of Management, … - 1992
Persistent link: https://www.econbiz.de/10005619146
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"On the Estimation of Residual Variance in Nonparametric Regression".
Ullah, A.; Walsh, V.Z. - A. Gary Anderson Graduate School of Management, … - 1990
Persistent link: https://www.econbiz.de/10005619154
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"On the Inverse Moments of Non-Central Wishart Matrix."
Ullah, A. - A. Gary Anderson Graduate School of Management, … - 1990
Persistent link: https://www.econbiz.de/10005474845