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Estimation theory
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ECONIS (ZBW)
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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
Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Bao, Yong
;
Ullah, Aman
;
Zhang, Ru
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 65-92)
.
2014
Persistent link: https://www.econbiz.de/10010442878
Saved in:
3
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
4
On skewness and kurtosis of econometric estimators
Bao, Yong
;
Ullah, Aman
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 232-247
Persistent link: https://www.econbiz.de/10003875656
Saved in:
5
Moments of the estimated Sharpe ratio when the observations are not IID
Bao, Yong
;
Ullah, Aman
- In:
Finance research letters
3
(
2006
)
1
,
pp. 49-56
Persistent link: https://www.econbiz.de/10003300877
Saved in:
6
Bias of a value-at-risk estimator
Bao, Yong
;
Ullah, Aman
- In:
Finance research letters
1
(
2004
)
4
,
pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
Saved in:
7
The second-order bias and mean squared error of estimators in time-series models
Bao, Yong
;
Ullah, Aman
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 650-669
Persistent link: https://www.econbiz.de/10003569923
Saved in:
8
The special issue in honor of Anirudh Lal Nagar : an introduction
Bao, Yong
;
Ullah, Aman
- In:
Journal of quantitative economics
19
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013441701
Saved in:
9
A selective review of Aman Ullah's contributions to econometrics
Bao, Yong
;
Fan, Yanqin
;
Su, Liangjun
;
Zinde-Walsh, Victoria
- In:
Essays in honor of Aman Ullah
,
(pp. 3-43)
.
2016
Persistent link: https://www.econbiz.de/10011529941
Saved in:
10
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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