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Special issue in honor of Anirudh Lal Nagar
Bao, Yong (ed.); Ullah, Aman (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10013441796
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Essays on finite sample inference and financial econometrics
Bao, Yong - 2004
Persistent link: https://www.econbiz.de/10003386763
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Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982
Persistent link: https://www.econbiz.de/10000922051
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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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Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon; Ullah, Aman - 1987
Persistent link: https://www.econbiz.de/10000887762
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Nonparametric regression-spline random effects models
Ma, Shujie; Racine, Jeffrey; Ullah, Aman - 2015
Persistent link: https://www.econbiz.de/10011313194
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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10012888324
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Efficient combined estimation under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2020
Persistent link: https://www.econbiz.de/10012602650
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10013284029