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Semiparametric estimator of time series conditional variance
Mishra, Santosh; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 256-274
Persistent link: https://www.econbiz.de/10008736224
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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
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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
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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
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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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Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
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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
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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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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10009754005