| Publication | Date of Publication | Type |
|---|
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Shrinkage estimation and forecasting in dynamic regression models under structural instability Journal of Econometric Methods | 2025-01-03 | Paper |
Similarity attributed knowledge graph embedding enhancement for item recommendation Information Sciences | 2024-04-11 | Paper |
A modified class of Ostrowski-type inequalities and error bounds of Hermite-Hadamard inequalities Journal of Inequalities and Applications | 2023-12-21 | Paper |
On solutions of fuzzy fractional order complex population dynamical model Numerical Methods for Partial Differential Equations | 2023-11-23 | Paper |
Computational analysis of the third order dispersive fractional <scp>PDE</scp> under exponential‐decay and <scp>Mittag‐Leffler</scp> type kernels Numerical Methods for Partial Differential Equations | 2023-11-23 | Paper |
Nonparametric Estimation in a One-Way Error Component Model: A Monte Carlo Analysis Statistical Paradigms | 2023-08-13 | Paper |
ON NUMERICAL AND THEORETICAL FINDINGS FOR FRACTAL-FRACTIONAL ORDER GENERALIZED DYNAMICAL SYSTEM Fractals | 2023-06-22 | Paper |
scientific article; zbMATH DE number 7679353 (Why is no real title available?) | 2023-04-27 | Paper |
Bifurcations, stability analysis and complex dynamics of Caputo fractal-fractional cancer model Chaos, Solitons and Fractals | 2023-01-12 | Paper |
Computational study on the dynamics of fractional order differential equations with applications Chaos, Solitons and Fractals | 2022-11-18 | Paper |
Analysis of hidden attractors of non-equilibrium fractal-fractional chaotic system with one signum function Fractals | 2022-08-30 | Paper |
A quantitative approach to \(n\)th-order nonlinear fuzzy integro-differential equation International Journal of Applied and Computational Mathematics | 2022-06-14 | Paper |
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process Econometric Reviews | 2022-06-08 | Paper |
Interval estimation: An information theoretic approach Econometric Reviews | 2022-06-08 | Paper |
A semiparametric generalized ridge estimator and link with model averaging Econometric Reviews | 2022-06-07 | Paper |
Testing additive separability of error term in nonparametric structural models Econometric Reviews | 2022-06-03 | Paper |
A study of fractional order Ambartsumian equation involving exponential decay kernel AIMS Mathematics | 2022-06-03 | Paper |
Robustify financial time series forecasting with bagging Econometric Reviews | 2022-05-31 | Paper |
Investigating the complex behaviour of multi-scroll chaotic system with Caputo fractal-fractional operator Chaos, Solitons and Fractals | 2022-05-16 | Paper |
Fuzzy congruences on AG-group AIMS Mathematics | 2022-04-26 | Paper |
On analysis of the fractional mathematical model of rotavirus epidemic with the effects of breastfeeding and vaccination under Atangana-Baleanu (AB) derivative Chaos, Solitons and Fractals | 2022-04-14 | Paper |
Computation of semi-analytical solutions of fuzzy nonlinear integral equations Advances in Difference Equations | 2022-04-14 | Paper |
Fractional order mathematical modeling of COVID-19 transmission Chaos, Solitons and Fractals | 2022-04-07 | Paper |
A novel semi-analytical method for solutions of two dimensional fuzzy fractional wave equation using natural transform Discrete and Continuous Dynamical Systems. Series S | 2022-03-22 | Paper |
Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference Journal of Statistical Computation and Simulation | 2022-03-18 | Paper |
Chaotic behavior of Bhalekar-Gejji dynamical system under Atangana-Baleanu fractal fractional operator Fractals | 2022-03-15 | Paper |
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination Econometric Reviews | 2022-03-09 | Paper |
Nonparametric estimation of marginal effects in regression-spline random effects models Econometric Reviews | 2022-03-04 | Paper |
A novel homotopy perturbation method with applications to nonlinear fractional order KdV and Burger equation with exponential-decay kernel Journal of Function Spaces | 2021-10-22 | Paper |
THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI Econometric Theory | 2021-04-16 | Paper |
Maximum entropy analysis of consumption-based capital asset pricing model and volatility Journal of Econometric Methods | 2021-04-07 | Paper |
Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
Study of a fractional-order epidemic model of childhood diseases Journal of Function Spaces | 2020-09-15 | Paper |
Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction Handbook of Statistics | 2020-07-10 | Paper |
Soft intersection Abel-Grassmann's groups | 2019-07-22 | Paper |
Nonparametric estimation of the marginal effect in fixed-effect panel data models Journal of Multivariate Analysis | 2019-05-27 | Paper |
A class of model averaging estimators Economics Letters | 2018-10-05 | Paper |
On the dominance of Mallows model averaging estimator over ordinary least squares estimator Economics Letters | 2018-09-03 | Paper |
Soft uni-Abel-Grassmann's groups | 2018-08-03 | Paper |
Bipolar soft groups Journal of Intelligent & Fuzzy Systems | 2017-07-06 | Paper |
Bias in the estimation of mean reversion in continuous-time Lévy processes Economics Letters | 2017-06-09 | Paper |
Local polynomial estimation of nonparametric simultaneous equations models Journal of Econometrics | 2016-06-10 | Paper |
Finite sample properties of maximum likelihood estimator in spatial models Journal of Econometrics | 2016-05-04 | Paper |
Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators Journal of Econometrics | 2016-03-24 | Paper |
Moments of OLS estimators in an autoregressive moving average model with explanatory variables Economics Letters | 2016-01-01 | Paper |
The positive-part Stein-rule estimator and tests of linear hypotheses Economics Letters | 2016-01-01 | Paper |
A semiparametric conditional duration model Economics Letters | 2015-01-14 | Paper |
Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting Journal of Econometrics | 2014-06-04 | Paper |
On existence of moment of mean reversion estimator in linear diffusion models Economics Letters | 2014-04-03 | Paper |
A nonparametric \(R^2\) test for the presence of relevant variables Journal of Statistical Planning and Inference | 2014-01-27 | Paper |
Estimation and testing in a regression model with spherically symmetric errors Economics Letters | 2013-10-24 | Paper |
The approximate distribution function of the Stein-rule estimator Economics Letters | 2013-07-26 | Paper |
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity Econometric Theory | 2013-04-29 | Paper |
More efficient estimation of nonparametric panel data models with random effects Economics Letters | 2013-01-28 | Paper |
Profile likelihood estimation of partially linear panel data models with fixed effects Economics Letters | 2013-01-08 | Paper |
A nonparametric random effects estimator Economics Letters | 2013-01-02 | Paper |
The second-order bias and mean squared error of estimators in time-series models Journal of Econometrics | 2012-09-23 | Paper |
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Journal of Business and Economic Statistics | 2011-04-13 | Paper |
On skewness and kurtosis of econometric estimators Econometrics Journal | 2010-10-15 | Paper |
Semiparametric Estimator of Time Series Conditional Variance Journal of Business and Economic Statistics | 2010-10-11 | Paper |
Functional coefficient estimation with both categorical and continuous data Advances in Econometrics | 2010-06-30 | Paper |
Expectation of quadratic forms in normal and nonnormal variables with applications Journal of Statistical Planning and Inference | 2010-02-26 | Paper |
Nonparametric prewhitening estimators for conditional quantiles | 2008-11-05 | Paper |
A Class of Improved Parametrically Guided Nonparametric Regression Estimators Econometric Reviews | 2008-08-08 | Paper |
A bias-adjusted LM test of error cross-section independence Econometrics Journal | 2008-05-29 | Paper |
Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model Journal of Multivariate Analysis | 2008-04-23 | Paper |
scientific article; zbMATH DE number 5196611 (Why is no real title available?) | 2007-09-28 | Paper |
On the estimation of residual variance in nonparametric regression Journal of Nonparametric Statistics | 2007-04-16 | Paper |
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS Econometric Theory | 2006-03-22 | Paper |
Finite Sample Econometrics | 2005-12-01 | Paper |
Multivariate local polynomial regression for estimating average derivatives Journal of Nonparametric Statistics | 2004-06-22 | Paper |
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION Econometric Reviews | 2004-03-22 | Paper |
Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. Journal of Econometrics | 2003-02-17 | Paper |
Semiparametric varying parameter panel data models: An application to estimation of speed of convergence | 2002-04-07 | Paper |
Rao's score test with nonparametric density estimators Journal of Statistical Planning and Inference | 2002-04-07 | Paper |
Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗ Journal of Nonparametric Statistics | 2001-09-19 | Paper |
On goodness-of-fit tests for weakly dependent processes using kernel method Journal of Nonparametric Statistics | 2001-02-27 | Paper |
Asymptotic normality of a combined regression estimator Journal of Multivariate Analysis | 2000-03-16 | Paper |
Estimating partially linear panel data models with one-way error components Econometric Reviews | 1999-06-28 | Paper |
A note on combining parametric and non-parametric regression Communications in Statistics. Simulation and Computation | 1998-11-15 | Paper |
On testimation of a probability density: the normal case Communications in Statistics: Theory and Methods | 1998-10-14 | Paper |
The second-order bias and mean squared error of nonlinear estimators Journal of Econometrics | 1996-12-08 | Paper |
Entropy, divergence and distance measures with econometric applications Journal of Statistical Planning and Inference | 1996-07-08 | Paper |
Stein-rule estimation in models with a lagged-dependemt variable Communications in Statistics: Theory and Methods | 1996-07-04 | Paper |
Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1 Econometric Reviews | 1996-05-06 | Paper |
The coefficient of determination and its adjusted version in linear regression models Econometric Reviews | 1995-12-03 | Paper |
Moments of the ratio of quadratic forms in non-normal variables with econometric examples Journal of Econometrics | 1994-06-29 | Paper |
Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case Journal of Econometrics | 1994-06-02 | Paper |
scientific article; zbMATH DE number 233047 (Why is no real title available?) | 1994-01-31 | Paper |
scientific article; zbMATH DE number 434951 (Why is no real title available?) | 1993-11-11 | Paper |
The exact density of nonparametric regression estimators: fixed design case Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
Nonparametric estimation of response coefficients Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4163990 (Why is no real title available?) | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4041127 (Why is no real title available?) | 1988-01-01 | Paper |
Limited information estimation of a structural equation with moving average disturbances Metron | 1987-01-01 | Paper |
Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
The sampling distribution of shrinkage estimators and their F-ratios in the regression model Journal of Econometrics | 1984-01-01 | Paper |
On the Robustness of LM, LR, and W Tests in Regression Models Econometrica | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3806769 (Why is no real title available?) | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3744346 (Why is no real title available?) | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3798923 (Why is no real title available?) | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3852241 (Why is no real title available?) | 1981-01-01 | Paper |
Double k-Class Estimators of Coefficients in Linear Regression Econometrica | 1978-01-01 | Paper |
On the sampling distribution of improved estimators for coefficients in linear regression Journal of Econometrics | 1974-01-01 | Paper |
The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables Econometrica | 1974-01-01 | Paper |
Estimation of Seemingly Unrelated Regressions with Random Coefficients | 1974-01-01 | Paper |