The following pages link to Aman Ullah (Q203661):
Displaying 50 items.
- Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators'' (Q261893) (← links)
- Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- The approximate distribution function of the Stein-rule estimator (Q356652) (← links)
- Estimation and testing in a regression model with spherically symmetric errors (Q375048) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- A semiparametric conditional duration model (Q485700) (← links)
- Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
- Moments of OLS estimators in an autoregressive moving average model with explanatory variables (Q899843) (← links)
- The positive-part Stein-rule estimator and tests of linear hypotheses (Q900061) (← links)
- The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
- Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case (Q1318991) (← links)
- Moments of the ratio of quadratic forms in non-normal variables with econometric examples (Q1329127) (← links)
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
- A class of model averaging estimators (Q1787243) (← links)
- On the sampling distribution of improved estimators for coefficients in linear regression (Q1845595) (← links)
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947) (← links)
- Entropy, divergence and distance measures with econometric applications (Q1909375) (← links)
- A nonparametric random effects estimator (Q1927928) (← links)
- Profile likelihood estimation of partially linear panel data models with fixed effects (Q1929379) (← links)
- More efficient estimation of nonparametric panel data models with random effects (Q1934138) (← links)
- Asymptotic normality of a combined regression estimator (Q1969079) (← links)
- Computational study on the dynamics of fractional order differential equations with applications (Q2098750) (← links)
- Bifurcations, stability analysis and complex dynamics of Caputo fractal-fractional cancer model (Q2113100) (← links)
- A novel semi-analytical method for solutions of two dimensional fuzzy fractional wave equation using natural transform (Q2118437) (← links)
- Fractional order mathematical modeling of COVID-19 transmission (Q2123016) (← links)
- On analysis of the fractional mathematical model of rotavirus epidemic with the effects of breastfeeding and vaccination under Atangana-Baleanu (AB) derivative (Q2123678) (← links)
- Computation of semi-analytical solutions of fuzzy nonlinear integral equations (Q2125783) (← links)
- Fuzzy congruences on AG-group (Q2131574) (← links)
- Investigating the complex behaviour of multi-scroll chaotic system with Caputo fractal-fractional operator (Q2137273) (← links)
- A quantitative approach to \(n\)th-order nonlinear fuzzy integro-differential equation (Q2144745) (← links)
- Study of a fractional-order epidemic model of childhood diseases (Q2198789) (← links)
- A novel homotopy perturbation method with applications to nonlinear fractional order KdV and Burger equation with exponential-decay kernel (Q2236420) (← links)
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Nonparametric estimation of the marginal effect in fixed-effect panel data models (Q2418504) (← links)
- On existence of moment of mean reversion estimator in linear diffusion models (Q2442383) (← links)
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)
- Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model (Q2482615) (← links)
- Limited information estimation of a structural equation with moving average disturbances (Q2639554) (← links)
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility (Q2661313) (← links)
- A study of fractional order Ambartsumian equation involving exponential decay kernel (Q2671051) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- (Q2767970) (← links)
- Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models (Q3028095) (← links)
- The exact density of nonparametric regression estimators: fixed design case (Q3135641) (← links)
- (Q3139809) (← links)
- Semiparametric Estimator of Time Series Conditional Variance (Q3160946) (← links)
- On skewness and kurtosis of econometric estimators (Q3161674) (← links)
