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Aurobindo Ghosh

LKCSB, SMU

Assistant Professor of Finance Education

50 Stamford Road

SMU-LKCSB, #04-01

Singapore, 178899

Singapore

SCHOLARLY PAPERS

3

DOWNLOADS

1,057

TOTAL CITATIONS

3

Scholarly Papers (3)

Neyman's Smooth Test and its Applications in Econometrics

Number of pages: 55 Posted: 11 Jun 2001
Aurobindo Ghosh and Anil K. Bera
LKCSB, SMU and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 780 (78,218)
Citation 1

Abstract:

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smooth test, goodness-of-fit tests, probability integral transform, unbiased test, score test, density forecast evaluation, calibration, orthogonal polynomials, predictive density, data-driven methods

Neyman's Smooth Test and its Applications in Econometrics

Handbook of Applied Econometrics and Statistical Inference, Forthcoming
Posted: 23 Jul 2001
Aurobindo Ghosh and Anil K. Bera
LKCSB, SMU and University of Illinois at Urbana-Champaign - Department of Economics

Abstract:

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smooth test, goodness-of-fit tests, probability integral transform, unbiased test, score test, density forecast evaluation, calibration, orthogonal polynomials, predictive density, data-driven methods

2.

Smooth Test for Density Forecast Evaluation

Number of pages: 32 Posted: 02 Feb 2005
Aurobindo Ghosh and Anil K. Bera
LKCSB, SMU and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 192 (395,523)
Citation 2

Abstract:

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Score test, probability integral transform, model selection, GARCH model, simulation based method, sample size selection

3.

A Semi-Parametric Two-Stage Projection Type Estimator of Multi-Valued Treatment Effects

Number of pages: 24 Posted: 28 Mar 2007
Aurobindo Ghosh
LKCSB, SMU
Downloads 85 (771,553)

Abstract:

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Treatment Effect, Instrumental variable, Projection type estimator, Quantile Regression, Exogeneity, Monotonicity