Advanced Search
MyIDEAS: Login

Aman Ullah

Contents:

This is information that was supplied by Aman Ullah in registering through RePEc. If you are Aman Ullah , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Aman
Middle Name:
Last Name: Ullah
Suffix:

RePEc Short-ID: pul22

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Department of Economics
University of California-Riverside
Location: Riverside, California (United States)
Homepage: http://www.economics.ucr.edu/
Email:
Phone: (951) 827-3266
Fax: (951) 827-5685
Postal: 4128 Sproul Hall, Riverside, CA 92521-0427
Handle: RePEc:edi:deucrus (more details at EDIRC)

Works

as in new window

Working papers

  1. Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013. "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes," Working Papers 02-2013, Singapore Management University, School of Economics.
  2. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
  3. Xiangdong Long & Liangjun Su & Aman Ullah, 2009. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications," Working Papers 200908, University of California at Riverside, Department of Economics, revised Jul 2009.
  4. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009.
  5. Mynbaev, Kairat & Ullah, Aman, 2006. "A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model," MPRA Paper 3318, University Library of Munich, Germany.
  6. Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006. "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics 0641, Faculty of Economics, University of Cambridge.
  7. Aman Ullah & Kusum Mundra, 2000. "Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows," Working papers 78, Centre for Development Economics, Delhi School of Economics.
  8. Aman Ullah & Tae-Hwy Lee, 2000. "Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models," Working papers 77, Centre for Development Economics, Delhi School of Economics.
  9. John W. Galbraith & Victoria Zinde-Walsh & Aman Ullah, 1999. "Var_based Estimation Of The Vector Moving Average Model And Links Between Wholesale And Retail Inventories," Departmental Working Papers 1999-03, McGill University, Department of Economics.
  10. Elie Appelbaum & Aman Ullah, 1996. "Estimation of moments and production decisions under uncertainty," Working Papers 1996_9, York University, Department of Economics.
  11. Ullah, A. & Vinod, H.D., 1992. ""General Nonparametric Regression Estimation and Testing in Econometrics"," The A. Gary Anderson Graduate School of Management 92-34, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  12. Ullah, A. & Basu, R., 1992. ""Chinese Earnings-Age Profile : A Nonparametric Analysis," The A. Gary Anderson Graduate School of Management 92-42, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  13. Srivastava, V.K. & Ullah, A., 1992. ""Performance Properties of Classical in Inverse Calibration Estimators"," The A. Gary Anderson Graduate School of Management 92-41, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  14. Ullah, A., 1991. ""The Exact Density of Nonparametric Regression Estimators: Fixed Design Case"," The A. Gary Anderson Graduate School of Management 92-35, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  15. Ullah, A. & Srivastava, V.K., 1991. ""Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality : A unified Approach"," The A. Gary Anderson Graduate School of Management 92-44, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  16. Ullah, A. & Hwang, J.T., 1991. ""Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case"," The A. Gary Anderson Graduate School of Management 92-36, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  17. Bera, A.K. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.
  18. Ullah, A., 1990. "On the Inverse Moments of Non-Central Wishart Matrix," The A. Gary Anderson Graduate School of Management 90-16, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  19. Ullah, A. & Walsh, V.Z., 1990. ""On the Estimation of Residual Variance in Nonparametric Regression"," The A. Gary Anderson Graduate School of Management 90-9, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  20. Ullah, A. & Ahmed, I.A., 1989. "Nonparametric Estimation Of P-Th Derivative Of A Regression Function: Stochastic Case," UWO Department of Economics Working Papers 8903, University of Western Ontario, Department of Economics.
  21. Pagan, Adrian & Ullah, Aman, 1986. "The Econometric Analysis of Risk Terms," CEPR Discussion Papers 127, C.E.P.R. Discussion Papers.

Articles

  1. Su, Liangjun & Ullah, Aman, 2013. "A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 29(01), pages 187-212, February.
  2. Bao, Yong & Ullah, Aman & Zinde-Walsh, Victoria, 2013. "On existence of moment of mean reversion estimator in linear diffusion models," Economics Letters, Elsevier, vol. 120(2), pages 146-148.
  3. Mohanty, Madhu S. & Ullah, Aman, 2012. "Direct and indirect effects of happiness on wage: A simultaneous equations approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(2), pages 143-152.
  4. Madhu S. Mohanty & Aman Ullah, 2012. "Why Does Growing up in an Intact Family during Childhood Lead to Higher Earnings during Adulthood in the United States?," American Journal of Economics and Sociology, Wiley Blackwell, vol. 71(3), pages 662-695, 07.
  5. Yong Bao & Aman Ullah, 2009. "On skewness and kurtosis of econometric estimators," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 232-247, 07.
  6. Su, Liangjun & Ullah, Aman, 2009. "Testing Conditional Uncorrelatedness," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 18-29.
  7. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
  8. Carlos Martins-Filho & Santosh Mishra & Aman Ullah, 2008. "A Class of Improved Parametrically Guided Nonparametric Regression Estimators," Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 542-573.
  9. M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008. "A bias-adjusted LM test of error cross-section independence," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 105-127, 03.
  10. Aman Ullah & Xiangdong Long, 2008. "Risk-based portfolio strategy in emerging stock markets: economic significance from Brazil, Russia, India and China," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(1), pages 31-49.
  11. Mynbaev, Kairat T. & Ullah, Aman, 2008. "Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 245-277, February.
  12. Bao, Yong & Ullah, Aman, 2007. "The second-order bias and mean squared error of estimators in time-series models," Journal of Econometrics, Elsevier, vol. 140(2), pages 650-669, October.
  13. Su, Liangjun & Ullah, Aman, 2007. "More efficient estimation of nonparametric panel data models with random effects," Economics Letters, Elsevier, vol. 96(3), pages 375-380, September.
  14. Bao, Yong & Ullah, Aman, 2007. "Finite sample properties of maximum likelihood estimator in spatial models," Journal of Econometrics, Elsevier, vol. 137(2), pages 396-413, April.
  15. Bao, Yong & Ullah, Aman, 2006. "Moments of the estimated Sharpe ratio when the observations are not IID," Finance Research Letters, Elsevier, vol. 3(1), pages 49-56, March.
  16. Su, Liangjun & Ullah, Aman, 2006. "More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors," Econometric Theory, Cambridge University Press, vol. 22(01), pages 98-126, February.
  17. Su, Liangjun & Ullah, Aman, 2006. "Profile likelihood estimation of partially linear panel data models with fixed effects," Economics Letters, Elsevier, vol. 92(1), pages 75-81, July.
  18. Rilstone, Paul & Ullah, Aman, 2005. "Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395]," Journal of Econometrics, Elsevier, vol. 124(1), pages 203-204, January.
  19. Henderson, Daniel J. & Ullah, Aman, 2005. "A nonparametric random effects estimator," Economics Letters, Elsevier, vol. 88(3), pages 403-407, September.
  20. Bao, Yong & Ullah, Aman, 2004. "Bias of a Value-at-Risk estimator," Finance Research Letters, Elsevier, vol. 1(4), pages 241-249, December.
  21. Syed Mahmud & Aman Ullah & Eray Yucel, 2004. "Testing Marshall-Lerner condition: a non-parametric approach," Applied Economics Letters, Taylor & Francis Journals, vol. 11(4), pages 231-236.
  22. Ullah, Aman, 2002. "Uses of entropy and divergence measures for evaluating econometric approximations and inference," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 313-326, March.
  23. John Galbraith & Aman Ullah & Victoria Zinde-Walsh, 2002. "Estimation Of The Vector Moving Average Model By Vector Autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 205-219.
  24. Aman Ullah & Shalabh & Debasri Mukherjee, 2001. "Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 249-264, May.
  25. Fan, Yanqin & Ullah, Aman, 1999. "Asymptotic Normality of a Combined Regression Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 191-240, November.
  26. Madhu Khanna & Kusum Mundra & Aman Ullah, 1999. "Parametric and semi-parametric estimation of the effect of firm attributes on efficiency: the electricity generating industry in India," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 8(4), pages 419-430.
  27. Elie Appelbaum & Aman Ullah, 1997. "Estimation Of Moments And Production Decisions Under Uncertainty," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 631-637, November.
  28. Lieberman, Offer & Ullah, Aman & Breunig, Robert, 1997. "On the Bias of Standard Errors of the LS Residual under Nonnormal Errors—Solution," Econometric Theory, Cambridge University Press, vol. 13(06), pages 896-897, December.
  29. Rilstone, Paul & Srivastava, V. K. & Ullah, Aman, 1996. "The second-order bias and mean squared error of nonlinear estimators," Journal of Econometrics, Elsevier, vol. 75(2), pages 369-395, December.
  30. Hwang, J. T. Gene & Ullah, Aman, 1994. "Confidence sets centered at James--Stein estimators : A surprise concerning the unknown-variance case," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 145-156.
  31. Ullah, Aman & Srivastava, Virendra K., 1994. "Moments of the ratio of quadratic forms in non-normal variables with econometric examples," Journal of Econometrics, Elsevier, vol. 62(2), pages 129-141, June.
  32. Carter, R.A.L. & Srivastava, M.S. & Srivastava, V.K. & Ullah, A., 1990. "Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing," Econometric Theory, Cambridge University Press, vol. 6(01), pages 63-74, March.
  33. Aman Ullah, 1988. "Non-parametric Estimation of Econometric Functionals," Canadian Journal of Economics, Canadian Economics Association, vol. 21(3), pages 625-58, August.
  34. Ullah, Aman & Giles, David E. A., 1988. "The positive-part Stein-rule estimator and tests of linear hypotheses," Economics Letters, Elsevier, vol. 26(1), pages 49-51.
  35. Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April.
  36. Ullah, Aman, 1988. "Nonparametric Estimation and Hypothesis Testing in Econometric Models," Empirical Economics, Springer, vol. 13(3/4), pages 223-49.
  37. Ullah, A., 1987. "Unanticipated Macro Model Estimation," Econometric Theory, Cambridge University Press, vol. 3(01), pages 163-167, February.
  38. Ullah, Aman, 1987. "Unobservable Variable Model Estimation," Econometric Theory, Cambridge University Press, vol. 3(01), pages 160-161, February.
  39. Ullah, Aman & Maasoumi, Esfandiar, 1986. "Moments of OLS estimators in an autoregressive moving average model with explanatory variables," Economics Letters, Elsevier, vol. 21(3), pages 265-269.
  40. Ullah, A. & Phillips, P.C.B., 1986. "Distribution of F-Ratio," Econometric Theory, Cambridge University Press, vol. 2(03), pages 449-452, December.
  41. Singh, Radhey S. & Ullah, Aman, 1985. "Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 1(01), pages 27-52, April.
  42. Ullah, Aman & Zinde-Walsh, Victoria, 1985. "Estimation and testing in a regression model with spherically symmetric errors," Economics Letters, Elsevier, vol. 17(1-2), pages 127-132.
  43. Ullah, Aman & Zinde-Walsh, Victoria, 1984. "On the Robustness of LM, LR, and W Tests in Regression Models," Econometrica, Econometric Society, vol. 52(4), pages 1055-66, July.
  44. Ullah, A. & Carter, R.A.L. & Srivastava, V.K., 1984. "The sampling distribution of shrinkage estimators and theirF-ratios in the regression model," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 109-122.
  45. Ullah, A. & Srivastava, V. K. & Chandra, R., 1983. "Properties of shrinkage estimators in linear regression when disturbances are not normal," Journal of Econometrics, Elsevier, vol. 21(3), pages 389-402, April.
  46. Ullah, Aman, 1982. "The approximate distribution function of the Stein-rule estimator," Economics Letters, Elsevier, vol. 10(3-4), pages 305-308.
  47. Ullah, Aman, 1980. "The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models," Economics Letters, Elsevier, vol. 6(4), pages 339-344.
  48. Ullah, A & Raj, B, 1980. "A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors," Empirical Economics, Springer, vol. 5(3/4), pages 219-32.
  49. Raj, Baldev & Srivastava, V K & Ullah, Aman, 1980. "Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 171-83, February.
  50. Srivastava, V. K. & Ullah, A., 1980. "On Lindley-like mean correction in the improved estimation of linear regression models," Economics Letters, Elsevier, vol. 6(1), pages 29-35.
  51. Ullah, Aman & Raj, Baldev, 1979. "A distributed lag estimator derived from Shiller's smoothness priors : An extension," Economics Letters, Elsevier, vol. 2(3), pages 219-223.
  52. Ullah, Aman & Ullah, Shobha, 1978. "Double k-Class Estimators of Coefficients in Linear Regression," Econometrica, Econometric Society, vol. 46(3), pages 705-22, May.
  53. Singh, Balvir & Ullah, Aman, 1976. "The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis," The Review of Economics and Statistics, MIT Press, vol. 58(1), pages 96-103, February.
  54. Ullah, Aman & Nagar, A L, 1974. "The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables," Econometrica, Econometric Society, vol. 42(4), pages 749-58, July.
  55. Ullah, Aman, 1974. "On the sampling distribution of improved estimators for coefficients in linear regression," Journal of Econometrics, Elsevier, vol. 2(2), pages 143-150, July.
  56. Batra, Raveendra N & Ullah, Aman, 1974. "Competitive Firm and the Theory of Input Demand under Price Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 537-48, May/June.

Books

  1. Ullah, Aman, 2004. "Finite Sample Econometrics," OUP Catalogue, Oxford University Press, edition 1, number 9780198774488.
  2. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521586115, October.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-06-03 2013-03-30. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2013-03-30. Author is listed
  3. NEP-SEA: South East Asia (1) 2013-03-30. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Number of Journal Pages
  15. Number of Journal Pages, Weighted by Simple Impact Factor
  16. Number of Journal Pages, Weighted by Recursive Impact Factor
  17. Number of Journal Pages, Weighted by Number of Authors
  18. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  19. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  20. Closeness measure in co-authorship network
  21. Betweenness measure in co-authorship network
  22. Wu-Index
  23. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Aman Ullah should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.