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Aman Ullah

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First Name:Aman
Middle Name:
Last Name:Ullah
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RePEc Short-ID:pul22
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Affiliation

Department of Economics
University of California-Riverside

Riverside, California (United States)
http://www.economics.ucr.edu/

: (951) 827-3266
(951) 827-5685
4128 Sproul Hall, Riverside, CA 92521-0427
RePEc:edi:deucrus (more details at EDIRC)

Research output

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Working papers

  1. Shangwei Zhao & Aman Ullah & Xinyu Zhang, 2018. "A Class of Model Averaging Estimators," Working Paper series 18-11, Rimini Centre for Economic Analysis.
  2. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
  3. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
  4. Aman Ullah & Mardi Dungey & Xiangdong Long & Yun Wang, 2014. "A Semiparametric Conditional Duration Model," Working Papers 201408, University of California at Riverside, Department of Economics.
  5. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers 201405, University of California at Riverside, Department of Economics.
  6. Aman Ullah & Alan T.K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2014. "A Semiparametric Generalized Ridge Estimator and Link with Model Averaging," Working Papers 201412, University of California at Riverside, Department of Economics.
  7. Aman Ullah & Yong Bao & Yun Wang, 2014. "Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process," Working Papers 201413, University of California at Riverside, Department of Economics.
  8. Aman Ullah & Yong Bao & Ru Zhang, 2014. "Moment Approximation for Unit Root Models with Nonnormal Errors," Working Papers 201401, University of California at Riverside, Department of Economics.
  9. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Elie Appelbaum & Aman Ullah, 1996. "Estimation of moments and production decisions under uncertainty," Working Papers 1996_9, York University, Department of Economics.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Discussion Paper 1991-43, Tilburg University, Center for Economic Research.
  25. 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.
  26. Bera, A.K. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Pagan, Adrian & Ullah, Aman, 1986. "The Econometric Analysis of Risk Terms," CEPR Discussion Papers 127, C.E.P.R. Discussion Papers.
  32. Ullah, A. & Srivastava, V.K. & Chandra, R., 1983. "Properties of shrinkageestimators in linear regression when disturbances are not normal," CORE Discussion Papers RP 518, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Amos Golan & Aman Ullah, 2017. "Interval estimation: An information theoretic approach," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 781-795, October.
  2. Peter C. B. Phillips & Aman Ullah, 2017. "honors Esfandiar Maasoumi," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 563-567, October.
  3. Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2017. "A semiparametric generalized ridge estimator and link with model averaging," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 370-384, March.
  4. Yong Bao & Aman Ullah & Yun Wang, 2017. "Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 1039-1056, October.
  5. Liangjun Su & Yundong Tu & Aman Ullah, 2015. "Testing Additive Separability of Error Term in Nonparametric Structural Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1057-1088, December.
  6. Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015. "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 393-402, July.
  7. Sainan Jin & Liangjun Su & Aman Ullah, 2014. "Robustify Financial Time Series Forecasting with Bagging," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 575-605, August.
  8. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, Open Access Journal, vol. 1(2), pages 1-23, September.
  9. Liangjun Su & Aman Ullah & Yun Wang, 2013. "Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator," Empirical Economics, Springer, vol. 45(2), pages 1009-1024, October.
  10. 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.
  11. 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.
  12. Liangjun Su & Irina Murtazashvili & Aman Ullah, 2013. "Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 184-207, April.
  13. 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, July.
  14. 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.
  15. Xiangdong Long & Liangjun Su & Aman Ullah, 2011. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 109-125, January.
  16. Yong Bao & Aman Ullah, 2009. "On skewness and kurtosis of econometric estimators," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 232-247, July.
  17. Su, Liangjun & Ullah, Aman, 2009. "Testing Conditional Uncorrelatedness," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 18-29.
  18. 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, March.
  19. 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.
  20. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. Henderson, Daniel J. & Ullah, Aman, 2005. "A nonparametric random effects estimator," Economics Letters, Elsevier, vol. 88(3), pages 403-407, September.
  31. Bao, Yong & Ullah, Aman, 2004. "Bias of a Value-at-Risk estimator," Finance Research Letters, Elsevier, vol. 1(4), pages 241-249, December.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. Fan, Yanqin & Ullah, Aman, 1999. "Asymptotic Normality of a Combined Regression Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 191-240, November.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. Ullah, Aman, 1988. "Nonparametric Estimation and Hypothesis Testing in Econometric Models," Empirical Economics, Springer, vol. 13(3/4), pages 223-249.
  45. 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.
  46. 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.
  47. Aman Ullah, 1988. "Non-parametric Estimation of Econometric Functionals," Canadian Journal of Economics, Canadian Economics Association, vol. 21(3), pages 625-658, August.
  48. Ullah, Aman, 1987. "Unobservable Variable Model Estimation," Econometric Theory, Cambridge University Press, vol. 3(01), pages 160-161, February.
  49. Ullah, A., 1987. "Unanticipated Macro Model Estimation," Econometric Theory, Cambridge University Press, vol. 3(01), pages 163-167, February.
  50. 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.
  51. Ullah, A. & Phillips, P.C.B., 1986. "Distribution of F-Ratio," Econometric Theory, Cambridge University Press, vol. 2(03), pages 449-452, December.
  52. 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.
  53. 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.
  54. Elie Appelbaum & Aman Ullah, 1984. "An Empirical Test Of The Risk Aversion Hypothesis," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 3(1), pages 57-64.
  55. 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.
  56. 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 1055-1066, July.
  57. 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.
  58. Ullah, Aman, 1982. "The approximate distribution function of the Stein-rule estimator," Economics Letters, Elsevier, vol. 10(3-4), pages 305-308.
  59. 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 171-183, February.
  60. 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.
  61. 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.
  62. Ullah, A & Raj, B, 1980. "A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors," Empirical Economics, Springer, vol. 5(3/4), pages 219-232.
  63. 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.
  64. Ullah, Aman & Ullah, Shobha, 1978. "Double k-Class Estimators of Coefficients in Linear Regression," Econometrica, Econometric Society, vol. 46(3), pages 705-722, May.
  65. 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.
  66. 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.
  67. 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 537-548, May/June.
  68. 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 749-758, July.

Chapters

  1. Yong Bao & Aman Ullah & Ru Zhang, 2014. "Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors," Advances in Econometrics,in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 65-92 Emerald Publishing Ltd.

Books

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

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works
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  5. Number of Citations
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
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  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
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  28. Breadth of citations across fields
  29. Wu-Index
  30. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 2006-06-03 2013-03-30 2014-09-25 2014-09-29 2014-09-29 2014-10-03 2014-10-03 2015-02-16 2015-08-13. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2013-03-30 2014-09-29 2014-10-03
  3. NEP-ORE: Operations Research (3) 2014-10-03 2015-08-13 2018-03-05
  4. NEP-FOR: Forecasting (2) 2014-09-29 2014-10-03
  5. NEP-GER: German Papers (2) 2014-09-29 2014-09-29
  6. NEP-SEA: South East Asia (1) 2013-03-30

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