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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

as
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Working papers

  1. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination," Working Papers 202012, University of California at Riverside, Department of Economics.
  2. Ali Mehrabani & Aman Ullah, 2020. "Improved Average Estimation in Seemingly Unrelated Regressions," Working Papers 202013, University of California at Riverside, Department of Economics, revised Jun 2020.
  3. Yong Bao & Xiaotian Liu & Aman Ullah, 2020. "On the Exact Statistical Distribution of Econometric Estimators and Test Statistics," Working Papers 202014, University of California at Riverside, Department of Economics, revised Jun 2020.
  4. Tae-Hwy Lee & Jianghao Chu & Aman Ullah & Ran Wang, 2019. "Boosting," Working Papers 201917, University of California at Riverside, Department of Economics.
  5. Millie Yi Mao & Aman Ullah, 2019. "Information Theoretic Estimation of Econometric Functions," Working Papers 201923, University of California at Riverside, Department of Economics.
  6. Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019. "Bootstrap Aggregating and Random Forest," Working Papers 201918, University of California at Riverside, Department of Economics.
  7. Aman Ullah & Shujie Ma & Jeffrey Racine, 2019. "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers 201920, University of California at Riverside, Department of Economics.
  8. T.S. Tuang Buansing & Amos Golan & Aman Ullah, 2019. "Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns," Working Papers 201922, University of California at Riverside, Department of Economics.
  9. Samuele Centorrino & Aman Ullah & Jing Xue, 2019. "Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables," Papers 1911.06857, arXiv.org.
  10. Shangwei Zhao & Aman Ullah & Xinyu Zhang, 2018. "A Class of Model Averaging Estimators," Working Paper series 18-11, Rimini Centre for Economic Analysis.
  11. Tae-Hwy Lee & Aman Ullah & He Wang, 2018. "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers 201910, University of California at Riverside, Department of Economics.
  12. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers 201908, University of California at Riverside, Department of Economics.
  13. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers 201906, University of California at Riverside, Department of Economics.
  14. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers 201905, University of California at Riverside, Department of Economics.
  15. Aman Ullah & Yoonseok Lee & Debasri Mukherjee, 2018. "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models," Working Papers 201901, University of California at Riverside, Department of Economics.
  16. Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction," Working Papers 201907, University of California at Riverside, Department of Economics.
  17. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Combined Estimation of Semiparametric Panel Data Models," Working Papers 201915, University of California at Riverside, Department of Economics.
  18. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017. "A Combined Estimator of Regression Models with Measurement Errors," Working Papers 201902, University of California at Riverside, Department of Economics.
  19. Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
  20. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. Elie Appelbaum & Aman Ullah, 1996. "Estimation of moments and production decisions under uncertainty," Working Papers 1996_9, York University, Department of Economics.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. Bera, A.K. & Ullah, A., 1991. "Rao's Score Test in Econometrics," Papers 9143, Tilburg - Center for Economic Research.
  43. 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.
  44. 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.
  45. 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.
  46. Ullah, A. & Ahmad, 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.
  47. Arman Mansoorian, 1989. "Resource Discoveries and "Excessive" External Borrowing," UWO Department of Economics Working Papers 8912, University of Western Ontario, Department of Economics.
  48. Maekawa, K., 1989. "Asymptotic Expansions And Curvature Measures In A Nonlinear Regression Model," UWO Department of Economics Working Papers 8907, University of Western Ontario, Department of Economics.
  49. Pagan, Adrian & Ullah, Aman, 1986. "The Econometric Analysis of Risk Terms," CEPR Discussion Papers 127, C.E.P.R. Discussion Papers.
  50. Aman Ullah & Victoria Zinde-Walsh, 1984. "Estimation and Testing in a Regression Model with Spherically Symmetric Errors," UWO Department of Economics Working Papers 8422, University of Western Ontario, Department of Economics.
  51. Radhey S. Singh & Aman Ullah, 1984. "Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression," UWO Department of Economics Working Papers 8423, University of Western Ontario, Department of Economics.
  52. Glenn M. MacDonald & James R. Markusen, 1984. "A Rehabilitation of Absolute Advantage," UWO Department of Economics Working Papers 8410, University of Western Ontario, Department of Economics.
  53. Miguel A. Kiguel & Ian Wooton, 1984. "Tariff Policy and Equilibrium Growth in the World Economy," UWO Department of Economics Working Papers 8408, University of Western Ontario, Department of Economics.
  54. Aman Ullah & R AL Carter & Virendra K. Srivastava, 1983. "Sampling Distribution of Shrinkage Estimators and Their F-Ratios in the Regression Model," UWO Department of Economics Working Papers 8324, University of Western Ontario, Department of Economics.
  55. Aman Ullah & Victoria Zinde-Walsh, 1983. "On the Robustness of LM, LR and W Tests in Regression Models," UWO Department of Economics Working Papers 8316, University of Western Ontario, Department of Economics.
  56. 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).
  57. David Laidler, 1983. "The "Buffer Stock" Notion in Monetary Economics," UWO Department of Economics Working Papers 8313, University of Western Ontario, Department of Economics.
  58. Sam Bucovetsky & J Chilton, 1983. "Concurrent Renting and Selling in a Durable-Goods Monopoly Under Threat of Entry," UWO Department of Economics Working Papers 8317, University of Western Ontario, Department of Economics.
  59. Lonnie Magee & Aman Ullah & V. K. Srivastava, 1982. "Efficiency of Estimators in Regression Model with AR(1) Errors," UWO Department of Economics Working Papers 8224, University of Western Ontario, Department of Economics.
  60. Bernd Kosch, 1982. "On the Global Univalence of Piecewise Differentiable Mappings," UWO Department of Economics Working Papers 8217, University of Western Ontario, Department of Economics.
  61. Mark Bagnoli, 1982. "Analysis of a Monopoly," UWO Department of Economics Working Papers 8203, University of Western Ontario, Department of Economics.
  62. James B. Davies, 1982. "Intergenerational Transfers, Redistribution, and Inequality," UWO Department of Economics Working Papers 8206, University of Western Ontario, Department of Economics.
  63. V. K. Srivastava & Aman Ullah, 1982. "Asymptotic Expansion of the Distribution of Stein-Rule Estimators when Disturbances Are Small," UWO Department of Economics Working Papers 8213, University of Western Ontario, Department of Economics.
  64. Aman Ullah, 1981. "Lindley and Smith Type Improved Estimators of Regression Coefficients," UWO Department of Economics Working Papers 8113, University of Western Ontario, Department of Economics.
  65. Mark W. Frankena, 1980. "The Effects of Alternative Urban Transit Subsidy Formulas," UWO Department of Economics Working Papers 8017, University of Western Ontario, Department of Economics.
  66. R. A. L. Carter & Aman Ullah, 1980. "The Finite Sample Properties of OLS and IV Estimators in Special Rational Distributed Lag Models," UWO Department of Economics Working Papers 8013, University of Western Ontario, Department of Economics.
  67. Elie Appelbaum & Aman Ullah, 1979. "An Empirical Test of the Risk Aversion Hypothesis," UWO Department of Economics Working Papers 7904, University of Western Ontario, Department of Economics.
  68. C. Knick Harley, 1979. "World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 1850-1913," UWO Department of Economics Working Papers 7901, University of Western Ontario, Department of Economics.
  69. Aman Ullah & Baldev Raj, 1978. "A Polynomial Distributed Lag Model with Stochastic Coefficients," UWO Department of Economics Working Papers 7825, University of Western Ontario, Department of Economics.
  70. Franco Spinelli, 1978. "Italy and the Cost-Push Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs," UWO Department of Economics Working Papers 7814, University of Western Ontario, Department of Economics.
  71. Ullah, A. & Vinod, H. D. & Kadiyala, R. K., 1978. "A Family Of Improved Ordinary Ridge Estimators," Econometric Institute Archives 272169, Erasmus University Rotterdam.
  72. Göran Skogh & Charles Stuart, 1978. "A Theory of Property Rights and Crime," UWO Department of Economics Working Papers 7809, University of Western Ontario, Department of Economics.
  73. H. D. Vinod & Aman Ullah & Krishna Kadiyala, 1978. "Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators," UWO Department of Economics Working Papers 7832, University of Western Ontario, Department of Economics.
  74. Baldev Raj & V. K. Srivastava & Aman Ullah, 1978. "Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients," UWO Department of Economics Working Papers 7835, University of Western Ontario, Department of Economics.
  75. C. M. G. F. Robinson, 1978. "An Analysis of the Demand and Supply of Shiftworkers," UWO Department of Economics Working Papers 7817, University of Western Ontario, Department of Economics.
  76. Aman Ullah & Shobha Ullah, 1976. "Double k-Class Estimators of Coefficients in Linear Regression," UWO Department of Economics Working Papers 7617, University of Western Ontario, Department of Economics.
  77. Russell S. Boyer, 1976. "Optimal Foreign Exchange Market Intervention," UWO Department of Economics Working Papers 7614, University of Western Ontario, Department of Economics.
  78. Aman Ullah & Shobha Ullah, 1976. "On the Sampling Distribution of the Two-Stage Least Squares Estimator of the Coefficients of Explanatory Values," UWO Department of Economics Working Papers 7603, University of Western Ontario, Department of Economics.
  79. Peter J. Kuch & Shmuel Sharir, 1976. "Added- and Discouraged-Worker Effects in Canada, 1953-1974," UWO Department of Economics Working Papers 7605, University of Western Ontario, Department of Economics.
  80. Lars Osberg, 1976. "Industrial Structure of Micro-Economies and the Distribution of Earnings," UWO Department of Economics Working Papers 7613, University of Western Ontario, Department of Economics.
  81. Aman Ullah & Shobha Ullah, 1976. "On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator," UWO Department of Economics Working Papers 7602, University of Western Ontario, Department of Economics.
  82. R. A. L. Carter & Aman Ullah, 1976. "The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable," UWO Department of Economics Working Papers 7611, University of Western Ontario, Department of Economics.
  83. David Laidler, 1976. "Expectations and the Behavior of Prices and Output under Fixed and Flexible Exchange Rates," UWO Department of Economics Working Papers 7620, University of Western Ontario, Department of Economics.
  84. A. L. Nagar & S. N. Sahay, 1975. "The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form," UWO Department of Economics Working Papers 7514, University of Western Ontario, Department of Economics.
  85. Raveendra Batra & Aman Ullah, 1975. "Stochastic Demand and the Theory of Price Discrimination," UWO Department of Economics Working Papers 7522, University of Western Ontario, Department of Economics.
  86. Aman Ullah & Raveendra Batra & Balvir Singh, 1975. "On the Estimation of the Cobb-Douglas Production Function under Uncertainty," UWO Department of Economics Working Papers 7526, University of Western Ontario, Department of Economics.
  87. Ake G. Blomqvist, 1975. "Rural-Urban Migration and Second-Best Policy Intervention in LDCs," UWO Department of Economics Working Papers 7520, University of Western Ontario, Department of Economics.
  88. Balvir Singh & A. L. Nagar & Baldev Raj, 1972. "Measurement of Structural Change: An Application of Random Coefficient Regression Model," UWO Department of Economics Working Papers 7203, University of Western Ontario, Department of Economics.
  89. A. L. Nagar & Aman Ullah, 1972. "Exact Moments of the Two-Stage Least-Squares Estimator and Their Approximations," UWO Department of Economics Working Papers 7202, University of Western Ontario, Department of Economics.

Articles

  1. Ali Mehrabani & Aman Ullah, 2020. "Improved Average Estimation in Seemingly Unrelated Regressions," Econometrics, MDPI, Open Access Journal, vol. 8(2), pages 1-22, April.
  2. A. L. Nagar & Aman Ullah, 2019. "Note on approximate skewness and kurtosis of the two-stage least-square estimator," Indian Economic Review, Springer, vol. 54(1), pages 147-157, December.
  3. Tae-Hwy Lee & Aman Ullah & He Wang, 2019. "The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 201-233, September.
  4. Jinfang Sheng & Kai Wang & Zejun Sun & Jie Hu & Bin Wang & Aman Ullah, 2019. "FluidC+: A novel community detection algorithm based on fluid propagation," Surface Review and Letters (SRL), World Scientific Publishing Co. Pte. Ltd., vol. 30(04), pages 1-17, April.
  5. Amos Golan & Aman Ullah, 2017. "Interval estimation: An information theoretic approach," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 781-795, October.
  6. Peter C. B. Phillips & Aman Ullah, 2017. "Econometric Reviews honors Esfandiar Maasoumi," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 563-567, October.
  7. Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017. "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, vol. 52(1), pages 73-91, December.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun, 2015. "Bias in the estimation of mean reversion in continuous-time Lévy processes," Economics Letters, Elsevier, vol. 134(C), pages 16-19.
  13. Dungey, Mardi & Long, Xiangdong & Ullah, Aman & Wang, Yun, 2014. "A semiparametric conditional duration model," Economics Letters, Elsevier, vol. 124(3), pages 362-366.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Yong Bao & Aman Ullah, 2009. "On skewness and kurtosis of econometric estimators," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 232-247, July.
  23. Su, Liangjun & Ullah, Aman, 2009. "Testing Conditional Uncorrelatedness," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 18-29.
  24. 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.
  25. 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.
  26. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Su, Liangjun & Ullah, Aman, 2006. "More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors," Econometric Theory, Cambridge University Press, vol. 22(1), pages 98-126, February.
  34. 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.
  35. 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.
  36. Henderson, Daniel J. & Ullah, Aman, 2005. "A nonparametric random effects estimator," Economics Letters, Elsevier, vol. 88(3), pages 403-407, September.
  37. Bao, Yong & Ullah, Aman, 2004. "Bias of a Value-at-Risk estimator," Finance Research Letters, Elsevier, vol. 1(4), pages 241-249, December.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. Fan, Yanqin & Ullah, Aman, 1999. "Asymptotic Normality of a Combined Regression Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 191-240, November.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. 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(1), pages 63-74, March.
  49. Ullah, Aman, 1988. "Nonparametric Estimation and Hypothesis Testing in Econometric Models," Empirical Economics, Springer, vol. 13(3/4), pages 223-249.
  50. 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.
  51. 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.
  52. Aman Ullah, 1988. "Non-parametric Estimation of Econometric Functionals," Canadian Journal of Economics, Canadian Economics Association, vol. 21(3), pages 625-658, August.
  53. 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.
  54. 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(1), pages 27-52, April.
  55. 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.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. Ullah, Aman, 1982. "The approximate distribution function of the Stein-rule estimator," Economics Letters, Elsevier, vol. 10(3-4), pages 305-308.
  61. 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.
  62. 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.
  63. 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.
  64. 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.
  65. 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.
  66. Ullah, Aman & Ullah, Shobha, 1978. "Double k-Class Estimators of Coefficients in Linear Regression," Econometrica, Econometric Society, vol. 46(3), pages 705-722, May.
  67. 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.
  68. 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.
  69. 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.
  70. 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: Yoosoon Chang & Thomas B. Fomby & Joon Y. Park (ed.),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, March.

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Statistics

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This author is among the top 5% authors according to these criteria:
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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 23 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 (21) 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 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-12-02 2019-12-16. Author is listed
  2. NEP-ORE: Operations Research (13) 2014-10-03 2015-08-13 2018-03-05 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-11-04 2019-12-02 2020-07-20. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2013-03-30 2014-09-29 2014-10-03 2019-11-04 2020-07-20. Author is listed
  4. NEP-BIG: Big Data (4) 2019-11-04 2019-11-04 2019-11-04 2019-11-04
  5. NEP-FOR: Forecasting (3) 2014-09-29 2014-10-03 2019-11-04
  6. NEP-GER: German Papers (2) 2014-09-29 2014-09-29
  7. NEP-CMP: Computational Economics (1) 2019-11-04
  8. NEP-DCM: Discrete Choice Models (1) 2019-11-04
  9. NEP-HIS: Business, Economic & Financial History (1) 2019-11-04
  10. NEP-SEA: South East Asia (1) 2013-03-30

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