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Details about Aman Ullah

Workplace:Department of Economics, University of California-Riverside, (more information at EDIRC)

Access statistics for papers by Aman Ullah.

Last updated 2013-07-18. Update your information in the RePEc Author Service.

Short-id: pul22


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Working Papers

2013

  1. Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes
    Working Papers, Singapore Management University, School of Economics Downloads View citations (2)

2009

  1. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications
    Working Papers, University of California at Riverside, Department of Economics Downloads View citations (2)
  2. Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications
    Working Papers, University of California at Riverside, Department of Economics Downloads
  3. Functional Coefficient Estimation with Both Categorical and Continuous Data
    Working Papers, University of California at Riverside, Department of Economics Downloads

2006

  1. A Bias-Adjusted LM Test of Error Cross Section Independence
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (8)
    See also Journal Article in Econometrics Journal (2008)
  2. A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2000

  1. Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models
    Working papers, Centre for Development Economics, Delhi School of Economics Downloads View citations (5)
  2. Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows
    Working papers, Centre for Development Economics, Delhi School of Economics Downloads

1999

  1. VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES
    Departmental Working Papers, McGill University, Department of Economics

1996

  1. Estimation of moments and production decisions under uncertainty
    Working Papers, York University, Department of Economics Downloads
    See also Journal Article in The Review of Economics and Statistics (1997)

1992

  1. "Chinese Earnings-Age Profile: A Nonparametric Analysis
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside View citations (2)
  2. General Nonparametric Regression Estimation and Testing in Econometrics
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside View citations (3)
  3. Performance Properties of Classical in Inverse Calibration Estimators
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside

1991

  1. Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside
    Also in UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics (1989)

    See also Journal Article in Journal of Econometrics (1994)
  2. Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside
  3. Rao's Score Test in Econometrics
    Working Papers, Tilburg - Center for Economic Research View citations (2)
  4. The Exact Density of Nonparametric Regression Estimators: Fixed Design Case
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside

1990

  1. On the Estimation of Residual Variance in Nonparametric Regression
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside View citations (1)
  2. On the Inverse Moments of Non-Central Wishart Matrix
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside

1989

  1. NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics

1986

  1. The Econometric Analysis of Risk Terms
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

Journal Articles

2013

  1. A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
    Econometric Theory, 2013, 29, (01), 187-212 Downloads View citations (7)
  2. On existence of moment of mean reversion estimator in linear diffusion models
    Economics Letters, 2013, 120, (2), 146-148 Downloads View citations (1)

2012

  1. Direct and indirect effects of happiness on wage: A simultaneous equations approach
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2012, 41, (2), 143-152 Downloads View citations (1)
  2. 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, 2012, 71, (3), 662-695 Downloads View citations (4)

2009

  1. On skewness and kurtosis of econometric estimators
    Econometrics Journal, 2009, 12, (2), 232-247 Downloads View citations (1)
  2. Testing Conditional Uncorrelatedness
    Journal of Business & Economic Statistics, 2009, 27, 18-29 Downloads View citations (4)

2008

  1. A Class of Improved Parametrically Guided Nonparametric Regression Estimators
    Econometric Reviews, 2008, 27, (4-6), 542-573 Downloads View citations (7)
  2. A bias-adjusted LM test of error cross-section independence
    Econometrics Journal, 2008, 11, (1), 105-127 Downloads View citations (105)
    See also Working Paper (2006)
  3. Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
    Journal of Multivariate Analysis, 2008, 99, (2), 245-277 Downloads View citations (3)
  4. Local polynomial estimation of nonparametric simultaneous equations models
    Journal of Econometrics, 2008, 144, (1), 193-218 Downloads View citations (17)
  5. Risk-based portfolio strategy in emerging stock markets: economic significance from Brazil, Russia, India and China
    Macroeconomics and Finance in Emerging Market Economies, 2008, 1, (1), 31-49 Downloads

2007

  1. Finite sample properties of maximum likelihood estimator in spatial models
    Journal of Econometrics, 2007, 137, (2), 396-413 Downloads View citations (19)
  2. More efficient estimation of nonparametric panel data models with random effects
    Economics Letters, 2007, 96, (3), 375-380 Downloads View citations (6)
  3. The second-order bias and mean squared error of estimators in time-series models
    Journal of Econometrics, 2007, 140, (2), 650-669 Downloads View citations (35)

2006

  1. MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
    Econometric Theory, 2006, 22, (01), 98-126 Downloads View citations (7)
  2. Moments of the estimated Sharpe ratio when the observations are not IID
    Finance Research Letters, 2006, 3, (1), 49-56 Downloads View citations (2)
  3. Profile likelihood estimation of partially linear panel data models with fixed effects
    Economics Letters, 2006, 92, (1), 75-81 Downloads View citations (27)

2005

  1. A nonparametric random effects estimator
    Economics Letters, 2005, 88, (3), 403-407 Downloads View citations (22)
  2. Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395]
    Journal of Econometrics, 2005, 124, (1), 203-204 Downloads View citations (1)

2004

  1. Bias of a Value-at-Risk estimator
    Finance Research Letters, 2004, 1, (4), 241-249 Downloads View citations (4)
  2. Testing Marshall-Lerner condition: a non-parametric approach
    Applied Economics Letters, 2004, 11, (4), 231-236 Downloads View citations (8)

2002

  1. ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
    Econometric Reviews, 2002, 21, (2), 205-219 Downloads View citations (8)
  2. Uses of entropy and divergence measures for evaluating econometric approximations and inference
    Journal of Econometrics, 2002, 107, (1-2), 313-326 Downloads View citations (5)

2001

  1. Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors
    Annals of Economics and Finance, 2001, 2, (1), 249-264 Downloads View citations (2)

1999

  1. Asymptotic Normality of a Combined Regression Estimator
    Journal of Multivariate Analysis, 1999, 71, (2), 191-240 Downloads View citations (16)
  2. 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, 1999, 8, (4), 419-430 Downloads View citations (5)

1997

  1. Estimation Of Moments And Production Decisions Under Uncertainty
    The Review of Economics and Statistics, 1997, 79, (4), 631-637 Downloads View citations (27)
    See also Working Paper (1996)
  2. On the Bias of Standard Errors of the LS Residual under Nonnormal Errors—Solution
    Econometric Theory, 1997, 13, (06), 896-897 Downloads

1996

  1. The second-order bias and mean squared error of nonlinear estimators
    Journal of Econometrics, 1996, 75, (2), 369-395 Downloads View citations (45)

1994

  1. Confidence sets centered at James--Stein estimators: A surprise concerning the unknown-variance case
    Journal of Econometrics, 1994, 60, (1-2), 145-156 Downloads View citations (1)
    See also Working Paper (1991)
  2. Moments of the ratio of quadratic forms in non-normal variables with econometric examples
    Journal of Econometrics, 1994, 62, (2), 129-141 Downloads View citations (6)

1990

  1. Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing
    Econometric Theory, 1990, 6, (01), 63-74 Downloads View citations (3)

1988

  1. Non-parametric Estimation of Econometric Functionals
    Canadian Journal of Economics, 1988, 21, (3), 625-58 Downloads View citations (13)
  2. Nonparametric Estimation and Hypothesis Testing in Econometric Models
    Empirical Economics, 1988, 13, (3/4), 223-49 View citations (7)
  3. The Econometric Analysis of Models with Risk Terms
    Journal of Applied Econometrics, 1988, 3, (2), 87-105 Downloads View citations (117)
  4. The positive-part Stein-rule estimator and tests of linear hypotheses
    Economics Letters, 1988, 26, (1), 49-51 Downloads

1987

  1. Unanticipated Macro Model Estimation
    Econometric Theory, 1987, 3, (01), 163-167 Downloads
  2. Unobservable Variable Model Estimation
    Econometric Theory, 1987, 3, (01), 160-161 Downloads

1986

  1. Distribution of F-Ratio
    Econometric Theory, 1986, 2, (03), 449-452 Downloads
  2. Moments of OLS estimators in an autoregressive moving average model with explanatory variables
    Economics Letters, 1986, 21, (3), 265-269 Downloads

1985

  1. Estimation and testing in a regression model with spherically symmetric errors
    Economics Letters, 1985, 17, (1-2), 127-132 Downloads
  2. Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression
    Econometric Theory, 1985, 1, (01), 27-52 Downloads View citations (6)

1984

  1. On the Robustness of LM, LR, and W Tests in Regression Models
    Econometrica, 1984, 52, (4), 1055-66 Downloads View citations (6)
  2. The sampling distribution of shrinkage estimators and theirF-ratios in the regression model
    Journal of Econometrics, 1984, 25, (1-2), 109-122 Downloads

1983

  1. Properties of shrinkage estimators in linear regression when disturbances are not normal
    Journal of Econometrics, 1983, 21, (3), 389-402 Downloads View citations (5)

1982

  1. The approximate distribution function of the Stein-rule estimator
    Economics Letters, 1982, 10, (3-4), 305-308 Downloads View citations (1)

1980

  1. A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors
    Empirical Economics, 1980, 5, (3/4), 219-32
  2. Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients
    International Economic Review, 1980, 21, (1), 171-83 Downloads
  3. On Lindley-like mean correction in the improved estimation of linear regression models
    Economics Letters, 1980, 6, (1), 29-35 Downloads
  4. The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models
    Economics Letters, 1980, 6, (4), 339-344 Downloads View citations (1)

1979

  1. A distributed lag estimator derived from Shiller's smoothness priors: An extension
    Economics Letters, 1979, 2, (3), 219-223 Downloads View citations (1)

1978

  1. Double k-Class Estimators of Coefficients in Linear Regression
    Econometrica, 1978, 46, (3), 705-22 Downloads View citations (16)

1976

  1. The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis
    The Review of Economics and Statistics, 1976, 58, (1), 96-103 Downloads View citations (1)

1974

  1. Competitive Firm and the Theory of Input Demand under Price Uncertainty
    Journal of Political Economy, 1974, 82, (3), 537-48 Downloads View citations (71)
  2. On the sampling distribution of improved estimators for coefficients in linear regression
    Journal of Econometrics, 1974, 2, (2), 143-150 Downloads View citations (8)
  3. The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
    Econometrica, 1974, 42, (4), 749-58 Downloads

Books

2004

  1. Finite Sample Econometrics
    OUP Catalogue, Oxford University Press View citations (43)

1999

  1. Nonparametric Econometrics
    Cambridge Books, Cambridge University Press View citations (526)
    Also in Cambridge Books, Cambridge University Press (1999) View citations (526)
 
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