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Working Papers
2020
 Estimation of HighDimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination
Working Papers, University of California at Riverside, Department of Economics
 Improved Average Estimation in Seemingly Unrelated Regressions
Working Papers, University of California at Riverside, Department of Economics View citations (1)
See also Journal Article in Econometrics (2020)
 On the Exact Statistical Distribution of Econometric Estimators and Test Statistics
Working Papers, University of California at Riverside, Department of Economics
2019
 Boosting
Working Papers, University of California at Riverside, Department of Economics
 Bootstrap Aggregating and Random Forest
Working Papers, University of California at Riverside, Department of Economics
 Information Theoretic Estimation of Econometric Functions
Working Papers, University of California at Riverside, Department of Economics
 InformationTheoretic Approach for Forecasting IntervalValued SP500 Daily Returns
Working Papers, University of California at Riverside, Department of Economics
 Nonparametric Estimation of Marginal Effects in Regressionspline Random Effects Models
Working Papers, University of California at Riverside, Department of Economics
 Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables
Papers, arXiv.org
2018
 A Class of Model Averaging Estimators
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
 A Combined Random Effect and Fixed Effect Forecast for Panel Data Models
Working Papers, University of California at Riverside, Department of Economics
 Combined Estimation of Semiparametric Panel Data Models
Working Papers, University of California at Riverside, Department of Economics
 Componentwise AdaBoost Algorithms for Highdimensional Binary Classi fication and Class Probability Prediction
Working Papers, University of California at Riverside, Department of Economics
 Nonparametric Estimation of the Marginal Effect in FixedEffect Panel Data Models
Working Papers, University of California at Riverside, Department of Economics View citations (8)
 Steinlike Shrinkage Estimation of Panel Data Models with Common Correlated Effects
Working Papers, University of California at Riverside, Department of Economics
 The Secondorder Asymptotic Properties of Asymmetric Least Squares Estimation
Working Papers, University of California at Riverside, Department of Economics
See also Journal Article in Sankhya B: The Indian Journal of Statistics (2019)
 Variable Selection in Sparse Semiparametric Single Index Models
Working Papers, University of California at Riverside, Department of Economics
2017
 A Combined Estimator of Regression Models with Measurement Errors
Working Papers, University of California at Riverside, Department of Economics
See also Journal Article in Indian Economic Review (2017)
2015
 Grouped Model Averaging for Finite Sample Size
Working Papers, University of California at Riverside, Department of Economics
 Nonparametric RegressionSpline Random Effects Models
Department of Economics Working Papers, McMaster University View citations (1)
2014
 A Semiparametric Conditional Duration Model
Working Papers, University of California at Riverside, Department of Economics
See also Journal Article in Economics Letters (2014)
 A Semiparametric Generalized Ridge Estimator and Link with Model Averaging
Working Papers, University of California at Riverside, Department of Economics
See also Journal Article in Econometric Reviews (2017)
 Exact Distribution of the Mean Reversion Estimator in the OrnsteinUhlenbeck Process
Working Papers, University of California at Riverside, Department of Economics
 Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
Working Papers, University of California at Riverside, Department of Economics
See also Journal Article in Journal of Business & Economic Statistics (2015)
 Moment Approximation for Unit Root Models with Nonnormal Errors
Working Papers, University of California at Riverside, Department of Economics
 Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
Working Papers, University of California at Riverside, Department of Economics View citations (4)
2013
 Bias in the Mean Reversion Estimator in ContinuousTime Gaussian and Lévy Processes
Working Papers, Singapore Management University, School of Economics View citations (2)
2009
 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 View citations (2)
 Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications
Working Papers, University of California at Riverside, Department of Economics
 Functional Coeï¬ƒcient Estimation with Both Categorical and Continuous Data
Working Papers, University of California at Riverside, Department of Economics View citations (1)
2006
 A BiasAdjusted LM Test of Error Cross Section Independence
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (9)
See also Journal Article in Econometrics Journal (2008)
 A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model
MPRA Paper, University Library of Munich, Germany View citations (1)
2000
 Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models
Working papers, Centre for Development Economics, Delhi School of Economics View citations (5)
 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 View citations (1)
1999
 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
 Estimation of moments and production decisions under uncertainty
Working Papers, York University, Department of Economics
See also Journal Article in The Review of Economics and Statistics (1997)
1992
 "Chinese EarningsAge 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)
 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)
 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
 Confidence Sets Centered at JamesStein EstimatorsA 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)
 Higher Order Moments of Econometric Estimators and test Statistics Under NonNormality: A unified Approach
The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside
 RAO's Score Test in Econometrics
Discussion Paper, Tilburg University, Center for Economic Research
Also in Working Papers, Tilburg  Center for Economic Research (1991) View citations (2)
 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
 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)
 On the Inverse Moments of NonCentral Wishart Matrix
The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside
1989
 ASYMPTOTIC EXPANSIONS AND CURVATURE MEASURES IN A NONLINEAR REGRESSION MODEL
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 NONPARAMETRIC ESTIMATION OF PTH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Resource Discoveries and "Excessive" External Borrowing
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1986
 The Econometric Analysis of Risk Terms
CEPR Discussion Papers, C.E.P.R. Discussion Papers
1984
 A Rehabilitation of Absolute Advantage
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Estimation and Testing in a Regression Model with Spherically Symmetric Errors
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
See also Journal Article in Economics Letters (1985)
 Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
See also Journal Article in Econometric Theory (1985)
 Tariff Policy and Equilibrium Growth in the World Economy
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1983
 Concurrent Renting and Selling in a DurableGoods Monopoly Under Threat of Entry
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 On the Robustness of LM, LR and W Tests in Regression Models
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
See also Journal Article in Econometrica (1984)
 Properties of shrinkageestimators in linear regression when disturbances are not normal
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
Also in UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics (1982)
See also Journal Article in Journal of Econometrics (1983)
 Sampling Distribution of Shrinkage Estimators and Their FRatios in the Regression Model
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
See also Journal Article in Journal of Econometrics (1984)
 The "Buffer Stock" Notion in Monetary Economics
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1982
 Analysis of a Monopoly
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Asymptotic Expansion of the Distribution of SteinRule Estimators when Disturbances Are Small
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Efficiency of Estimators in Regression Model with AR(1) Errors
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Intergenerational Transfers, Redistribution, and Inequality
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 On the Global Univalence of Piecewise Differentiable Mappings
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1981
 Lindley and Smith Type Improved Estimators of Regression Coefficients
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1980
 The Effects of Alternative Urban Transit Subsidy Formulas
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 The Finite Sample Properties of OLS and IV Estimators in Special Rational Distributed Lag Models
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1979
 An Empirical Test of the Risk Aversion Hypothesis
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
See also Journal Article in Pakistan Journal of Applied Economics (1984)
 World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 18501913
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1978
 A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS
Econometric Institute Archives, Erasmus University Rotterdam
 A Polynomial Distributed Lag Model with Stochastic Coefficients
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 A Theory of Property Rights and Crime
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 An Analysis of the Demand and Supply of Shiftworkers
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (19)
 Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
See also Journal Article in International Economic Review (1980)
 Italy and the CostPush Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1976
 Added and DiscouragedWorker Effects in Canada, 19531974
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Double kClass Estimators of Coefficients in Linear Regression
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
See also Journal Article in Econometrica (1978)
 Expectations and the Behavior of Prices and Output under Fixed and Flexible Exchange Rates
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (1)
 Industrial Structure of MicroEconomies and the Distribution of Earnings
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 On the Sampling Distribution of the TwoStage Least Squares Estimator of the Coefficients of Explanatory Values
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Optimal Foreign Exchange Market Intervention
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1975
 On the Estimation of the CobbDouglas Production Function under Uncertainty
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (1)
 RuralUrban Migration and SecondBest Policy Intervention in LDCs
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Stochastic Demand and the Theory of Price Discrimination
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
1972
 Exact Moments of the TwoStage LeastSquares Estimator and Their Approximations
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
 Measurement of Structural Change: An Application of Random Coefficient Regression Model
UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics
Journal Articles
2020
 Improved Average Estimation in Seemingly Unrelated Regressions
Econometrics, 2020, 8, (2), 122 View citations (1)
See also Working Paper (2020)
2019
 Note on approximate skewness and kurtosis of the twostage leastsquare estimator
Indian Economic Review, 2019, 54, (1), 147157
 The SecondOrder Asymptotic Properties of Asymmetric Least Squares Estimation
Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 201233 View citations (1)
See also Working Paper (2018)
2017
 A combined estimator of regression models with measurement errors
Indian Economic Review, 2017, 52, (1), 7391
See also Working Paper (2017)
 A semiparametric generalized ridge estimator and link with model averaging
Econometric Reviews, 2017, 36, (13), 370384 View citations (2)
See also Working Paper (2014)
 Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
Econometric Reviews, 2017, 36, (69), 10391056 View citations (4)
 Econometric Reviews honors Esfandiar Maasoumi
Econometric Reviews, 2017, 36, (69), 563567
 Interval estimation: An information theoretic approach
Econometric Reviews, 2017, 36, (69), 781795 View citations (1)
2015
 Bias in the estimation of mean reversion in continuoustime Lévy processes
Economics Letters, 2015, 134, (C), 1619 View citations (1)
 Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints
Journal of Business & Economic Statistics, 2015, 33, (3), 393402 View citations (2)
See also Working Paper (2014)
 Testing Additive Separability of Error Term in Nonparametric Structural Models
Econometric Reviews, 2015, 34, (610), 10571088 View citations (5)
2014
 A semiparametric conditional duration model
Economics Letters, 2014, 124, (3), 362366
See also Working Paper (2014)
 Robustify Financial Time Series Forecasting with Bagging
Econometric Reviews, 2014, 33, (56), 575605 View citations (10)
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, 2013, 31, (2), 184207 View citations (13)
 Nonparametric regression estimation with general parametric error covariance: a more efficient twostep estimator
Empirical Economics, 2013, 45, (2), 10091024 View citations (6)
 On existence of moment of mean reversion estimator in linear diffusion models
Economics Letters, 2013, 120, (2), 146148 View citations (1)
 Parametric and Nonparametric Frequentist Model Selection and Model Averaging
Econometrics, 2013, 1, (2), 123 View citations (6)
2012
 Direct and indirect effects of happiness on wage: A simultaneous equations approach
Journal of Behavioral and Experimental Economics (formerly The Journal of SocioEconomics), 2012, 41, (2), 143152 View citations (3)
 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), 662695 View citations (8)
2011
 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
Journal of Business & Economic Statistics, 2011, 29, (1), 109125 View citations (18)
2009
 On skewness and kurtosis of econometric estimators
Econometrics Journal, 2009, 12, (2), 232247 View citations (1)
 Testing Conditional Uncorrelatedness
Journal of Business & Economic Statistics, 2009, 27, 1829 View citations (4)
2008
 A Class of Improved Parametrically Guided Nonparametric Regression Estimators
Econometric Reviews, 2008, 27, (46), 542573 View citations (14)
 A biasadjusted LM test of error crosssection independence
Econometrics Journal, 2008, 11, (1), 105127 View citations (232)
See also Working Paper (2006)
 Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model
Journal of Multivariate Analysis, 2008, 99, (2), 245277 View citations (6)
 Local polynomial estimation of nonparametric simultaneous equations models
Journal of Econometrics, 2008, 144, (1), 193218 View citations (27)
 Riskbased portfolio strategy in emerging stock markets: economic significance from Brazil, Russia, India and China
Macroeconomics and Finance in Emerging Market Economies, 2008, 1, (1), 3149
2007
 Finite sample properties of maximum likelihood estimator in spatial models
Journal of Econometrics, 2007, 137, (2), 396413 View citations (33)
 More efficient estimation of nonparametric panel data models with random effects
Economics Letters, 2007, 96, (3), 375380 View citations (8)
 The secondorder bias and mean squared error of estimators in timeseries models
Journal of Econometrics, 2007, 140, (2), 650669 View citations (45)
2006
 MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
Econometric Theory, 2006, 22, (1), 98126 View citations (11)
 Moments of the estimated Sharpe ratio when the observations are not IID
Finance Research Letters, 2006, 3, (1), 4956 View citations (4)
 Profile likelihood estimation of partially linear panel data models with fixed effects
Economics Letters, 2006, 92, (1), 7581 View citations (52)
2005
 A nonparametric random effects estimator
Economics Letters, 2005, 88, (3), 403407 View citations (28)
 Corrigendum to "The secondorder bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369395]
Journal of Econometrics, 2005, 124, (1), 203204 View citations (1)
2004
 Bias of a ValueatRisk estimator
Finance Research Letters, 2004, 1, (4), 241249 View citations (6)
 Testing MarshallLerner condition: a nonparametric approach
Applied Economics Letters, 2004, 11, (4), 231236 View citations (15)
2002
 ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
Econometric Reviews, 2002, 21, (2), 205219 View citations (12)
 Uses of entropy and divergence measures for evaluating econometric approximations and inference
Journal of Econometrics, 2002, 107, (12), 313326 View citations (7)
2001
 Consistent Estimation of Regression Coefficients in Replicated Data with NonNormal Measurement Errors
Annals of Economics and Finance, 2001, 2, (1), 249264 View citations (3)
1999
 Asymptotic Normality of a Combined Regression Estimator
Journal of Multivariate Analysis, 1999, 71, (2), 191240 View citations (25)
 Parametric and semiparametric 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), 419430 View citations (7)
1997
 Estimation Of Moments And Production Decisions Under Uncertainty
The Review of Economics and Statistics, 1997, 79, (4), 631637 View citations (36)
See also Working Paper (1996)
1996
 The secondorder bias and mean squared error of nonlinear estimators
Journal of Econometrics, 1996, 75, (2), 369395 View citations (59)
1994
 Confidence sets centered at JamesStein estimators: A surprise concerning the unknownvariance case
Journal of Econometrics, 1994, 60, (12), 145156 View citations (1)
See also Working Paper (1991)
 Moments of the ratio of quadratic forms in nonnormal variables with econometric examples
Journal of Econometrics, 1994, 62, (2), 129141 View citations (9)
1990
 Unbiased Estimation of the MSE Matrix of SteinRule Estimators, Confidence Ellipsoids, and Hypothesis Testing
Econometric Theory, 1990, 6, (1), 6374 View citations (4)
1988
 Nonparametric Estimation of Econometric Functionals
Canadian Journal of Economics, 1988, 21, (3), 62558 View citations (17)
 Nonparametric Estimation and Hypothesis Testing in Econometric Models
Empirical Economics, 1988, 13, (3/4), 22349 View citations (9)
 The Econometric Analysis of Models with Risk Terms
Journal of Applied Econometrics, 1988, 3, (2), 87105 View citations (145)
 The positivepart Steinrule estimator and tests of linear hypotheses
Economics Letters, 1988, 26, (1), 4951
1986
 Moments of OLS estimators in an autoregressive moving average model with explanatory variables
Economics Letters, 1986, 21, (3), 265269 View citations (1)
1985
 Estimation and testing in a regression model with spherically symmetric errors
Economics Letters, 1985, 17, (12), 127132
See also Working Paper (1984)
 Nonparametric TimeSeries Estimation of Joint DGP, Conditional DGP, and Vector Autoregression
Econometric Theory, 1985, 1, (1), 2752 View citations (6)
See also Working Paper (1984)
1984
 AN EMPIRICAL TEST OF THE RISK AVERSION HYPOTHESIS
Pakistan Journal of Applied Economics, 1984, 3, (1), 5764
See also Working Paper (1979)
 On the Robustness of LM, LR, and W Tests in Regression Models
Econometrica, 1984, 52, (4), 105566 View citations (7)
See also Working Paper (1983)
 The sampling distribution of shrinkage estimators and theirFratios in the regression model
Journal of Econometrics, 1984, 25, (12), 109122
See also Working Paper (1983)
1983
 Properties of shrinkage estimators in linear regression when disturbances are not normal
Journal of Econometrics, 1983, 21, (3), 389402 View citations (7)
See also Working Paper (1983)
1982
 The approximate distribution function of the Steinrule estimator
Economics Letters, 1982, 10, (34), 305308 View citations (1)
1980
 A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors
Empirical Economics, 1980, 5, (3/4), 21932 View citations (1)
 Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients
International Economic Review, 1980, 21, (1), 17183 View citations (2)
See also Working Paper (1978)
 On Lindleylike mean correction in the improved estimation of linear regression models
Economics Letters, 1980, 6, (1), 2935
 The exact, largesample and smalldisturbance conditions of dominance of biased estimators in linear models
Economics Letters, 1980, 6, (4), 339344 View citations (1)
1979
 A distributed lag estimator derived from Shiller's smoothness priors: An extension
Economics Letters, 1979, 2, (3), 219223 View citations (1)
1978
 Double kClass Estimators of Coefficients in Linear Regression
Econometrica, 1978, 46, (3), 70522 View citations (18)
See also Working Paper (1976)
1976
 The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis
The Review of Economics and Statistics, 1976, 58, (1), 96103 View citations (1)
1974
 Competitive Firm and the Theory of Input Demand under Price Uncertainty
Journal of Political Economy, 1974, 82, (3), 53748 View citations (98)
 On the sampling distribution of improved estimators for coefficients in linear regression
Journal of Econometrics, 1974, 2, (2), 143150 View citations (8)
 The Exact Mean of the TwoStage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
Econometrica, 1974, 42, (4), 74958 View citations (1)
Books
2004
 Finite Sample Econometrics
OUP Catalogue, Oxford University Press View citations (57)
1999
 Nonparametric Econometrics
Cambridge Books, Cambridge University Press View citations (592)
Also in Cambridge Books, Cambridge University Press (1999) View citations (592)
Chapters
2014
 Moment Approximation for LeastSquares Estimator in FirstOrder Regression Models with Unit Root and Nonnormal Errors
A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 6592

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