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Details about Aman Ullah

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

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Last updated 2019-02-11. Update your information in the RePEc Author Service.

Short-id: pul22


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Working Papers

2018

  1. A Class of Model Averaging Estimators
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  2. A Combined Random Effect and Fixed Effect Forecast for Panel Data Models
    Working Papers, University of California at Riverside, Department of Economics Downloads
  3. Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction
    Working Papers, University of California at Riverside, Department of Economics Downloads
  4. Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models
    Working Papers, University of California at Riverside, Department of Economics Downloads View citations (7)
  5. Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects
    Working Papers, University of California at Riverside, Department of Economics Downloads
  6. The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation
    Working Papers, University of California at Riverside, Department of Economics Downloads
  7. Variable Selection in Sparse Semiparametric Single Index Models
    Working Papers, University of California at Riverside, Department of Economics Downloads

2017

  1. A Combined Estimator of Regression Models with Measurement Errors
    Working Papers, University of California at Riverside, Department of Economics Downloads

2015

  1. Grouped Model Averaging for Finite Sample Size
    Working Papers, University of California at Riverside, Department of Economics Downloads
  2. Nonparametric Regression-Spline Random Effects Models
    Department of Economics Working Papers, McMaster University Downloads View citations (1)

2014

  1. A Semiparametric Conditional Duration Model
    Working Papers, University of California at Riverside, Department of Economics Downloads
  2. A Semiparametric Generalized Ridge Estimator and Link with Model Averaging
    Working Papers, University of California at Riverside, Department of Economics Downloads
    See also Journal Article in Econometric Reviews (2017)
  3. Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process
    Working Papers, University of California at Riverside, Department of Economics Downloads
  4. Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
    Working Papers, University of California at Riverside, Department of Economics Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2015)
  5. Moment Approximation for Unit Root Models with Nonnormal Errors
    Working Papers, University of California at Riverside, Department of Economics Downloads
  6. Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
    Working Papers, University of California at Riverside, Department of Economics Downloads View citations (4)

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 View citations (1)

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 (10)
    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 View citations (1)

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
    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
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Working Papers, Tilburg - Center for Economic Research (1991) 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. A QUANTITATIVE INVESTIGATION OF THE MACROECONOMIC EFFECTS OF CAPITAL CONTROLS AND THE STABILIZATION OF BALANCE OF TRADE
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics Downloads
  2. DOW AND SAVILLE'S CRITIQUE ON MONETARY POLICY- A REVIEW ESSAY
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics Downloads

1986

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

1983

  1. Properties of shrinkageestimators in linear regression when disturbances are not normal
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Econometrics (1983)

1978

  1. A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS
    Econometric Institute Archives, Erasmus University Rotterdam Downloads

Journal Articles

2017

  1. A semiparametric generalized ridge estimator and link with model averaging
    Econometric Reviews, 2017, 36, (1-3), 370-384 Downloads
    See also Working Paper (2014)
  2. Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
    Econometric Reviews, 2017, 36, (6-9), 1039-1056 Downloads View citations (1)
  3. Econometric Reviews honors Esfandiar Maasoumi
    Econometric Reviews, 2017, 36, (6-9), 563-567 Downloads
  4. Interval estimation: An information theoretic approach
    Econometric Reviews, 2017, 36, (6-9), 781-795 Downloads View citations (1)

2015

  1. Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints
    Journal of Business & Economic Statistics, 2015, 33, (3), 393-402 Downloads View citations (1)
    See also Working Paper (2014)
  2. Testing Additive Separability of Error Term in Nonparametric Structural Models
    Econometric Reviews, 2015, 34, (6-10), 1057-1088 Downloads View citations (4)

2014

  1. Robustify Financial Time Series Forecasting with Bagging
    Econometric Reviews, 2014, 33, (5-6), 575-605 Downloads View citations (4)

2013

  1. A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
    Econometric Theory, 2013, 29, (01), 187-212 Downloads View citations (8)
  2. 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), 184-207 Downloads View citations (9)
  3. Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator
    Empirical Economics, 2013, 45, (2), 1009-1024 Downloads View citations (3)
  4. On existence of moment of mean reversion estimator in linear diffusion models
    Economics Letters, 2013, 120, (2), 146-148 Downloads View citations (1)
  5. Parametric and Nonparametric Frequentist Model Selection and Model Averaging
    Econometrics, 2013, 1, (2), 1-23 Downloads View citations (2)

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 (7)

2011

  1. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
    Journal of Business & Economic Statistics, 2011, 29, (1), 109-125 Downloads View citations (14)

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 (13)
  2. A bias-adjusted LM test of error cross-section independence
    Econometrics Journal, 2008, 11, (1), 105-127 Downloads View citations (163)
    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 (26)
  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 (27)
  2. More efficient estimation of nonparametric panel data models with random effects
    Economics Letters, 2007, 96, (3), 375-380 Downloads View citations (8)
  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 (42)

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 (44)

2005

  1. A nonparametric random effects estimator
    Economics Letters, 2005, 88, (3), 403-407 Downloads View citations (26)
  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 (6)
  2. Testing Marshall-Lerner condition: a non-parametric approach
    Applied Economics Letters, 2004, 11, (4), 231-236 Downloads View citations (14)

2002

  1. ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
    Econometric Reviews, 2002, 21, (2), 205-219 Downloads View citations (11)
  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 (3)

1999

  1. Asymptotic Normality of a Combined Regression Estimator
    Journal of Multivariate Analysis, 1999, 71, (2), 191-240 Downloads View citations (20)
  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 (7)

1997

  1. Estimation Of Moments And Production Decisions Under Uncertainty
    The Review of Economics and Statistics, 1997, 79, (4), 631-637 Downloads View citations (32)
    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 (51)

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 (8)

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 (16)
  2. Nonparametric Estimation and Hypothesis Testing in Econometric Models
    Empirical Economics, 1988, 13, (3/4), 223-49 View citations (9)
  3. The Econometric Analysis of Models with Risk Terms
    Journal of Applied Econometrics, 1988, 3, (2), 87-105 Downloads View citations (134)
  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 View citations (1)

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. AN EMPIRICAL TEST OF THE RISK AVERSION HYPOTHESIS
    Pakistan Journal of Applied Economics, 1984, 3, (1), 57-64 Downloads
  2. On the Robustness of LM, LR, and W Tests in Regression Models
    Econometrica, 1984, 52, (4), 1055-66 Downloads View citations (7)
  3. 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 (6)
    See also Working Paper (1983)

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 View citations (1)
  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 (18)

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 (89)
  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 View citations (1)

Books

2004

  1. Finite Sample Econometrics
    OUP Catalogue, Oxford University Press View citations (49)

1999

  1. Nonparametric Econometrics
    Cambridge Books, Cambridge University Press View citations (556)
    Also in Cambridge Books, Cambridge University Press (1999) View citations (556)

Chapters

2014

  1. Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
    A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 65-92 Downloads
 
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