Access Statistics for Aman Ullah

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Chinese Earnings-Age Profile: A Nonparametric Analysis 0 0 0 0 2 7 24 41
A Bias-Adjusted LM Test of Error Cross Section Independence 1 7 29 94 12 31 90 355
A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model 0 1 6 14 1 5 18 60
CONFIDENCE SETS CENTERED AT JAMES-STEIN ESTIMATORS- A SURPRISE CONCERNING THE UNKNOWN VARIANCE CASE 0 0 0 0 3 5 12 194
Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case 0 0 0 0 5 9 12 19
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 3 5 8 8 9 24 33 33
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 2 8 14 14 10 45 75 75
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 3 4 4 4 12 15 15
General Nonparametric Regression Estimation and Testing in Econometrics 0 0 0 0 2 4 12 28
Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach 0 0 0 0 2 4 9 20
NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE 0 0 0 0 0 1 7 169
Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models 0 0 0 1 3 7 32 462
On the Estimation of Residual Variance in Nonparametric Regression 0 0 0 1 3 4 17 49
On the Inverse Moments of Non-Central Wishart Matrix 0 0 0 0 1 5 21 70
Performance Properties of Classical in Inverse Calibration Estimators 0 0 0 1 4 8 27 51
Rao's Score Test in Econometrics 0 0 0 5 10 26 104 772
Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows 0 0 0 0 3 5 39 423
The Econometric Analysis of Risk Terms 0 2 3 50 0 3 12 188
The Exact Density of Nonparametric Regression Estimators: Fixed Design Case 0 0 0 0 2 3 8 18
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 1 10 72
Total Working Papers 6 26 64 192 76 209 577 3,114

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Improved Parametrically Guided Nonparametric Regression Estimators 0 0 6 7 0 1 9 11
A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors 0 0 0 0 0 0 7 294
A bias-adjusted LM test of error cross-section independence 0 1 27 39 7 24 123 164
A distributed lag estimator derived from Shiller's smoothness priors: An extension 0 0 4 12 0 1 6 24
A nonparametric random effects estimator 3 4 14 55 3 5 30 122
Asymptotic Normality of a Combined Regression Estimator 0 0 4 4 1 2 12 12
Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model 0 0 3 3 0 6 26 26
Bias of a Value-at-Risk estimator 0 1 6 36 1 3 14 92
Competitive Firm and the Theory of Input Demand under Price Uncertainty 2 4 22 85 3 5 48 243
Confidence sets centered at James--Stein estimators: A surprise concerning the unknown-variance case 3 4 8 14 3 5 15 41
Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395] 0 0 3 19 0 0 5 57
Double k-Class Estimators of Coefficients in Linear Regression 0 0 3 19 2 5 14 145
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 1 5 33 122 5 14 87 410
Estimation Of Moments And Production Decisions Under Uncertainty 1 2 6 37 1 6 20 125
Estimation and testing in a regression model with spherically symmetric errors 0 0 1 3 0 1 4 21
Finite sample properties of maximum likelihood estimator in spatial models 2 5 15 56 2 9 29 114
Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients 0 0 5 15 0 1 16 90
Local polynomial estimation of nonparametric simultaneous equations models 2 3 14 19 5 9 38 52
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 1 1 6 6 2 3 12 12
Moments of OLS estimators in an autoregressive moving average model with explanatory variables 0 0 7 18 1 4 20 59
Moments of the estimated Sharpe ratio when the observations are not IID 2 3 10 33 2 5 17 81
Moments of the function of non-normal random vector with applications to econometric estimators and test statistics 0 2 9 18 0 3 18 41
Moments of the ratio of quadratic forms in non-normal variables with econometric examples 0 1 12 74 2 3 16 136
More efficient estimation of nonparametric panel data models with random effects 0 1 13 43 0 2 24 77
Non-parametric Estimation of Econometric Functionals 0 1 7 17 0 1 16 76
Nonparametric Estimation and Hypothesis Testing in Econometric Models 0 0 0 0 1 3 13 68
On Lindley-like mean correction in the improved estimation of linear regression models 0 0 0 1 1 2 8 15
On skewness and kurtosis of econometric estimators 4 7 17 17 9 25 43 43
On the Bias of Standard Errors of the LS Residual under Nonnormal Errors?Solution 0 1 4 4 0 2 6 6
On the Robustness of LM, LR, and W Tests in Regression Models 0 1 3 23 0 3 13 99
On the sampling distribution of improved estimators for coefficients in linear regression 0 0 3 11 0 5 31 78
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 10 34 0 1 11 52
Properties of shrinkage estimators in linear regression when disturbances are not normal 1 5 8 25 2 10 25 64
Testing Conditional Uncorrelatedness 1 5 27 27 4 18 66 66
Testing Marshall-Lerner condition: a non-parametric approach 2 4 48 317 4 10 125 930
The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis 0 0 1 23 1 1 7 80
The Econometric Analysis of Models with Risk Terms 2 2 17 156 4 4 33 413
The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables 0 0 0 10 0 0 1 77
The approximate distribution function of the Stein-rule estimator 0 1 4 5 3 5 12 21
The coefficient of determination and its adjusted version in linear regression models 3 7 27 68 21 36 143 368
The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models 0 0 0 0 0 0 2 9
The positive-part Stein-rule estimator and tests of linear hypotheses 0 0 0 4 0 0 0 9
The sampling distribution of shrinkage estimators and theirF-ratios in the regression model 0 0 3 7 0 1 6 19
The second-order bias and mean squared error of estimators in time-series models 1 1 15 40 2 3 35 138
The second-order bias and mean squared error of nonlinear estimators 1 3 18 70 3 7 36 146
Unanticipated Macro Model Estimation 0 0 1 1 0 1 5 5
Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing 0 0 4 4 0 1 9 9
Uses of entropy and divergence measures for evaluating econometric approximations and inference 1 1 2 29 1 1 6 88
Total Journal Articles 33 76 450 1,630 96 257 1,262 5,328
1 registered items for which data could not be found
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Statistics updated 2009-12-07