Access Statistics for Aman Ullah

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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 1 2 8 132
A Bias-Adjusted LM Test of Error Cross Section Independence 1 4 11 243 2 9 43 868
A Class of Model Averaging Estimators 0 0 9 56 0 3 33 183
A Combined Estimator of Regression Models with Measurement Errors 1 2 2 3 3 5 15 23
A Combined Random Effect and Fixed Effect Forecast for Panel Data Models 2 2 27 39 5 9 33 58
A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS 0 0 0 0 1 1 5 8
A Polynomial Distributed Lag Model with Stochastic Coefficients 0 0 0 0 0 0 0 0
A Rehabilitation of Absolute Advantage 0 0 0 0 2 2 3 5
A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model 0 0 0 26 1 1 8 165
A Semiparametric Conditional Duration Model 0 0 0 17 0 0 5 37
A Semiparametric Generalized Ridge Estimator and Link with Model Averaging 0 0 0 27 0 0 1 37
A Theory of Property Rights and Crime 0 0 0 0 2 2 3 3
ASYMPTOTIC EXPANSIONS AND CURVATURE MEASURES IN A NONLINEAR REGRESSION MODEL 0 0 0 0 1 1 4 318
Added- and Discouraged-Worker Effects in Canada, 1953-1974 0 0 0 0 0 0 1 1
An Analysis of the Demand and Supply of Shiftworkers 0 0 0 0 0 0 1 1
An Empirical Test of the Risk Aversion Hypothesis 0 0 0 0 1 1 5 5
Analysis of a Monopoly 0 0 1 1 0 1 3 3
Asymptotic Expansion of the Distribution of Stein-Rule Estimators when Disturbances Are Small 0 0 0 0 0 0 0 1
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 2 3 7 109
Boosting 0 2 42 44 3 7 42 47
Bootstrap Aggregating and Random Forest 1 3 46 48 8 15 78 82
CONFIDENCE SETS CENTERED AT JAMES-STEIN ESTIMATORS- A SURPRISE CONCERNING THE UNKNOWN VARIANCE CASE 0 0 0 0 0 0 5 242
Combined Estimation of Semiparametric Panel Data Models 0 0 9 10 1 6 19 22
Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction 0 1 24 26 1 3 18 28
Concurrent Renting and Selling in a Durable-Goods Monopoly Under Threat of Entry 0 0 0 0 0 0 0 0
Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case 0 0 0 0 0 2 3 57
Double k-Class Estimators of Coefficients in Linear Regression 0 0 0 0 2 2 5 5
Efficiency of Estimators in Regression Model with AR(1) Errors 0 0 0 0 1 1 1 1
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 1 1 1 81 2 3 6 268
Estimation and Testing in a Regression Model with Spherically Symmetric Errors 0 0 0 0 0 0 0 0
Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination 6 25 25 25 8 24 24 24
Estimation of moments and production decisions under uncertainty 1 1 2 11 1 1 6 48
Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators 0 0 1 2 0 0 5 6
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 1 62 2 3 11 118
Exact Moments of the Two-Stage Least-Squares Estimator and Their Approximations 0 0 0 0 1 1 3 3
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 2 103 0 1 15 460
Expectations and the Behavior of Prices and Output under Fixed and Flexible Exchange Rates 0 0 0 0 0 0 2 2
Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints 0 0 0 28 0 0 1 53
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 1 23 0 1 3 109
General Nonparametric Regression Estimation and Testing in Econometrics 0 0 0 0 0 1 7 123
Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients 0 1 1 1 1 2 2 2
Grouped Model Averaging for Finite Sample Size 0 0 3 53 0 0 4 77
Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach 0 0 0 0 0 0 0 88
Improved Average Estimation in Seemingly Unrelated Regressions 1 6 6 6 4 5 5 5
Industrial Structure of Micro-Economies and the Distribution of Earnings 0 0 2 2 0 0 6 6
Information Theoretic Estimation of Econometric Functions 0 1 18 18 2 5 9 9
Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns 1 1 5 5 2 4 22 22
Intergenerational Transfers, Redistribution, and Inequality 0 0 0 0 0 0 2 2
Italy and the Cost-Push Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs 0 0 0 0 0 0 2 2
Lindley and Smith Type Improved Estimators of Regression Coefficients 0 0 0 0 1 1 2 2
Measurement of Structural Change: An Application of Random Coefficient Regression Model 0 0 0 0 0 0 1 1
Moment Approximation for Unit Root Models with Nonnormal Errors 1 1 1 39 3 3 11 46
NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE 0 0 0 0 0 0 5 212
Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models 0 0 1 4 1 2 7 566
Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models 0 4 41 41 2 13 72 72
Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models 0 0 6 12 3 4 30 48
Nonparametric Regression-Spline Random Effects Models 0 0 2 53 1 2 9 98
Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression 0 0 1 1 1 2 5 5
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting 0 1 1 76 0 3 5 55
On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator 0 0 0 0 0 0 0 0
On the Estimation of Residual Variance in Nonparametric Regression 0 0 0 1 0 0 3 98
On the Estimation of the Cobb-Douglas Production Function under Uncertainty 0 0 0 0 0 0 1 1
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics 2 12 12 12 5 9 9 9
On the Global Univalence of Piecewise Differentiable Mappings 0 0 0 0 1 1 2 2
On the Inverse Moments of Non-Central Wishart Matrix 0 0 0 0 1 2 14 213
On the Robustness of LM, LR and W Tests in Regression Models 0 0 0 0 2 2 5 7
On the Sampling Distribution of the Two-Stage Least Squares Estimator of the Coefficients of Explanatory Values 0 0 1 1 1 1 3 3
Optimal Foreign Exchange Market Intervention 0 0 0 0 0 0 2 2
Performance Properties of Classical in Inverse Calibration Estimators 0 0 0 1 0 0 2 102
Properties of Shrinkage Estimators in Linear Regression when Disturbances Are not Normal 0 0 0 0 0 0 1 1
Properties of shrinkageestimators in linear regression when disturbances are not normal 0 0 0 0 2 2 4 6
RAO's Score Test in Econometrics 0 0 1 7 1 1 8 32
Rao's Score Test in Econometrics 0 0 0 5 1 3 7 1,056
Resource Discoveries and "Excessive" External Borrowing 0 0 0 0 0 0 4 5
Rural-Urban Migration and Second-Best Policy Intervention in LDCs 0 0 0 0 0 0 1 1
Sampling Distribution of Shrinkage Estimators and Their F-Ratios in the Regression Model 0 0 0 0 0 0 4 4
Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables 2 2 22 22 2 3 6 6
Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows 0 0 0 1 1 2 7 533
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 1 2 15 16 1 2 14 28
Stochastic Demand and the Theory of Price Discrimination 0 0 0 0 1 1 2 2
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 1 1 1 1
The "Buffer Stock" Notion in Monetary Economics 0 0 0 0 3 3 9 9
The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form 0 0 0 0 0 0 1 2
The Econometric Analysis of Risk Terms 0 0 1 67 1 1 7 250
The Effects of Alternative Urban Transit Subsidy Formulas 0 0 0 0 1 1 3 3
The Exact Density of Nonparametric Regression Estimators: Fixed Design Case 0 0 0 0 0 0 2 59
The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable 0 0 0 0 1 1 2 2
The Finite Sample Properties of OLS and IV Estimators in Special Rational Distributed Lag Models 0 0 0 0 0 0 1 1
The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 21 25 3 6 23 37
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 2 2 4 140
Variable Selection in Sparse Semiparametric Single Index Models 1 1 25 30 4 6 28 60
World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 1850-1913 0 0 2 2 1 1 9 12
Total Working Papers 22 73 392 1,420 108 208 820 7,660


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 1 34 0 0 2 103
A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors 0 0 0 0 0 1 5 326
A bias-adjusted LM test of error cross-section independence 1 4 14 196 2 9 55 760
A combined estimator of regression models with measurement errors 0 0 0 0 0 2 8 8
A distributed lag estimator derived from Shiller's smoothness priors: An extension 0 0 1 18 0 0 2 52
A nonparametric random effects estimator 0 0 1 98 0 0 6 242
A semiparametric conditional duration model 0 0 0 9 0 0 5 57
A semiparametric generalized ridge estimator and link with model averaging 0 0 0 4 0 0 3 21
AN EMPIRICAL TEST OF THE RISK AVERSION HYPOTHESIS 0 0 1 1 0 0 6 10
Asymptotic Normality of a Combined Regression Estimator 0 0 0 14 1 1 2 64
Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model 0 0 0 18 0 1 3 114
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 2 1 1 6 26
Bias of a Value-at-Risk estimator 0 0 1 58 0 0 8 156
Competitive Firm and the Theory of Input Demand under Price Uncertainty 0 0 3 139 0 1 9 408
Confidence sets centered at James--Stein estimators: A surprise concerning the unknown-variance case 0 0 0 33 0 2 6 107
Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors 0 0 0 23 1 1 3 161
Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395] 0 0 3 51 0 0 7 155
Direct and indirect effects of happiness on wage: A simultaneous equations approach 0 0 3 35 0 0 12 159
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 1 1 2 0 1 2 12
Double k-Class Estimators of Coefficients in Linear Regression 0 0 0 40 0 0 3 213
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 1 198 0 1 5 698
Econometric Reviews honors Esfandiar Maasoumi 0 0 2 4 0 0 4 10
Estimation Of Moments And Production Decisions Under Uncertainty 1 1 2 66 2 2 9 305
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 3 0 0 3 30
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 0 0 2 51
Finite sample properties of maximum likelihood estimator in spatial models 0 0 1 87 0 0 4 219
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints 0 0 0 2 1 1 5 24
Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients 0 0 0 37 0 0 1 161
Improved Average Estimation in Seemingly Unrelated Regressions 0 0 0 0 3 10 16 16
Interval estimation: An information theoretic approach 0 0 1 1 0 0 3 11
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 14 0 0 3 57
Local polynomial estimation of nonparametric simultaneous equations models 0 0 2 97 0 0 14 307
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 25 0 0 0 78
Moments of OLS estimators in an autoregressive moving average model with explanatory variables 0 0 0 25 0 1 4 127
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 0 43 0 1 2 114
Moments of the ratio of quadratic forms in non-normal variables with econometric examples 0 0 0 87 0 1 3 192
More efficient estimation of nonparametric panel data models with random effects 0 0 1 69 0 0 5 168
Non-parametric Estimation of Econometric Functionals 0 0 0 39 1 2 4 143
Nonparametric Estimation and Hypothesis Testing in Econometric Models 0 0 0 0 0 1 7 106
Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression 0 0 0 9 1 1 2 42
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 1 9 1 2 4 46
Note on approximate skewness and kurtosis of the two-stage least-square estimator 0 0 0 0 0 1 10 10
On Lindley-like mean correction in the improved estimation of linear regression models 0 0 0 1 0 0 2 30
On existence of moment of mean reversion estimator in linear diffusion models 0 0 1 13 1 1 6 60
On skewness and kurtosis of econometric estimators 0 0 0 47 0 1 5 272
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 1 42 1 1 10 168
On the sampling distribution of improved estimators for coefficients in linear regression 0 0 0 34 0 0 1 163
Parametric and Nonparametric Frequentist Model Selection and Model Averaging 0 0 3 38 1 1 9 125
Parametric and semi-parametric estimation of the effect of firm attributes on efficiency: the electricity generating industry in India 0 0 0 5 0 0 2 38
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 2 73 0 1 8 205
Properties of shrinkage estimators in linear regression when disturbances are not normal 0 0 0 49 0 3 7 178
Risk-based portfolio strategy in emerging stock markets: economic significance from Brazil, Russia, India and China 0 0 0 15 0 0 3 75
Robustify Financial Time Series Forecasting with Bagging 0 0 1 16 0 0 3 45
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 4 0 0 7 29
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 3 198
Testing Marshall-Lerner condition: a non-parametric approach 0 0 1 408 0 1 6 1,212
The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis 1 1 8 84 1 1 27 432
The Econometric Analysis of Models with Risk Terms 0 0 6 223 0 4 18 602
The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables 0 0 0 15 0 1 6 129
The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 1 1 1 2 5 5
The approximate distribution function of the Stein-rule estimator 0 0 0 7 0 0 0 46
The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models 0 0 1 2 0 0 2 21
The positive-part Stein-rule estimator and tests of linear hypotheses 0 0 0 6 0 0 1 24
The sampling distribution of shrinkage estimators and theirF-ratios in the regression model 0 0 0 17 0 0 7 67
The second-order bias and mean squared error of estimators in time-series models 0 0 1 88 1 2 11 284
The second-order bias and mean squared error of nonlinear estimators 0 1 3 226 1 4 15 521
Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing 0 0 0 16 0 1 4 74
Uses of entropy and divergence measures for evaluating econometric approximations and inference 0 0 1 42 0 0 7 170
Why Does Growing up in an Intact Family during Childhood Lead to Higher Earnings during Adulthood in the United States? 0 0 1 10 0 1 11 67
Total Journal Articles 3 8 71 3,143 21 69 449 11,309
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Finite Sample Econometrics 0 0 0 0 0 2 7 106
Nonparametric Econometrics 0 0 0 0 1 14 54 287
Nonparametric Econometrics 0 0 0 0 9 30 134 488
Total Books 0 0 0 0 10 46 195 881


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 0 0 0 1 0 4 7 12
Total Chapters 0 0 0 1 0 4 7 12


Statistics updated 2020-09-04