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 0 6 7 155
A Bias-Adjusted LM Test of Error Cross Section Independence 1 1 9 258 2 2 19 906
A Class of Model Averaging Estimators 0 0 0 56 0 0 7 198
A Combined Estimator of Regression Models with Measurement Errors 0 0 0 4 0 0 3 42
A Combined Random Effect and Fixed Effect Forecast for Panel Data Models 0 0 3 47 0 2 11 88
A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS 0 0 0 0 0 0 0 9
A Polynomial Distributed Lag Model with Stochastic Coefficients 0 0 0 0 0 0 0 0
A Rehabilitation of Absolute Advantage 0 0 0 2 0 1 2 12
A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model 0 0 0 26 0 0 1 173
A Semiparametric Conditional Duration Model 0 0 0 18 0 0 2 44
A Semiparametric Generalized Ridge Estimator and Link with Model Averaging 0 0 1 28 0 0 3 44
A Theory of Property Rights and Crime 0 0 0 0 0 0 0 7
ASYMPTOTIC EXPANSIONS AND CURVATURE MEASURES IN A NONLINEAR REGRESSION MODEL 0 0 1 1 0 0 1 319
Added- and Discouraged-Worker Effects in Canada, 1953-1974 0 0 0 0 0 0 0 8
An Analysis of the Demand and Supply of Shiftworkers 0 0 0 0 0 0 0 1
An Empirical Test of the Risk Aversion Hypothesis 0 0 0 0 0 0 1 12
Analysis of a Monopoly 0 0 0 3 0 0 1 6
Analytical Finite Sample Econometrics-from A.L.Nagar to Now 0 0 78 78 2 6 25 25
Asymptotic Expansion of the Distribution of Stein-Rule Estimators when Disturbances Are Small 0 0 0 0 0 0 0 2
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 0 0 1 113
Boosting 0 0 2 48 1 1 14 79
Bootstrap Aggregating and Random Forest 1 3 11 73 2 8 28 166
CONFIDENCE SETS CENTERED AT JAMES-STEIN ESTIMATORS- A SURPRISE CONCERNING THE UNKNOWN VARIANCE CASE 0 0 0 0 0 0 0 244
Combined Estimation of Semiparametric Panel Data Models 0 0 0 13 0 0 2 42
Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction 0 0 0 27 0 0 1 44
Concurrent Renting and Selling in a Durable-Goods Monopoly Under Threat of Entry 0 0 0 2 0 0 2 10
Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case 0 0 0 0 0 1 2 62
Double k-Class Estimators of Coefficients in Linear Regression 0 0 0 0 0 0 0 8
Efficiency of Estimators in Regression Model with AR(1) Errors 0 0 0 0 1 1 1 2
Efficient Combined Estimation under Structural Breaks 0 1 6 18 0 5 17 56
Efficient Combined Estimation under Structural Breaks 1 2 5 43 2 5 10 34
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 1 82 0 0 2 276
Estimation and Testing in a Regression Model with Spherically Symmetric Errors 0 0 0 0 0 0 0 2
Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination 0 1 2 40 2 3 12 76
Estimation of moments and production decisions under uncertainty 0 0 0 11 0 0 1 52
Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators 0 0 0 2 0 0 1 9
Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference 1 2 5 33 2 5 10 41
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 1 1 4 72 1 2 8 141
Exact Moments of the Two-Stage Least-Squares Estimator and Their Approximations 0 0 0 0 0 0 0 3
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 2 106 0 1 5 476
Expectations and the Behavior of Prices and Output under Fixed and Flexible Exchange Rates 0 0 0 0 0 0 0 5
Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints 0 0 0 29 0 0 1 63
Forecasting under Structural Breaks Using Improved Weighted Estimation 0 1 10 10 1 2 12 12
Forecasting under Structural Breaks Using Improved Weighted Estimation 1 2 47 47 3 7 24 24
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 0 1 111
General Nonparametric Regression Estimation and Testing in Econometrics 0 0 0 0 1 1 1 125
Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients 0 0 0 1 0 0 0 2
Grouped Model Averaging for Finite Sample Size 0 0 0 56 0 0 1 84
Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach 0 0 0 0 0 0 0 89
Improved Average Estimation in Seemingly Unrelated Regressions 0 0 0 7 1 1 4 36
Industrial Structure of Micro-Economies and the Distribution of Earnings 0 0 0 2 0 0 0 7
Information Theoretic Estimation of Econometric Functions 0 0 2 21 0 2 13 40
Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns 0 0 2 8 0 1 6 37
Intergenerational Transfers, Redistribution, and Inequality 0 0 0 1 0 0 0 4
Italy and the Cost-Push Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs 0 0 0 0 0 0 0 2
Lindley and Smith Type Improved Estimators of Regression Coefficients 0 0 0 1 0 2 2 8
Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting 0 0 12 12 2 3 25 25
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 1 11 1 2 5 34
Measurement of Structural Change: An Application of Random Coefficient Regression Model 0 0 0 0 0 0 0 2
Modal Regression for Fixed Effects Panel Data 0 1 4 34 0 7 35 106
Moment Approximation for Unit Root Models with Nonnormal Errors 0 0 0 39 0 1 2 52
NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE 0 0 1 1 1 1 2 217
Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19 2 6 29 29 2 15 42 42
Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models 0 0 0 6 0 0 0 571
Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models 0 0 2 50 0 0 9 109
Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models 0 1 2 17 1 4 11 80
Nonparametric Regression-Spline Random Effects Models 0 0 1 57 0 0 2 111
Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression 0 0 0 2 0 0 2 14
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting 0 0 0 76 0 0 2 60
On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator 1 1 1 1 2 2 2 3
On the Estimation of Residual Variance in Nonparametric Regression 0 0 0 1 0 0 1 103
On the Estimation of the Cobb-Douglas Production Function under Uncertainty 0 0 0 0 0 0 0 5
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics 0 0 0 14 0 0 4 34
On the Global Univalence of Piecewise Differentiable Mappings 0 0 0 0 0 0 0 3
On the Inverse Moments of Non-Central Wishart Matrix 0 0 0 0 2 2 7 223
On the Robustness of LM, LR and W Tests in Regression Models 0 0 0 0 0 0 0 7
On the Sampling Distribution of the Two-Stage Least Squares Estimator of the Coefficients of Explanatory Values 0 0 0 1 0 0 0 3
Optimal Forecast under Structural Breaks 1 1 22 22 2 4 21 21
Optimal Forecast under Structural Breaks 0 2 19 19 2 6 27 27
Optimal Foreign Exchange Market Intervention 0 0 0 0 0 0 0 3
Performance Properties of Classical in Inverse Calibration Estimators 0 0 0 1 0 0 0 104
Properties of Shrinkage Estimators in Linear Regression when Disturbances Are not Normal 0 0 0 0 0 1 1 7
Properties of shrinkageestimators in linear regression when disturbances are not normal 0 0 0 0 0 0 1 9
RAO's Score Test in Econometrics 0 0 0 7 0 0 3 40
RAO's Score Test in Econometrics 0 0 0 0 0 0 0 3
Rao's Score Test in Econometrics 0 0 0 5 0 0 1 1,066
Resource Discoveries and "Excessive" External Borrowing 0 0 0 0 0 0 0 5
Rural-Urban Migration and Second-Best Policy Intervention in LDCs 0 0 0 0 0 0 0 3
Sampling Distribution of Shrinkage Estimators and Their F-Ratios in the Regression Model 0 0 0 0 0 1 1 6
Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables 0 0 0 23 0 0 4 16
Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows 0 0 0 1 0 0 0 534
Semiparametric Partially Linear Varying Coefficient Modal Regression 13 13 13 13 8 8 8 8
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 1 17 0 0 6 45
Stochastic Demand and the Theory of Price Discrimination 0 0 0 0 0 0 0 2
THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI 0 0 0 23 0 0 3 22
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 0 0 0 1
The "Buffer Stock" Notion in Monetary Economics 0 0 0 1 0 1 4 20
The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form 0 0 0 0 0 0 1 5
The Econometric Analysis of Risk Terms 0 0 2 69 0 0 3 254
The Effects of Alternative Urban Transit Subsidy Formulas 0 0 0 0 0 0 0 3
The Exact Density of Nonparametric Regression Estimators: Fixed Design Case 0 0 0 0 0 0 0 60
The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable 0 0 0 0 0 0 0 4
The Finite Sample Properties of OLS and IV Estimators in Special Rational Distributed Lag Models 0 0 0 0 0 0 0 3
The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 3 28 1 3 12 64
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 0 1 148
Variable Selection in Sparse Semiparametric Single Index Models 0 0 0 30 0 1 6 75
Weighted Average Estimation in Panel Data 0 0 10 10 1 9 20 20
World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 1850-1913 0 0 2 5 0 0 2 17
Total Working Papers 23 39 316 1,966 46 136 541 9,035


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 35 0 0 1 104
A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors 0 0 0 0 0 0 0 326
A bias-adjusted LM test of error cross-section independence 0 0 0 202 5 10 62 883
A combined estimator of regression models with measurement errors 0 0 0 0 1 1 3 16
A distributed lag estimator derived from Shiller's smoothness priors: An extension 0 0 0 18 0 0 0 53
A nonparametric random effects estimator 0 0 2 102 0 0 6 253
A semiparametric conditional duration model 0 0 0 9 0 0 2 65
A semiparametric generalized ridge estimator and link with model averaging 0 0 0 4 1 1 1 23
AN EMPIRICAL TEST OF THE RISK AVERSION HYPOTHESIS 0 0 0 2 0 0 1 14
Analytical Finite Sample Econometrics: From A. L. Nagar to Now 1 1 1 1 1 1 2 2
Asymptotic Normality of a Combined Regression Estimator 0 0 2 17 1 2 5 70
Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model 0 0 0 18 0 0 0 119
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 0 0 29
Bias of a Value-at-Risk estimator 0 0 1 59 0 0 1 159
Competitive Firm and the Theory of Input Demand under Price Uncertainty 0 0 2 144 0 0 2 423
Confidence sets centered at James--Stein estimators: A surprise concerning the unknown-variance case 0 0 0 33 0 0 1 110
Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors 0 0 0 24 0 0 0 166
Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395] 0 0 0 59 0 0 0 165
Direct and indirect effects of happiness on wage: A simultaneous equations approach 0 0 1 36 0 0 1 163
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 0 0 3 0 0 1 16
Double k-Class Estimators of Coefficients in Linear Regression 0 0 0 40 1 1 1 216
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 1 2 202 0 2 5 713
Econometric Reviews honors Esfandiar Maasoumi 0 0 0 4 0 0 1 13
Estimation Of Moments And Production Decisions Under Uncertainty 0 0 1 68 0 0 7 317
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 3 0 0 1 34
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 0 0 0 52
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination 0 0 5 5 0 0 10 10
Finite sample properties of maximum likelihood estimator in spatial models 0 1 7 94 1 2 14 237
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints 0 0 0 2 0 0 3 30
Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients 0 0 0 37 0 0 0 162
Improved Average Estimation in Seemingly Unrelated Regressions 0 1 1 4 0 2 7 35
Interval estimation: An information theoretic approach 0 0 0 1 0 1 5 20
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 15 0 0 2 71
Local polynomial estimation of nonparametric simultaneous equations models 0 1 4 113 0 1 12 346
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 25 0 0 1 82
Machine-Learning-Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting 0 0 0 0 0 0 3 3
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 0 4 0 0 3 17
Modal regression for fixed effects panel data 0 0 2 6 0 3 13 31
Moments of OLS estimators in an autoregressive moving average model with explanatory variables 0 1 1 26 0 1 2 130
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 1 46 0 0 2 119
Moments of the ratio of quadratic forms in non-normal variables with econometric examples 0 0 1 89 0 1 2 200
More efficient estimation of nonparametric panel data models with random effects 0 0 1 70 0 0 2 171
Non-parametric Estimation of Econometric Functionals 0 0 0 43 0 0 7 158
Nonlinear modal regression for dependent data with application for predicting COVID‐19 0 0 0 0 0 0 0 0
Nonparametric Estimation and Hypothesis Testing in Econometric Models 0 0 0 0 0 0 2 113
Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression 0 0 0 9 0 0 0 43
Nonparametric estimation of marginal effects in regression-spline random effects models 0 0 0 1 1 1 2 12
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 10 0 0 2 55
Normal Bipolar Soft Subgroups 0 0 0 0 0 0 0 0
Note on approximate skewness and kurtosis of the two-stage least-square estimator 0 0 0 0 0 0 2 18
On Lindley-like mean correction in the improved estimation of linear regression models 0 0 0 1 0 0 0 31
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 0 0 61
On skewness and kurtosis of econometric estimators 0 0 0 47 0 0 0 275
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 1 43 0 0 4 177
On the sampling distribution of improved estimators for coefficients in linear regression 0 0 0 35 0 0 0 166
Optimal forecast under structural breaks 0 3 3 3 2 7 7 7
Parametric and Nonparametric Frequentist Model Selection and Model Averaging 0 1 3 43 1 2 6 144
Parametric and semi-parametric estimation of the effect of firm attributes on efficiency: the electricity generating industry in India 0 0 0 5 0 1 1 42
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 2 78 0 0 7 219
Properties of shrinkage estimators in linear regression when disturbances are not normal 0 0 0 50 0 0 4 187
Risk-based portfolio strategy in emerging stock markets: economic significance from Brazil, Russia, India and China 1 1 1 18 1 1 1 78
Robustify Financial Time Series Forecasting with Bagging 0 0 0 16 0 0 2 54
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 4 0 0 1 35
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 0 203
Testing Marshall-Lerner condition: a non-parametric approach 0 0 1 410 1 1 5 1,223
The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis 0 0 0 86 2 3 4 449
The Econometric Analysis of Models with Risk Terms 0 0 4 233 0 4 31 648
The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables 0 0 0 16 0 0 0 132
The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation 0 0 0 2 0 0 0 14
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 0 0 0 0 0 0 0
The approximate distribution function of the Stein-rule estimator 0 0 0 7 0 0 0 47
The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models 0 0 0 2 0 0 0 21
The positive-part Stein-rule estimator and tests of linear hypotheses 0 0 0 7 0 0 0 26
The sampling distribution of shrinkage estimators and theirF-ratios in the regression model 0 0 0 17 0 0 0 69
The second-order bias and mean squared error of estimators in time-series models 0 2 2 91 0 3 4 295
The second-order bias and mean squared error of nonlinear estimators 0 3 17 260 1 4 26 582
Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing 0 0 0 16 0 0 0 77
Uses of entropy and divergence measures for evaluating econometric approximations and inference 1 1 1 43 1 1 1 174
Why Does Growing up in an Intact Family during Childhood Lead to Higher Earnings during Adulthood in the United States? 0 0 1 11 0 0 5 78
Total Journal Articles 3 17 72 3,314 21 57 309 12,081


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 0 3 116
Nonparametric Econometrics 0 0 0 0 0 1 10 346
Nonparametric Econometrics 0 0 0 0 5 12 65 694
Total Books 0 0 0 0 5 13 78 1,156


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 2 0 1 1 17
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 2 4 0 0 8 27
Variable Selection in Sparse Semiparametric Single Index Models 0 0 1 2 0 2 5 14
Total Chapters 0 0 3 8 0 3 14 58


Statistics updated 2022-11-05