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 1 4 160
A Bias-Adjusted LM Test of Error Cross Section Independence 1 1 8 277 3 4 24 956
A Class of Model Averaging Estimators 0 0 1 58 1 2 5 205
A Combined Estimator of Regression Models with Measurement Errors 0 0 0 4 0 0 1 45
A Combined Random Effect and Fixed Effect Forecast for Panel Data Models 0 0 1 50 1 1 3 101
A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS 0 0 0 0 0 1 1 10
A Polynomial Distributed Lag Model with Stochastic Coefficients 0 0 0 0 0 0 0 0
A Rehabilitation of Absolute Advantage 0 0 0 3 1 1 1 15
A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model 0 0 0 26 0 0 9 183
A Semiparametric Conditional Duration Model 0 0 0 18 0 0 0 46
A Semiparametric Generalized Ridge Estimator and Link with Model Averaging 0 0 0 28 0 0 0 46
A Theory of Property Rights and Crime 0 0 0 0 0 0 1 9
ASYMPTOTIC EXPANSIONS AND CURVATURE MEASURES IN A NONLINEAR REGRESSION MODEL 0 0 0 1 0 0 1 320
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 1 2
An Empirical Test of the Risk Aversion Hypothesis 0 0 0 0 0 0 0 13
Analysis of a Monopoly 0 0 0 3 0 0 0 6
Analytical Finite Sample Econometrics-from A.L.Nagar to Now 0 0 0 82 0 0 2 35
Asymptotic Expansion of the Distribution of Stein-Rule Estimators when Disturbances Are Small 0 0 0 0 0 0 1 3
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 0 1 2 117
Boosting 0 0 0 52 1 1 5 95
Bootstrap Aggregating and Random Forest 0 0 5 97 0 1 18 243
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 14 0 0 1 49
Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction 0 0 0 29 0 1 3 51
Concurrent Renting and Selling in a Durable-Goods Monopoly Under Threat of Entry 0 0 0 2 0 1 3 15
Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case 0 0 0 0 0 0 0 62
Double k-Class Estimators of Coefficients in Linear Regression 0 0 0 0 0 0 1 10
Efficiency of Estimators in Regression Model with AR(1) Errors 0 0 0 0 0 0 0 2
Efficient Combined Estimation under Structural Breaks 0 0 0 43 0 0 0 36
Efficient Combined Estimation under Structural Breaks 0 1 1 23 0 1 4 68
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 0 0 3 282
Estimation and Testing in a Regression Model with Spherically Symmetric Errors 0 0 0 0 0 0 1 3
Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination 0 0 0 40 0 0 3 83
Estimation of moments and production decisions under uncertainty 0 0 0 12 1 2 4 57
Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators 0 0 0 2 1 2 3 15
Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference 0 0 0 34 0 0 0 44
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 0 79 0 2 6 160
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 0 108 0 0 2 482
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 0 64
Forecasting under Structural Breaks Using Improved Weighted Estimation 0 0 2 14 0 0 2 24
Forecasting under Structural Breaks Using Improved Weighted Estimation 0 1 2 57 0 1 6 46
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 0 1 113
General Nonparametric Regression Estimation and Testing in Econometrics 0 0 0 0 0 1 3 133
Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients 0 0 0 1 0 0 0 4
Grouped Model Averaging for Finite Sample Size 0 0 1 58 0 0 2 90
Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach 0 0 0 0 0 0 1 97
Improved Average Estimation in Seemingly Unrelated Regressions 0 0 0 8 1 1 1 45
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 0 22 1 1 3 50
Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns 0 0 0 9 0 0 3 47
Intergenerational Transfers, Redistribution, and Inequality 0 0 0 2 0 0 1 7
Italy and the Cost-Push Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs 0 0 1 1 0 0 1 3
Lindley and Smith Type Improved Estimators of Regression Coefficients 0 0 0 1 0 0 0 8
Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting 0 0 0 12 0 0 0 33
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 0 13 0 0 2 41
Measurement of Structural Change: An Application of Random Coefficient Regression Model 0 0 0 0 0 0 0 3
Modal Regression for Fixed Effects Panel Data 0 0 1 35 0 0 3 118
Moment Approximation for Unit Root Models with Nonnormal Errors 0 0 0 39 0 1 1 53
NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE 0 0 0 1 0 0 1 218
Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19 0 0 0 36 0 0 1 58
Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models 0 0 0 6 0 0 4 576
Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models 0 0 0 52 1 1 1 115
Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models 0 0 2 25 0 0 3 99
Nonparametric Regression-Spline Random Effects Models 0 1 1 62 0 1 2 119
Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression 0 0 0 2 0 1 2 17
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting 0 0 0 77 1 2 5 69
On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator 0 0 0 1 0 0 2 6
On the Estimation of Residual Variance in Nonparametric Regression 0 0 0 1 0 0 0 106
On the Estimation of the Cobb-Douglas Production Function under Uncertainty 0 0 0 0 1 1 2 7
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics 0 0 0 15 0 1 2 39
On the Global Univalence of Piecewise Differentiable Mappings 0 0 1 1 0 0 1 5
On the Inverse Moments of Non-Central Wishart Matrix 0 0 0 0 0 3 7 236
On the Robustness of LM, LR and W Tests in Regression Models 0 0 0 1 0 0 1 9
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 2 2 24 1 4 6 32
Optimal Forecast under Structural Breaks 0 1 1 24 0 2 4 39
Optimal Foreign Exchange Market Intervention 0 0 0 0 0 0 0 4
Performance Properties of Classical in Inverse Calibration Estimators 0 0 0 1 0 0 1 106
Properties of Shrinkage Estimators in Linear Regression when Disturbances Are not Normal 0 1 1 2 0 2 3 11
Properties of shrinkageestimators in linear regression when disturbances are not normal 0 0 0 0 0 1 4 14
RAO's Score Test in Econometrics 0 0 0 7 0 0 0 44
RAO's Score Test in Econometrics 0 0 0 0 0 0 0 4
Rao's Score Test in Econometrics 0 0 0 5 0 0 2 1,072
Resource Discoveries and "Excessive" External Borrowing 0 0 0 0 0 0 0 6
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 8
Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables 0 0 0 23 1 1 2 22
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 0 2 3 24 0 2 7 31
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 0 18 0 0 0 50
Stochastic Demand and the Theory of Price Discrimination 0 0 0 0 0 0 2 4
THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI 0 0 0 23 0 0 0 25
Tariff Policy and Equilibrium Growth in the World Economy 0 0 0 0 0 1 3 4
The "Buffer Stock" Notion in Monetary Economics 0 0 2 4 0 0 15 61
The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form 0 0 0 0 0 0 1 6
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 2 257
The Effects of Alternative Urban Transit Subsidy Formulas 0 0 0 0 0 0 0 5
The Exact Density of Nonparametric Regression Estimators: Fixed Design Case 0 0 0 0 0 0 1 62
The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable 0 0 0 1 0 0 1 9
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 0 29 0 0 1 70
VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES 0 0 0 0 0 0 1 149
Variable Selection in Sparse Semiparametric Single Index Models 0 0 0 30 0 0 1 78
Weighted Average Estimation in Panel Data 0 0 1 15 0 1 3 46
World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 1850-1913 0 0 0 7 0 0 0 20
Total Working Papers 2 10 37 2,125 16 52 238 9,736


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 0 35 0 0 1 105
A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors 0 0 0 0 0 1 2 329
A bias-adjusted LM test of error cross-section independence 0 0 0 202 2 7 27 1,011
A combined estimator of regression models with measurement errors 0 0 0 1 0 0 1 20
A distributed lag estimator derived from Shiller's smoothness priors: An extension 0 1 2 21 0 1 2 57
A nonparametric random effects estimator 0 0 0 102 2 2 5 262
A semiparametric conditional duration model 0 0 0 9 1 2 4 69
A semiparametric generalized ridge estimator and link with model averaging 0 0 0 4 0 1 2 27
AN EMPIRICAL TEST OF THE RISK AVERSION HYPOTHESIS 0 0 0 3 0 0 1 19
Analytical Finite Sample Econometrics: From A. L. Nagar to Now 0 1 3 6 0 1 4 13
Asymptotic Normality of a Combined Regression Estimator 0 0 0 18 0 0 1 73
Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model 0 0 0 18 0 0 2 122
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 0 2 31
Bias of a Value-at-Risk estimator 0 0 0 60 0 0 0 161
Competitive Firm and the Theory of Input Demand under Price Uncertainty 0 0 0 150 0 1 2 438
Confidence sets centered at James--Stein estimators: A surprise concerning the unknown-variance case 0 0 0 33 0 1 2 112
Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors 0 0 0 25 0 0 1 170
Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395] 0 0 0 62 0 0 2 173
Direct and indirect effects of happiness on wage: A simultaneous equations approach 0 0 0 36 0 0 0 164
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 0 0 7 0 1 1 21
Double k-Class Estimators of Coefficients in Linear Regression 0 0 0 40 0 0 0 220
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION 0 0 0 203 0 1 1 725
Econometric Reviews honors Esfandiar Maasoumi 0 0 0 4 1 1 2 18
Estimation Of Moments And Production Decisions Under Uncertainty 0 0 1 70 0 0 2 323
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 0 0 0 35
Estimation and testing in a regression model with spherically symmetric errors 0 0 0 9 0 2 5 57
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination 0 0 0 6 0 0 0 17
Finite sample properties of maximum likelihood estimator in spatial models 0 0 1 100 0 0 2 252
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints 0 0 0 2 0 1 1 31
Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients 0 0 0 37 0 0 0 163
Improved Average Estimation in Seemingly Unrelated Regressions 0 0 0 4 2 2 3 43
Interval estimation: An information theoretic approach 0 0 0 2 1 2 3 27
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 17 0 1 2 77
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 129 0 2 5 380
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 1 1 26 0 1 3 85
Machine-Learning-Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting 0 0 1 1 0 0 1 5
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility 0 0 0 4 0 0 1 24
Modal regression for fixed effects panel data 0 1 2 11 3 5 10 53
Moments of OLS estimators in an autoregressive moving average model with explanatory variables 0 0 0 26 0 2 3 133
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 0 47 0 0 0 122
Moments of the ratio of quadratic forms in non-normal variables with econometric examples 0 0 0 90 1 2 4 206
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 1 1 2 173
Non-parametric Estimation of Econometric Functionals 0 0 0 45 1 2 2 164
Nonlinear modal regression for dependent data with application for predicting COVID‐19 0 0 0 2 0 0 3 8
Nonparametric Estimation and Hypothesis Testing in Econometric Models 0 0 0 0 0 2 3 118
Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression 0 0 0 9 0 0 1 45
Nonparametric estimation of marginal effects in regression-spline random effects models 0 0 0 1 1 2 2 16
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 0 1 2 58
Note on approximate skewness and kurtosis of the two-stage least-square estimator 0 0 0 0 0 0 2 21
On Lindley-like mean correction in the improved estimation of linear regression models 0 0 0 1 0 0 0 32
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 2 2 64
On skewness and kurtosis of econometric estimators 0 0 0 47 0 0 4 280
On the Robustness of LM, LR, and W Tests in Regression Models 0 0 0 43 0 1 1 178
On the sampling distribution of improved estimators for coefficients in linear regression 0 0 2 39 1 3 7 176
Optimal forecast under structural breaks 0 0 1 6 0 1 4 23
Parametric and Nonparametric Frequentist Model Selection and Model Averaging 0 0 1 45 0 0 4 154
Parametric and semi-parametric estimation of the effect of firm attributes on efficiency: the electricity generating industry in India 0 0 0 7 0 0 2 50
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 0 0 3 233
Properties of shrinkage estimators in linear regression when disturbances are not normal 0 2 3 54 0 3 6 199
Risk-based portfolio strategy in emerging stock markets: economic significance from Brazil, Russia, India and China 0 0 0 18 0 0 0 78
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 1 3 66
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 1 5 0 0 2 39
Testing Conditional Uncorrelatedness 0 0 0 62 0 2 3 206
Testing Marshall-Lerner condition: a non-parametric approach 0 0 3 414 0 0 5 1,235
The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis 0 0 0 86 0 0 3 458
The Econometric Analysis of Models with Risk Terms 0 0 0 237 1 1 2 674
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 2 18
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 0 0 0 0 0 1 2
The approximate distribution function of the Stein-rule estimator 0 0 2 9 0 0 4 52
The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models 0 0 0 2 0 0 3 24
The positive-part Stein-rule estimator and tests of linear hypotheses 0 0 0 7 0 0 2 28
The sampling distribution of shrinkage estimators and theirF-ratios in the regression model 0 0 0 17 0 1 1 70
The second-order bias and mean squared error of estimators in time-series models 0 0 0 92 0 1 3 304
The second-order bias and mean squared error of nonlinear estimators 0 0 4 280 0 1 8 616
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 0 0 1 46 0 0 2 179
Why Does Growing up in an Intact Family during Childhood Lead to Higher Earnings during Adulthood in the United States? 0 0 0 12 0 0 2 86
Total Journal Articles 0 6 30 3,441 18 65 206 12,709
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 0 9 130
Nonparametric Econometrics 0 0 0 0 1 2 8 388
Nonparametric Econometrics 0 0 0 0 0 2 22 794
Total Books 0 0 0 0 1 4 39 1,312


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 2 2 4 0 2 7 25
Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects 0 0 0 4 0 0 5 37
Variable Selection in Sparse Semiparametric Single Index Models 0 0 0 2 0 1 1 15
Total Chapters 0 2 2 10 0 3 13 77


Statistics updated 2025-09-05