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Improved combined parametric and nonparametric regressions : estimation and hypothesis testing
Rahman, Mezbahur; Ullah, Aman - In: Handbook of applied econometrics and statistical inference, (pp. 159-176). 2002
Persistent link: https://www.econbiz.de/10001701973
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A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10003648644
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More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun; Ullah, Aman - In: Econometric theory 22 (2006) 1, pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
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Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
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Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Bao, Yong; Ullah, Aman; Zhang, Ru - In: Essays in honor of Peter C. B. Phillips, (pp. 65-92). 2014
Persistent link: https://www.econbiz.de/10010442878
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Nonparametric and Semiparametric Estimation of a Set of Regression Equations
Ullah, Aman; Wang, Yun - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881210
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Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010188619
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Variable selection in sparse semiparametric single index models
Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244169
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A combined estimator of regression models with measurement errors
Huang, Bai; Lee, Tae-hwy; Ullah, Aman - In: Indian economic review : official journal of Delhi … 52 (2017) 1/2, pp. 73-91
Persistent link: https://www.econbiz.de/10012225803
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Improved average estimation in seemingly unrelated regressions
Mehrabani, Ali; Ullah, Aman - In: Econometrics : open access journal 8 (2020) 2/15, pp. 1-22
In this paper, we propose an efficient weighted average estimator in Seemingly Unrelated Regressions. This average estimator shrinks a generalized least squares (GLS) estimator towards a restricted GLS estimator, where the restrictions represent possible parameter homogeneity specifications. The...
Persistent link: https://www.econbiz.de/10012265514