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Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon; Ullah, Aman - 1987
Persistent link: https://www.econbiz.de/10000887762
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Rao's score test in econometrics
Bera, Anil K.; Ullah, Aman - 1991
Persistent link: https://www.econbiz.de/10000821164
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The econometric analysis of models with risk terms
Pagan, Adrian R.; Ullah, Aman - 1986
Persistent link: https://www.econbiz.de/10000701238
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Contributions to econometric theory and application : essays in honour of A. L. Nagar
Dutta, Jaysari; Ullah, Aman - 1990
Persistent link: https://www.econbiz.de/10000080631
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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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Finite sample properties of FGLS estimator for random-effects model under non-normality
Ullah, Aman; Huang, Xiao - In: Panel data econometrics : theoretical contributions and …, (pp. 67-89). 2006
Persistent link: https://www.econbiz.de/10003331427
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Profile likelihood estimation of partially linear panel data models with fixed effects
Su, Liangjun; Ullah, Aman - In: Economics letters 92 (2006) 1, pp. 75-81
Persistent link: https://www.econbiz.de/10003336513
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Semiparametric estimator of time series conditional variance
Mishra, Santosh; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 256-274
Persistent link: https://www.econbiz.de/10008736224
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More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun; Ullah, Aman - In: Economics letters 96 (2007) 3, pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
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On skewness and kurtosis of econometric estimators
Bao, Yong; Ullah, Aman - In: The econometrics journal 12 (2009) 2, pp. 232-247
Persistent link: https://www.econbiz.de/10003875656