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On the dominance of Mallows model averaging estimator over ordinary least squares estimator

Zhang, Xinyu; Ullah, Aman; Zhao, Shangwei - In: Economics letters 142 (2016), pp. 69-73

Persistent link: https://www.econbiz.de/10011616687

Nonparametric estimation of marginal effects in regression-spline random effects models

Ma, Shujie; Racine, Jeffrey; Ullah, Aman - In: Econometric reviews 39 (2020) 8, pp. 792-825

Persistent link: https://www.econbiz.de/10012295582

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

Generalized kernel regularized least squares estimator with parametric error covariance

Dang, Justin; Ullah, Aman - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3059-3088

Persistent link: https://www.econbiz.de/10014329024

Forecasting under structural breaks using improved weighted estimation

Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Oxford bulletin of economics and statistics 84 (2022) 6, pp. 1485-1501

Persistent link: https://www.econbiz.de/10013468610

Estimation of parameters in multiple regression with missing covariates using a modified first order regression procedure

Toutenburg, Helge; Srivastava, Virendra K.; Shalabh; … - In: Annals of economics and finance 6 (2005) 2, pp. 289-301

Persistent link: https://www.econbiz.de/10003315016

Risk performance of Stein-rule estimators over the least squares estimators of regression coefficients under quadratic loss structures

Shalabh (contributor); Toutenburg, Helge (contributor); … - 2006

This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.

Persistent link: https://www.econbiz.de/10003395321