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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

Testing conditional uncorrelatedness

Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29

Persistent link: https://www.econbiz.de/10003805419

A class of improved parametrically guided nonparametric regression estimators

Martins-Filho, Carlos; Mishra, Santosh; Ullah, Aman - In: Econometric reviews 27 (2008) 4/6, pp. 542-573

Persistent link: https://www.econbiz.de/10003761336

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

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

Efficiency of estimators in regression model with AR(1) errors

Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982

Persistent link: https://www.econbiz.de/10000922051

Consistent estimation of regression coefficients in replicated data with non-normal measurement errors

Ullah, Aman; Shalabh, ...; Mukherjee, Debasri - In: Annals of economics and finance 2 (2001) 1, pp. 249-264

Persistent link: https://www.econbiz.de/10001732274

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

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

Handbook of applied economic statistics

Ullah, Aman (ed.); Giles, David E. A. (contributor) - 1998

Persistent link: https://www.econbiz.de/10013282228

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