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Small-Disturbance and Large-Sample Approximations in Mixed Regression Estimation
Srivastava, V. K.; Upadhyaya, Sushama - In: Eastern Economic Journal 2 (1975) 3, pp. 261-265
Persistent link: https://www.econbiz.de/10005466775
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Estimation of seemingly unrelated regression equations : A brief survey
Srivastava, V. K.; Dwivedi, T. D. - In: Journal of Econometrics 10 (1979) 1, pp. 15-32
Persistent link: https://www.econbiz.de/10005122816
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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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Nonparametric econometrics
Pagan, Adrian R.; Ullah, Aman - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10000671708
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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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Risk-based portfolio strategy in emerging stock markets : economic significance from Brazil, Russia, India and China
Ullah, Aman; Long, Xiangdong - In: Macroeconomics and finance in emerging market economies 1 (2008) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10003766027
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A bias-adjusted LM test of error cross section independence
Pesaran, M. Hashem (contributor); Ullah, Aman (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003328209
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Bias of a value-at-risk estimator
Bao, Yong; Ullah, Aman - In: Finance research letters 1 (2004) 4, pp. 241-249
Persistent link: https://www.econbiz.de/10003307425