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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
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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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The second-order bias and mean squared error of estimators in time-series models
Bao, Yong; Ullah, Aman - In: Journal of econometrics 140 (2007) 2, pp. 650-669
Persistent link: https://www.econbiz.de/10003569923
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A nonparametric random effects estimator
Henderson, Daniel J.; Ullah, Aman - In: Economics letters 88 (2005) 3, pp. 403-407
Persistent link: https://www.econbiz.de/10003035733
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The approximate distribution function of the Stein-rule estimator
Ullah, Aman - In: Economics letters 10 (1982) 3/4, pp. 305-308
Persistent link: https://www.econbiz.de/10002937152
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The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models
Ullah, Aman - In: Economics letters 6 (1980) 4, pp. 339-344
Persistent link: https://www.econbiz.de/10002938641
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On the sampling distribution of improved estimators for coefficients in linear regression
Ullah, Aman - In: Journal of econometrics 2 (1974), pp. 143-150
Persistent link: https://www.econbiz.de/10002938784
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Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong; Ullah, Aman - In: Journal of econometrics 137 (2007) 2, pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
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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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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