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Nonparametric and semiparametric panel econometric models : estimation and testing

Su, Liangjun; Ullah, Aman - In: Handbook of empirical economics and finance, (pp. 455-497). 2011

Persistent link: https://www.econbiz.de/10009130109

Maximum entropy analysis of consumption-based capital asset pricing model and volatility

Lee, Tae-hwy; Mao, Millie Yi; Ullah, Aman - In: Journal of econometric methods 10 (2021) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012437809

An information-theoretic approach for forecasting interval-valued SP500 daily returns

Buansing, T. S. Tuang; Golan, Amos; Ullah, Aman - In: International journal of forecasting 36 (2020) 3, pp. 800-813

Persistent link: https://www.econbiz.de/10012496866

Stein-like shrinkage estimation of panel data models with common correlated effects

Huang, Bai; Lee, Tae-hwy; Ullah, Aman - 2019

Persistent link: https://www.econbiz.de/10012244158

Variable selection in sparse semiparametric single index models

Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019

Persistent link: https://www.econbiz.de/10012244169

A combined estimator of regression models with measurement errors

Huang, Bai; Lee, Tae-hwy; Ullah, Aman - In: Indian economic review : official journal of Delhi … 52 (2017) 1/2, pp. 73-91

Persistent link: https://www.econbiz.de/10012225803

Note on approximate skewness and kurtosis of the two-stage least-square estimator

Nagar, Anirudh L.; Ullah, Aman - In: Indian economic review : official journal of Delhi … 54 (2019) 1, pp. 147-157

Persistent link: https://www.econbiz.de/10012226200

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

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

The second-order bias of quantile estimators

Lee, Tae-hwy; Ullah, Aman; Wang, He - In: Economics letters 173 (2018), pp. 143-147

Persistent link: https://www.econbiz.de/10012022969