| Year |
Citation |
Score |
| 2020 |
Mehrabani A, Ullah A. Improved Average Estimation in Seemingly Unrelated Regressions Econometrics. 8: 15. DOI: 10.3390/Econometrics8020015 |
0.583 |
|
| 2020 |
Ma S, Racine JS, Ullah A. Nonparametric estimation of marginal effects in regression-spline random effects models Econometric Reviews. 1-34. DOI: 10.1080/07474938.2020.1772569 |
0.734 |
|
| 2020 |
Buansing TST, Golan A, Ullah A. An information-theoretic approach for forecasting interval-valued SP500 daily returns International Journal of Forecasting. 36: 800-813. DOI: 10.1016/J.Ijforecast.2019.09.003 |
0.531 |
|
| 2020 |
Huang B, Lee T, Ullah A. Combined estimation of semiparametric panel data models Econometrics and Statistics. 15: 30-45. DOI: 10.1016/J.Ecosta.2019.05.001 |
0.6 |
|
| 2019 |
Lee Y, Mukherjee D, Ullah A. Nonparametric estimation of the marginal effect in fixed-effect panel data models Journal of Multivariate Analysis. 171: 53-67. DOI: 10.1016/J.Jmva.2018.11.013 |
0.571 |
|
| 2019 |
Huang B, Lee T, Ullah A. A combined random effect and fixed effect forecast for panel data models Journal of Management Science and Engineering. 4: 28-44. DOI: 10.1016/J.Jmse.2019.03.004 |
0.532 |
|
| 2019 |
Nagar AL, Ullah A. Note on approximate skewness and kurtosis of the two-stage least-square estimator Indian Economic Review. 54: 147-157. DOI: 10.1007/S41775-019-00073-2 |
0.566 |
|
| 2018 |
Lee T, Ullah A, Wang H. The second-order bias of quantile estimators Economics Letters. 173: 143-147. DOI: 10.1016/J.Econlet.2018.09.022 |
0.538 |
|
| 2018 |
Zhao S, Ullah A, Zhang X. A class of model averaging estimators Economics Letters. 162: 101-106. DOI: 10.1016/J.Econlet.2017.10.023 |
0.569 |
|
| 2017 |
Bao Y, Ullah A, Wang Y. The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process Econometric Reviews. 36: 1039-1056. DOI: 10.1080/07474938.2017.1307977 |
0.555 |
|
| 2017 |
Golan A, Ullah A. Interval estimation: An information theoretic approach Econometric Reviews. 36: 781-795. DOI: 10.1080/07474938.2017.1307573 |
0.437 |
|
| 2017 |
Huang B, Lee T, Ullah A. A combined estimator of regression models with measurement errors Indian Economic Review. 52: 73-91. DOI: 10.1007/S41775-017-0003-X |
0.55 |
|
| 2016 |
Ullah A, Wan ATK, Wang H, Zhang X, Zou G. A semiparametric generalized ridge estimator and link with model averaging Econometric Reviews. 1-15. DOI: 10.1080/07474938.2015.1114564 |
0.609 |
|
| 2016 |
Zhang X, Ullah A, Zhao S. On the dominance of Mallows model averaging estimator over ordinary least squares estimator Economics Letters. 142: 69-73. DOI: 10.1016/J.Econlet.2016.02.027 |
0.624 |
|
| 2015 |
Su L, Tu Y, Ullah A. Testing Additive Separability of Error Term in Nonparametric Structural Models Econometric Reviews. 34: 1057-1088. DOI: 10.1080/07474938.2014.956621 |
0.394 |
|
| 2015 |
Lee TH, Tu Y, Ullah A. Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints Journal of Business and Economic Statistics. 33: 393-402. DOI: 10.1080/07350015.2014.955174 |
0.482 |
|
| 2015 |
Bao Y, Ullah A, Wang Y, Yu J. Bias in the estimation of mean reversion in continuous-time Lévy processes Economics Letters. 134: 16-19. DOI: 10.1016/J.Econlet.2015.06.002 |
0.583 |
|
| 2014 |
Racine JS, Su L, Ullah A. The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics Oup Catalogue. DOI: 10.1093/Oxfordhb/9780199857944.001.0001 |
0.73 |
|
| 2014 |
Jin S, Su L, Ullah A. Robustify Financial Time Series Forecasting with Bagging Econometric Reviews. 33: 575-605. DOI: 10.1080/07474938.2013.825142 |
0.385 |
|
| 2014 |
Lee TH, Tu Y, Ullah A. Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting Journal of Econometrics. 182: 196-210. DOI: 10.1016/J.Jeconom.2014.04.018 |
0.493 |
|
| 2014 |
Dungey M, Long X, Ullah A, Wang Y. A semiparametric conditional duration model Economics Letters. 124: 362-366. DOI: 10.1016/J.Econlet.2014.06.013 |
0.55 |
|
| 2013 |
Ullah A, Wang H. Parametric and Nonparametric Frequentist Model Selection and Model Averaging Econometrics. 1: 157-179. DOI: 10.3390/Econometrics1020157 |
0.437 |
|
| 2013 |
Su L, Murtazashvili I, Ullah A. Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling Journal of Business and Economic Statistics. 31: 184-207. DOI: 10.1080/07350015.2012.754314 |
0.562 |
|
| 2013 |
Su L, Ullah A. A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity Econometric Theory. 29: 187-212. DOI: 10.1017/S0266466612000278 |
0.376 |
|
| 2013 |
Yao F, Ullah A. A nonparametric R2 test for the presence of relevant variables Journal of Statistical Planning and Inference. 143: 1527-1547. DOI: 10.1016/J.Jspi.2013.03.026 |
0.444 |
|
| 2013 |
Bao Y, Ullah A, Zinde-Walsh V. On existence of moment of mean reversion estimator in linear diffusion models Economics Letters. 120: 146-148. DOI: 10.1016/J.Econlet.2013.04.024 |
0.555 |
|
| 2013 |
Su L, Ullah A, Wang Y. Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator Empirical Economics. 45: 1009-1024. DOI: 10.1007/S00181-012-0641-X |
0.615 |
|
| 2011 |
Long X, Su L, Ullah A. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Journal of Business & Economic Statistics. 29: 109-125. DOI: 10.1198/Jbes.2009.07057 |
0.63 |
|
| 2010 |
Mishra S, Su L, Ullah A. Semiparametric Estimator of Time Series Conditional Variance Journal of Business & Economic Statistics. 28: 256-274. DOI: 10.1198/Jbes.2009.08118 |
0.611 |
|
| 2010 |
Bao Y, Ullah A. Expectation of quadratic forms in normal and nonnormal variables with applications Journal of Statistical Planning and Inference. 140: 1193-1205. DOI: 10.1016/J.Jspi.2009.11.002 |
0.44 |
|
| 2009 |
Su L, Ullah A. Testing Conditional Uncorrelatedness Journal of Business & Economic Statistics. 27: 18-29. DOI: 10.1198/Jbes.2009.0002 |
0.368 |
|
| 2009 |
Bao Y, Ullah A. On skewness and kurtosis of econometric estimators Econometrics Journal. 12: 232-247. DOI: 10.1111/J.1368-423X.2009.00289.X |
0.603 |
|
| 2008 |
Pesaran MH, Ullah A, Yamagata T. A bias-adjusted LM test of error cross-section independence The Econometrics Journal. 11: 105-127. DOI: 10.1111/J.1368-423X.2007.00227.X |
0.362 |
|
| 2008 |
Martins-Filho C, Mishra S, Ullah A. A Class of Improved Parametrically Guided Nonparametric Regression Estimators Econometric Reviews. 27: 542-573. DOI: 10.1080/07474930801960444 |
0.602 |
|
| 2008 |
Mynbaev KT, Ullah A. Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model Journal of Multivariate Analysis. 99: 245-277. DOI: 10.1016/J.Jmva.2007.04.002 |
0.521 |
|
| 2008 |
Su L, Ullah A. Local polynomial estimation of nonparametric simultaneous equations models Journal of Econometrics. 144: 193-218. DOI: 10.1016/J.Jeconom.2008.01.002 |
0.612 |
|
| 2007 |
Bao Y, Ullah A. The Second-Order Bias and Mean Squared Error of Estimators in Time Series Models Journal of Econometrics. 140: 650-669. DOI: 10.1016/J.Jeconom.2006.07.007 |
0.591 |
|
| 2007 |
Bao Y, Ullah A. Finite sample properties of maximum likelihood estimator in spatial models Journal of Econometrics. 137: 396-413. DOI: 10.1016/J.Jeconom.2005.08.006 |
0.577 |
|
| 2007 |
Su L, Ullah A. More efficient estimation of nonparametric panel data models with random effects Economics Letters. 96: 375-380. DOI: 10.1016/J.Econlet.2007.02.018 |
0.606 |
|
| 2006 |
Ullah A, Huang X. Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-Normality Contributions to Economic Analysis. 274: 67-89. DOI: 10.1016/S0573-8555(06)74003-2 |
0.574 |
|
| 2006 |
Bao Y, Ullah A. Moments of the estimated Sharpe ratio when the observations are not IID Finance Research Letters. 3: 49-56. DOI: 10.1016/J.Frl.2005.11.001 |
0.561 |
|
| 2006 |
Su L, Ullah A. Profile likelihood estimation of partially linear panel data models with fixed effects Economics Letters. 92: 75-81. DOI: 10.1016/J.Econlet.2006.01.019 |
0.617 |
|
| 2005 |
Su L, Ullah A. MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS Econometric Theory. 22. DOI: 10.1017/S026646660606004X |
0.59 |
|
| 2005 |
Rilstone P, Ullah A. Corrigendum to “The second-order bias and mean squared error of nonlinear estimators” Journal of Econometrics. 124: 203-204. DOI: 10.1016/J.Jeconom.2004.01.001 |
0.338 |
|
| 2005 |
Henderson DJ, Ullah A. A nonparametric random effects estimator Economics Letters. 88: 403-407. DOI: 10.1016/J.Econlet.2005.05.005 |
0.572 |
|
| 2004 |
Mahmud SF, Ullah A, Yucel EM. Testing Marshall-Lerner Condition: A Non-Parametric Approach Applied Economics Letters. 11: 231-236. DOI: 10.1080/13504850410001674867 |
0.516 |
|
| 2004 |
Bao Y, Ullah A. Bias of a Value-at-Risk estimator Finance Research Letters. 1: 241-249. DOI: 10.1016/J.Frl.2004.07.001 |
0.565 |
|
| 2004 |
Mukherjee D, Ullah A. Nonparametric Sharpe Ratio Journal of Quantitative Economics. 2: 172-185. DOI: 10.1007/Bf03404616 |
0.324 |
|
| 2003 |
Li Q, Lu X, Ullah A. Multivariate local polynomial regression for estimating average derivatives Journal of Nonparametric Statistics. 15: 607-624. DOI: 10.1080/10485250310001605450 |
0.596 |
|
| 2002 |
Galbraith JW, Ullah A, Zinde-Walsh V. Estimation Of The Vector Moving Average Model By Vector Autoregression Econometric Reviews. 21: 205-219. DOI: 10.1081/Etc-120014349 |
0.613 |
|
| 2002 |
Ullah A. Uses of entropy and divergence measures for evaluating econometric approximations and inference Journal of Econometrics. 107: 313-326. DOI: 10.1016/S0304-4076(01)00126-9 |
0.44 |
|
| 2001 |
Lee† T, Ullah‡ A. Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗ Journal of Nonparametric Statistics. 13: 425-451. DOI: 10.1080/10485250108832860 |
0.445 |
|
| 2001 |
González-Rivera G, Ullah A. Rao's score test with nonparametric density estimators Journal of Statistical Planning and Inference. 97: 85-100. DOI: 10.1016/S0378-3758(00)00347-5 |
0.512 |
|
| 2000 |
Ziegel ER, Ullah A, Giles DEA. Handbook of applied economic statistics Technometrics. 42: 223. DOI: 10.2307/1271490 |
0.373 |
|
| 1999 |
Fan Y, Ullah A. On goodness-of-fit tests for weakly dependent processes using kernel method Journal of Nonparametric Statistics. 11: 337-360. DOI: 10.1080/10485259908832788 |
0.304 |
|
| 1999 |
Khanna M, Mundra K, Ullah A. Parametric and semi-parametric estimation of the effect of firm attributes on efficiency: the electricity generating industry in India The Journal of International Trade & Economic Development. 8: 419-430. DOI: 10.1080/09638199900000025 |
0.456 |
|
| 1999 |
Fan Y, Ullah A. Asymptotic Normality of a Combined Regression Estimator Journal of Multivariate Analysis. 71: 191-240. DOI: 10.1006/Jmva.1999.1838 |
0.633 |
|
| 1997 |
Appelbaum E, Ullah A. Estimation of Moments and Production Decisions Under Uncertainty The Review of Economics and Statistics. 79: 631-637. DOI: 10.1162/003465397557033 |
0.417 |
|
| 1997 |
Rahman M, Gokhale DV, Ullah A. On testimation of a probability density: the normal case Communications in Statistics-Theory and Methods. 26: 263-278. DOI: 10.1080/03610929708831915 |
0.488 |
|
| 1997 |
Rahman M, Gokhale DV, Ullah A. A note on combining parametric and non-parametric regression Communications in Statistics - Simulation and Computation. 26: 519-529. DOI: 10.1080/03610919708813394 |
0.619 |
|
| 1997 |
Lieberman O, Ullah A, Breunig R. On the Bias of Standard Errors of the LS Residual under Nonnormal Errors—Solution Econometric Theory. 13: 896-897. DOI: 10.1017/S0266466600006393 |
0.306 |
|
| 1996 |
Ullah A, Breuning R. On the Bias of Standard Errors of the LS Residual and the Regression Coefficients under the Nonnormal Errors Econometric Theory. 12: 868-868. DOI: 10.1017/S0266466600007234 |
0.328 |
|
| 1996 |
Ullah A. Entropy, divergence and distance measures with econometric applications Journal of Statistical Planning and Inference. 49: 137-162. DOI: 10.1016/0378-3758(95)00034-8 |
0.405 |
|
| 1996 |
Rilstone P, Srivastava VK, Ullah A. The second-order bias and mean squared error of nonlinear estimators Journal of Econometrics. 75: 369-395. DOI: 10.1016/0304-4076(96)89457-7 |
0.534 |
|
| 1995 |
Ullah A, Srivastava VK, Roy N. Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1 Econometric Reviews. 14: 459-471. DOI: 10.1080/07474939508800331 |
0.586 |
|
| 1995 |
Srivastava AK, Srivastava VK, Ullah A. The coefficient of determination and its adjusted version in linear regression models Econometric Reviews. 14: 229-240. DOI: 10.1080/07474939508800317 |
0.374 |
|
| 1995 |
Srivastava VK, Ullah A. Stein-rule estimation in models with a lagged-dependemt variable Communications in Statistics-Theory and Methods. 24: 1343-1353. DOI: 10.1080/03610929508831557 |
0.609 |
|
| 1994 |
Hwang JTG, Ullah A. Confidence sets centered at James—Stein estimators: A surprise concerning the unknown-variance case Journal of Econometrics. 60: 145-156. DOI: 10.1016/0304-4076(94)90041-8 |
0.483 |
|
| 1994 |
Ullah A, Srivastava VK. Moments of the ratio of quadratic forms in non-normal variables with econometric examples Journal of Econometrics. 62: 129-141. DOI: 10.1016/0304-4076(94)90019-1 |
0.442 |
|
| 1993 |
Ullah A, Vinod HD. 4 General nonparametric regression estimation and testing in econometrics Handbook of Statistics. 11: 85-116. DOI: 10.1016/S0169-7161(05)80039-2 |
0.518 |
|
| 1992 |
Ullah A. The exact density of nonparametric regression estimators: fixed design case Communications in Statistics-Theory and Methods. 21: 1251-1254. DOI: 10.1080/03610929208830843 |
0.478 |
|
| 1992 |
Ullah A, Racine J. Chapter 9 - Smooth Improved Estimators of Econometric Parameters* Contributions to Economic Analysis. 209: 197-213. DOI: 10.1016/B978-0-444-89574-5.50015-0 |
0.708 |
|
| 1990 |
Carter RAL, Srivastava MS, Srivastava VK, Ullah A. Unbiased Estimation Of The Mse Matrix Of Stein-Rule Estimators, Confidence Ellipsoids, And Hypothesis Testing Econometric Theory. 6: 63-74. DOI: 10.1017/S0266466600004916 |
0.602 |
|
| 1989 |
Rilstone P, Ullah A. Nonparametric estimation of response coefficients Communications in Statistics-Theory and Methods. 18: 2615-2627. DOI: 10.1080/03610928908830053 |
0.579 |
|
| 1988 |
Ullah A. Non-Parametric Estimation of Econometric Functionals The Canadian Journal of Economics. 21: 625. DOI: 10.2307/135443 |
0.547 |
|
| 1988 |
Ullah A, Giles DE. The positive-part Stein-rule estimator and tests of linear hypotheses Economics Letters. 26: 49-51. DOI: 10.1016/0165-1765(88)90050-X |
0.53 |
|
| 1988 |
Ullah A. Nonparametric estimation and hypothesis testing in econometric models Empirical Economics. 13: 223-249. DOI: 10.1007/Bf01972450 |
0.61 |
|
| 1988 |
Ullah A. Semiparametric and nonparametric econometrics Empirical Economics. 13: 121-122. DOI: 10.1007/Bf01972443 |
0.633 |
|
| 1988 |
Pagan A, Ullah A. The econometric analysis of models with risk terms Journal of Applied Econometrics. 3: 87-105. DOI: 10.1002/Jae.3950030202 |
0.496 |
|
| 1987 |
Ullah A. Unanticipated Macro Model Estimation Econometric Theory. 3: 163-167. DOI: 10.1017/S0266466600010628 |
0.595 |
|
| 1987 |
Ullah A. Unobservable Variable Model Estimation Econometric Theory. 3: 160-161. DOI: 10.1017/S0266466600010604 |
0.573 |
|
| 1986 |
Singh RS, Ullah A. Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models Communications in Statistics-Theory and Methods. 15: 3489-3513. DOI: 10.1080/03610928608829325 |
0.623 |
|
| 1986 |
Ullah A, Maasoumi E. Moments of OLS estimators in an autoregressive moving average model with explanatory variables Economics Letters. 21: 265-269. DOI: 10.1016/0165-1765(86)90186-2 |
0.534 |
|
| 1985 |
Singh RS, Ullah A. Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression Econometric Theory. 1: 27-52. DOI: 10.1017/S0266466600010987 |
0.452 |
|
| 1985 |
Ullah A, Zinde-Walsh V. Estimation and testing in a regression model with spherically symmetric errors Economics Letters. 17: 127-132. DOI: 10.1016/0165-1765(85)90142-9 |
0.535 |
|
| 1984 |
Ullah A, Zinde-Walsh V. On the Robustness of LM, LR, and W Tests in Regression Models Econometrica. 52: 1055-1066. DOI: 10.2307/1911199 |
0.322 |
|
| 1984 |
Ullah A, Vinod H. Improvement ranges for shrinkage estimators with stochastic target Communications in Statistics - Theory and Methods. 13: 207-215. DOI: 10.1080/03610928408828676 |
0.595 |
|
| 1984 |
Ullah A, Carter R, Srivastava VK. The sampling distribution of shrinkage estimators and theirF-ratios in the regression model Journal of Econometrics. 25: 109-122. DOI: 10.1016/0304-4076(84)90040-X |
0.499 |
|
| 1983 |
Ullah A, Srivastava VK, Magee L, Srivastava A. ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES Journal of Time Series Analysis. 4: 127-135. DOI: 10.1111/J.1467-9892.1983.Tb00364.X |
0.588 |
|
| 1982 |
Ullah A. The approximate distribution function of the Stein-rule estimator Economics Letters. 10: 305-308. DOI: 10.1016/0165-1765(82)90070-2 |
0.587 |
|
| 1980 |
Raj B, Srivastava VK, Ullah A. Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients International Economic Review. 21: 171-183. DOI: 10.2307/2526246 |
0.45 |
|
| 1980 |
Ullah A. The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models Economics Letters. 6: 339-344. DOI: 10.1016/0165-1765(80)90007-5 |
0.494 |
|
| 1980 |
Ullah A, Raj B. A polynomial distributed lag model with stochastic coefficients and priors Empirical Economics. 5: 219-232. DOI: 10.1007/Bf01848051 |
0.554 |
|
| 1979 |
Ullah A, Raj B. A distributed lag estimator derived from Shiller's smoothness priors: An extension Economics Letters. 2: 219-223. DOI: 10.1016/0165-1765(79)90025-9 |
0.567 |
|
| 1978 |
Ullah A, Ullah S. Double k-Class Estimators of Coefficients in Linear Regression Econometrica. 46: 705-722. DOI: 10.2307/1913335 |
0.456 |
|
| 1976 |
Singh B, Ullah A. The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis The Review of Economics and Statistics. 58: 96-103. DOI: 10.2307/1936014 |
0.476 |
|
| 1974 |
Ullah A, Nagar AL. The Exact Mean Of The Two-Stage Least Squares Estimator Of The Structural Parameters In An Equation Having Three Endogenous Variables Econometrica. 42: 749-758. DOI: 10.2307/1913943 |
0.531 |
|
| 1974 |
Singh B, Ullah A. Estimation of Seemingly Unrelated Regressions with Random Coefficients Journal of the American Statistical Association. 69: 191-195. DOI: 10.1080/01621459.1974.10480150 |
0.62 |
|
| 1974 |
Ullah A. On the sampling distribution of improved estimators for coefficients in linear regression Journal of Econometrics. 2: 143-150. DOI: 10.1016/0304-4076(74)90036-0 |
0.517 |
|
| Show low-probability matches. |