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  • Search: person:"Ullah, Aman"
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Year of publication
Subject
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Estimation theory 94 Schätztheorie 94 Theorie 47 Theory 47 Nichtparametrisches Verfahren 39 Nonparametric statistics 39 Estimation 27 Regressionsanalyse 27 Regression analysis 26 Schätzung 26 Time series analysis 17 Zeitreihenanalyse 17 Ökonometrie 17 Econometrics 14 Forecasting model 13 Prognoseverfahren 13 Panel 11 Panel study 11 Bias 9 Systematischer Fehler 9 Structural break 8 Strukturbruch 8 Bagging 6 Correlation 6 Korrelation 6 Mean Reversion 6 Mean reversion 6 Risk 6 USA 6 Einheitswurzeltest 5 Kleinste-Quadrate-Methode 5 Least squares method 5 Model averaging 5 Monte Carlo simulation 5 Monte-Carlo-Simulation 5 Risiko 5 Structural breaks 5 Unit root test 5 United States 5 Ökonometrik Schätzung 5
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Online availability
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Undetermined 88 Free 31 CC license 3
Type of publication
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Article 217 Book / Working Paper 65
Type of publication (narrower categories)
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Article in journal 84 Aufsatz in Zeitschrift 84 Aufsatz im Buch 16 Book section 16 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Collection of articles of several authors 7 Festschrift 7 Sammelwerk 7 Aufsatzsammlung 5 Article 3 Handbook 3 Handbuch 3 Einführung 2 Bibliografie enthalten 1 Bibliography included 1 Conference paper 1 Interview 1 Konferenzbeitrag 1 research-article 1
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Language
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English 165 Undetermined 116 German 1
Author
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Ullah, Aman 279 Su, Liangjun 40 Bao, Yong 39 Lee, Tae-hwy 19 Wang, Yun 14 Long, Xiangdong 11 Zinde-Walsh, Victoria 11 Parsaeian, Shahnaz 8 Lee, Tae-Hwy 7 Raj, Baldev 7 Appelbaum, Elie 6 Giles, David E. A. 6 Maasoumi, Esfandiar 6 Mishra, Santosh 6 Mundra, Kusum 6 Srivastava, Virendra K. 6 Tu, Yundong 6 Rilstone, Paul 5 Singh, Radhey S. 5 Vinod, Hrishikesh D. 5 Wang, Huansha 5 Zhang, Xinyu 5 Henderson, Daniel J. 4 Khanna, Madhu 4 Li, Qi 4 Mehrabani, Ali 4 Mukherjee, Debasri 4 Nagar, Anirudh L. 4 Pagan, Adrian 4 Yamagata, Takashi 4 Yu, Jun 4 Zhang, Ru 4 Chen, Ye 3 Chu, Jianghao 3 Dang, Justin 3 Golan, Amos 3 Huang, Bai 3 Mao, Millie Yi 3 Martins-Filho, Carlos 3 Murtazashvili, Irina 3
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Institution
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Department of Economics, University of California-Riverside 10 Centre for Development Economics, Delhi School of Economics 2 Oxford University Press 2 School of Economics, Singapore Management University 2 C.E.P.R. Discussion Papers 1 Department of Economics, McGill University 1 Department of Economics, York University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Economics letters 19 Econometric reviews 16 Journal of econometrics 13 Economics Letters 11 Journal of Econometrics 10 Working Papers / Department of Economics, University of California-Riverside 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 9 Econometric theory 8 Journal of quantitative economics : journal of the Indian Econometric Society 7 Journal of quantitative economics : official journal of the Indian Econometric Society 7 Econometric Theory 6 Journal of Business & Economic Statistics 5 Statistics : textbooks and monographs 5 The econometrics journal 4 Working papers series in theoretical and applied economics 4 Econometric Reviews 3 Econometrica 3 Econometrics 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi 3 Indian economic review : official journal of Delhi School of Economics 3 Journal of quantitative economics 3 The journal of international trade & economic development 3 The review of economics and statistics 3 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 2 Econometrics : open access journal 2 Econometrics Journal 2 Empirical Economics 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Finance Research Letters 2 Finance research letters 2 Handbook of applied econometrics and statistical inference 2 Journal of Multivariate Analysis 2 Journal of applied econometrics 2 Journal of econometric methods 2 Macroeconomic forecasting in the era of big data : theory and practice 2 Macroeconomics and finance in emerging market economies 2 Nonparametric econometric methods 2 Nonstationary panels, panel cointegration, and dynamic panels 2 OUP Catalogue 2
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Source
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ECONIS (ZBW) 160 RePEc 79 OLC EcoSci 35 EconStor 3 USB Cologne (EcoSocSci) 3 BASE 1 Other ZBW resources 1
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Showing 1 - 10 of 282
Cover Image
Shrinkage estimation and forecasting in dynamic regression models under structural instability
Mehrabani, Ali; Parsaeian, Shahnaz; Ullah, Aman - 2024
Persistent link: https://www.econbiz.de/10015076825
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Harnessing knowledge management for green product competitive advantage with green process innovation as a mediator
Rehman, Saqib; Asif, Tahira; Nasir, Adeel; Ullah, Aman; … - In: Journal of open innovation : technology, market, and … 10 (2024) 2, pp. 1-10
Knowledge Management makes businesses sustainable and enhances their competitive edge. Therefore, this study aims to investigate the relationship between knowledge management and green product competitive advantage through the mediating role of green process innovation. To achieve the...
Persistent link: https://www.econbiz.de/10014582795
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Shrinkage estimation and forecasting in dynamic regression models under structural instability
Mehrabani, Ali; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of econometric methods 13 (2024) 2, pp. 251-279
Persistent link: https://www.econbiz.de/10015117659
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A Flexible Information Theoretic Approach for Inference of Multiple Regression Function and Marginal E¤Ects
Golan, Amos; Lee, Tae Hwy; Mao, Millie Yi; Ullah, Aman - 2023
We develop an estimation procedure of multiple regression function and its derivatives (formarginal e¤ects) based on multivariate maximum entropy (ME) density estimation. The relevantmoments and cross moments conditions are selected to be inlcuded in the inferred distribution.Finite sample and...
Persistent link: https://www.econbiz.de/10014357361
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Generalized kernel regularized least squares estimator with parametric error covariance
Dang, Justin; Ullah, Aman - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3059-3088
Persistent link: https://www.econbiz.de/10014329024
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Machine-learning-based semiparametric time series conditional variance: Estimation and forecasting
Dang, Justin; Ullah, Aman - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-12
This paper proposes a new combined semiparametric estimator of the conditional variance that takes the product of a parametric estimator and a nonparametric estimator based on machine learning. A popular kernel-based machine learning algorithm, known as the kernel-regularized least squares...
Persistent link: https://www.econbiz.de/10013201342
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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10012888324
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Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022
Persistent link: https://www.econbiz.de/10013284029
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Cover Image
Machine-learning-based semiparametric time series conditional variance : estimation and forecasting
Dang, Justin; Ullah, Aman - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12
This paper proposes a new combined semiparametric estimator of the conditional variance that takes the product of a parametric estimator and a nonparametric estimator based on machine learning. A popular kernel-based machine learning algorithm, known as the kernel-regularized least squares...
Persistent link: https://www.econbiz.de/10012814196
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Cover Image
The second-order bias and mean squared error of quantile regression estimators
Lee, Tae-hwy; Ullah, Aman; Wang, He - In: Indian economic review : official journal of Delhi … 59 (2024), pp. 11-68
Persistent link: https://www.econbiz.de/10015080090
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