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Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman - In: Journal of econometrics 62 (1994) 2, pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
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The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul - In: Journal of econometrics 75 (1996) 2, pp. 369-395
Persistent link: https://www.econbiz.de/10001204698
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Uses of entropy and divergence measures for econometric approximations and inference
Ullah, Aman - In: Journal of econometrics 107 (2002) 1/2, pp. 313-326
Persistent link: https://www.econbiz.de/10001651313
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Properties of shrinkage estimators in linear regression when disturbances are not normal
Ullah, A. - In: Journal of econometrics 21 (1983) 3, pp. 389-402
Persistent link: https://www.econbiz.de/10002938814
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Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
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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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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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The sampling distribution of shrinkage estimators and their F-ratios in the regression model
Ullah, A.; Carter, R. A. L.; Srivastava, V. K. - In: Journal of econometrics 25 (1984) 1/2, pp. 109-122
Persistent link: https://www.econbiz.de/10003509765