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Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression
Singh, Radhey S. - In: Econometric theory 1 (1985) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10001072749
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Estimation of linear models with moving average disturbances
Ullah, Aman - In: Journal of quantitative economics : official journal of … 2 (1986) 1, pp. 119-135
Persistent link: https://www.econbiz.de/10001056712
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Essays in honor of Aman Ullah
González-Rivera, Gloria (ed.); Hill, Rufus Carter (ed.);  … - 2016 - First edition
Persistent link: https://www.econbiz.de/10011514592
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Non-parametric estimation of econometric functionals
Ullah, Aman - In: The Canadian journal of economics 21 (1988) 3, pp. 625-658
Persistent link: https://www.econbiz.de/10001055808
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Specification analysis of econometric models
Ullah, Aman - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 187-209
Persistent link: https://www.econbiz.de/10001056921
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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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Finite sample econometrics
Ullah, Aman - 2004
Persistent link: https://www.econbiz.de/10001851108
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Parametric and semi-parametric estimation of the effect of firm attributes on efficiency : the electricity generating industry in India
Khanna, Madhu; Mundra, Kusum; Ullah, Aman - In: The journal of international trade & economic development 8 (1999) 4, pp. 419-436
Persistent link: https://www.econbiz.de/10001441370
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The econometric analysis of models with risk terms
Pagan, Adrian R.; Ullah, Aman - 1986
Persistent link: https://www.econbiz.de/10000701238
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Rao's score test in econometrics
Bera, Anil K.; Ullah, Aman - 1991
Persistent link: https://www.econbiz.de/10000821164