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Nonparametric sharpe ratio
Mukherjee, Debasri; Ullah, Aman - In: Journal of quantitative economics : journal of the … 2 (2004) 2, pp. 172-185
Persistent link: https://www.econbiz.de/10009927372
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Specification analysis of econometric models
Ullah, Aman - In: Journal of quantitative economics : journal of the … 1 (1985) 2, pp. 187-209
Persistent link: https://www.econbiz.de/10009926996
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ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
Galbraith, John; Ullah, Aman; Zinde-Walsh, Victoria - In: Econometric reviews 21 (2002) 2, pp. 205-220
Persistent link: https://www.econbiz.de/10006893913
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Corrigendum to "The second-order bias and mean squared error of nonlinear estimators" - (Journal of Econometrics 75(2) (1996) 369-395)
Rilstone, Paul; Ullah, Aman - In: Journal of econometrics 124 (2005) 1, pp. 203
Persistent link: https://www.econbiz.de/10006749142
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A nonparametric random effects estimator
Henderson, Daniel J.; Ullah, Aman - In: Economics letters 88 (2005) 3, pp. 403-407
Persistent link: https://www.econbiz.de/10006751370
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BOOK REVIEWS - Nonparametric Econometries
Pagan, Adrian; Ullah, Aman; Elliott, Graham - In: Journal of economic literature 38 (2000) 4, pp. 938
Persistent link: https://www.econbiz.de/10006835191
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The secondorder bias and mean squared error of nonlinear estimators
Rilstone, Paul; Srivastava, V.K.; Ullah, Aman - In: Journal of econometrics 75 (1996) 2, pp. 368-396
Persistent link: https://www.econbiz.de/10006796236
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On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong; Ullah, Aman; Zinde-Walsh, Victoria - In: Economics letters 120 (2013) 2, pp. 146-148
Persistent link: https://www.econbiz.de/10010137747
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Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010178883
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Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10010109051