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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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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
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Moments of OLS estimators in an autoregressive moving average model with explanatory variables
Ullah, Aman - In: Economics letters 21 (1986) 3, pp. 265-269
Persistent link: https://www.econbiz.de/10001016352
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Estimating partially linear panel data models with one-way error components
Li, Qi - In: Econometric reviews 17 (1998) 2, pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
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The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K. - In: Econometric reviews 14 (1995) 2, pp. 229-240
Persistent link: https://www.econbiz.de/10001180040
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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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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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The econometric analysis of models with risk terms
Pagan, Adrian R. - In: Journal of applied econometrics 3 (1988) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10001078434