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On the dominance of Mallows model averaging estimator over ordinary least squares estimator

Zhang, Xinyu; Ullah, Aman; Zhao, Shangwei - In: Economics letters 142 (2016), pp. 69-73

Persistent link: https://www.econbiz.de/10011616687

Nonparametric estimation of marginal effects in regression-spline random effects models

Ma, Shujie; Racine, Jeffrey; Ullah, Aman - In: Econometric reviews 39 (2020) 8, pp. 792-825

Persistent link: https://www.econbiz.de/10012295582

Improved average estimation in seemingly unrelated regressions

Mehrabani, Ali; Ullah, Aman - In: Econometrics : open access journal 8 (2020) 2/15, pp. 1-22

In this paper, we propose an efficient weighted average estimator in Seemingly Unrelated Regressions. This average estimator shrinks a generalized least squares (GLS) estimator towards a restricted GLS estimator, where the restrictions represent possible parameter homogeneity specifications. The...

Persistent link: https://www.econbiz.de/10012265514

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

Forecasting under structural breaks using improved weighted estimation

Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Oxford bulletin of economics and statistics 84 (2022) 6, pp. 1485-1501

Persistent link: https://www.econbiz.de/10013468610