Loading...

← Back to Leaderboard

Aman Ullah

Global rank #1641 98%

Institution: University of California-Riverside

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1974

Most Recent: 2022

RePEc ID: pul22 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 0.00 0.67 0.00 0.67
All Time 1.01 16.09 4.19 0.00 47.26

Publication Statistics

Raw Publications 35
Coauthorship-Adjusted Count 35.17

Publications (35)

Year Article Journal Tier Authors
2022 Optimal forecast under structural breaks Journal of Applied Econometrics B 3
2015 Bias in the estimation of mean reversion in continuous-time Lévy processes Economics Letters C 4
2015 Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints Journal of Business & Economic Statistics A 3
2014 A semiparametric conditional duration model Economics Letters C 4
2013 On existence of moment of mean reversion estimator in linear diffusion models Economics Letters C 3
2013 Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling Journal of Business & Economic Statistics A 3
2012 Direct and indirect effects of happiness on wage: A simultaneous equations approach Journal of Behavioral and Experimental Economics B 2
2011 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Journal of Business & Economic Statistics A 3
2008 Local polynomial estimation of nonparametric simultaneous equations models Journal of Econometrics A 2
2007 Finite sample properties of maximum likelihood estimator in spatial models Journal of Econometrics A 2
2007 The second-order bias and mean squared error of estimators in time-series models Journal of Econometrics A 2
2007 More efficient estimation of nonparametric panel data models with random effects Economics Letters C 2
2006 MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS Econometric Theory B 2
2006 Profile likelihood estimation of partially linear panel data models with fixed effects Economics Letters C 2
2005 Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395] Journal of Econometrics A 2
2005 A nonparametric random effects estimator Economics Letters C 2
2002 Uses of entropy and divergence measures for evaluating econometric approximations and inference Journal of Econometrics A 1
1997 Estimation Of Moments And Production Decisions Under Uncertainty Review of Economics and Statistics A 2
1996 The second-order bias and mean squared error of nonlinear estimators Journal of Econometrics A 3
1994 Moments of the ratio of quadratic forms in non-normal variables with econometric examples Journal of Econometrics A 2
1994 Confidence sets centered at James--Stein estimators : A surprise concerning the unknown-variance case Journal of Econometrics A 2
1990 Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing Econometric Theory B 4
1988 The positive-part Stein-rule estimator and tests of linear hypotheses Economics Letters C 2
1986 Moments of OLS estimators in an autoregressive moving average model with explanatory variables Economics Letters C 2
1985 Estimation and testing in a regression model with spherically symmetric errors Economics Letters C 2
1985 Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression Econometric Theory B 2
1984 The sampling distribution of shrinkage estimators and theirF-ratios in the regression model Journal of Econometrics A 3
1983 Properties of shrinkage estimators in linear regression when disturbances are not normal Journal of Econometrics A 3
1982 The approximate distribution function of the Stein-rule estimator Economics Letters C 1
1980 On Lindley-like mean correction in the improved estimation of linear regression models Economics Letters C 2
1980 The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models Economics Letters C 1
1979 A distributed lag estimator derived from Shiller's smoothness priors : An extension Economics Letters C 2
1976 The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis. Review of Economics and Statistics A 2
1974 Competitive Firm and the Theory of Input Demand under Price Uncertainty. Journal of Political Economy S 2
1974 On the sampling distribution of improved estimators for coefficients in linear regression Journal of Econometrics A 1