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Ullah, Aman

Works: 117 works in 286 publications in 3 languages and 4,061 library holdings
Roles: Author, Editor, Other
Classifications: HB139, 330.015195
Publication Timeline
Publications about Aman Ullah
Publications by Aman Ullah
Most widely held works by Aman Ullah
Nonparametric econometrics by A. R Pagan( Book )
19 editions published between 1999 and 2004 in English and Undetermined and held by 479 libraries worldwide
Covering the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades, this book will be useful for first year graduate courses in econometrics
Recent advances in regression methods by Hrishikesh D Vinod( Book )
13 editions published in 1981 in English and Spanish and held by 412 libraries worldwide
Linear regression model; Criteria for good regression estimators: MSE, consistency, stability, robustness, minimaxity and Bayesian 'MELO' ness; Restricted least squares and bayesian regression; Autoregressive moving average (ARMA) regression errors and heteroscedasticity; Multicollinearity and stability of regression coefficients; Stein-rule shrinkage estimator; Ridge regression; Further ridge theory and solutions; Estimation of polynomial distributed lag models; Multiple sets of regression squations; Simultaneous equations models; Canonical correlations, and discriminant analysis with ridge-type modification; Improved estimators under nonnormal errors and robust regression
Econometrics, a varying coefficients approach by Baldev Raj( Book )
25 editions published between 1981 and 2014 in English and held by 338 libraries worldwide
Handbook of applied economic statistics ( Book )
11 editions published in 1998 in English and held by 272 libraries worldwide
This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series
Finite sample econometrics by Aman Ullah( Book )
17 editions published in 2004 in English and held by 222 libraries worldwide
"Finite Sample Econometrics is an introduction and resource for researchers in economics, statistics, psychology, sociology, engineering and the medical sciences, and for graduate students in econometrics, statistics, and other applied sciences."--BOOK JACKET
Contributions to econometric theory and application : essays in honour of A.L. Nagar by R. A. L Carter( Book )
10 editions published in 1990 in English and German and held by 212 libraries worldwide
The purpose of this volume is to honour a pioneer in the field of econometrics, A.L. Nagar, on the occasion of his sixtieth birthday. Fourteen econometricians from six countries on four continents have contributed to this project. One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L.R. Klein which discusses the meaning and role of exogenous variables in struc tural and vector-autoregressive econometric models. Several examples from recent macroeconomic history are presented and the notion of Granger-causality is discussed. This is followed by two papers dealing with an issue of considerable relevance to developing countries, such as India; the measurement of the inequality in the distribution of income. The paper by C.T. West and H. Theil deals with the problem of measuring inequality of all components of total income vvithin a region, rather than just labour income. It applies its results to the regions of the United States. The second paper in this group, by N. Kakwani, derives the large-sample distributions of several popular inequality measures, thus providing a method for drawing large-sample inferences about the differences in inequality between regions. The techniques are applied to the regions of Cote d'Ivoire. The next group of papers is devoted to econometric theory in the context of the dynamic, simultaneous, linear equations model. The first, by P.J
Handbook of applied econometrics and statistical inference ( Book )
17 editions published in 2002 in English and held by 190 libraries worldwide
Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more
Semiparametric and nonparametric econometrics by Aman Ullah( Book )
10 editions published in 1989 in English and held by 170 libraries worldwide
Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988)
Handbook of empirical economics and finance by Aman Ullah( Book )
17 editions published between 2010 and 2011 in English and held by 166 libraries worldwide
Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics by Jeffrey Scott Racine( Book )
13 editions published between 2013 and 2014 in English and held by 104 libraries worldwide
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. These data-driven models seek to replace the ""classical"" parametric models of the past, which were rigid and often linear. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures. They provide a balanced view of new developments in the analysis and modeling of applied sciences with cross-section, time seri
Rao's score test in econometrics by Anil K Bera( Book )
5 editions published in 1991 in English and held by 8 libraries worldwide
Properties of shrinkage estimators in linear regression when disturbances are not normal by Aman Ullah( Book )
4 editions published between 1981 and 1982 in English and held by 5 libraries worldwide
Evaluation of the two-stage least squares distribution function by Imhof's procedure by P Cribbett( Book )
1 edition published in 1987 in English and held by 5 libraries worldwide
Nonparametric estimation of the P-th derivative of a regression function : stochastic regressors case by I. A Ahmad( Book )
2 editions published between 1988 and 1989 in English and held by 5 libraries worldwide
Stochastic demand and the theory of price discrimination by Raveendra N Batra( Book )
2 editions published in 1975 in English and held by 4 libraries worldwide
The finite sample properties of OLS and IV estimators in special rational distributed lag models by R. A. L Carter( Book )
2 editions published in 1980 in English and held by 3 libraries worldwide
Nonparametric time series estimation of joint DGP, conditional DGP and vector autoregression by Radhey S Singh( Book )
2 editions published in 1984 in English and held by 3 libraries worldwide
Estimation and testing in a regression model with spherically symmetric errors by Aman Ullah( Book )
2 editions published in 1984 in English and held by 3 libraries worldwide
Efficiency of estimators in regression model with AR(1) errors by L Magee( Book )
2 editions published in 1982 in English and held by 3 libraries worldwide
Time Series and Econometric Modelling Advances in the Statistical Sciences: Festschrift in Honor of Professor V.M. Joshi's 70th Birthday, Volume III by Ian B MacNeill( file )
2 editions published between 1986 and 1987 in English and held by 0 libraries worldwide
On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking
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Alternative Names
Aman Ullah
Aman Ullah 1946-
Ullah, A.
Ullah, A. 1946-
Ullah, A. (Aman)
English (173)
Spanish (1)
German (1)
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