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Aman Ullah

14 works· latest 2020· 2 institutionscluster: provisionalORCID 0009-0003-5591-0722

h-index14

i1014

Citations3,866

Works here14

Most cited in this library

A bias-adjusted LM test of error cross-section independence2008 · 2,542 citations
The econometric analysis of models with risk terms1988 · 343 citations
Competitive Firm and the Theory of Input Demand under Price Uncertainty1974 · 291 citations
Bootstrap Aggregating and Random Forest2019 · 167 citations
Profile likelihood estimation of partially linear panel data models with fixed effects2006 · 133 citations

Works

14 shown

An information-theoretic approach for forecasting interval-valued SP500 daily returns

International Journal of Forecasting·2020·3 authors·Open access

35citations

Bootstrap Aggregating and Random Forest

Advanced studies in theoretical and applied econometrics·2019·3 authors·chapter

167citations

Robustify Financial Time Series Forecasting with Bagging

Econometric Reviews·2013·3 authors

33citations

A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY

Econometric Theory·2012·2 authors

35citations

Semiparametric Estimator of Time Series Conditional Variance

Journal of Business and Economic Statistics·2009·3 authors

30citations

A bias-adjusted LM test of error cross-section independence

Econometrics Journal·2008·3 authors·Open access

2,542

Profile likelihood estimation of partially linear panel data models with fixed effects

Economics Letters·2006·2 authors·Open access

133citations

Finite sample properties of maximum likelihood estimator in spatial models

Journal of Econometrics·2006·2 authors

63citations

Testing Marshall-Lerner condition: a non-parametric approach

Applied Economics Letters·2004·3 authors·Open access

40citations

ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION

Econometric Reviews·2002·3 authors·Open access

40citations

Estimation of Moments and Production Decisions Under Uncertainty

The Review of Economics and Statistics·1997·2 authors

54citations

The econometric analysis of models with risk terms

Journal of Applied Econometrics·1988·2 authors

343citations

Uncertainty in Production and the Competitive Firm

Southern Economic Journal·1976·2 authors

60citations

Competitive Firm and the Theory of Input Demand under Price Uncertainty

Journal of Political Economy·1974·2 authors

291citations