Aman Ullah

Economics and Econometrics · 2000–2021

A researcher in the Science corpus: 13 papers; trusts 48 researchers and is trusted by 49 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 47 citations into it; #1,595 of 23,481 by trust here, #1,837 by citations
• Statistics and Probability — 47 citations into it; #1,988 of 12,932 by trust here, #3,102 by citations
• Finance — 30 citations into it; #1,929 of 10,518 by trust here, #4,039 by citations
• Artificial Intelligence — 6 citations into it; #24,947 of 35,345 by trust here, #33,294 by citations
• Management Science and Operations Research — 5 citations into it; #4,096 of 11,946 by trust here, #6,888 by citations

Whom Aman Ullah trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Joel L. Horowitz
3. Whitney K. Newey
4. Peter M. Robinson
5. Lung-fei Lee
6. Jianqing Fan
7. J. R. Magnus
8. Liangjun Su
9. Jens Perch Nielsen
10. Jerry A. Hausman

Who trusts Aman Ullah overall

1. Zhenlin Yang
2. Jun Yu
3. Jia Chen
4. M. Pesaran
5. Luc Anselin
6. Yong Bao
7. Badi H. Baltagi
8. Liangjun Su
9. Hashem Pesaran
10. Jiti Gao

Papers from Aman Ullah's perspective

Ordered by how strongly the researchers Aman Ullah trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
3. ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION
4. Local polynomial modelling and its applications
5. Instrumental variable estimation of nonparametric models
6. Generalized autoregressive conditional heteroskedasticity
7. Generalized likelihood ratio statistics and Wilks phenomenon
8. Extreme Correlation of International Equity Markets
9. Profile likelihood inferences on semiparametric varying-coefficient partially linear models
10. Regime Switching for Dynamic Correlations

Their papers

• A bias-adjusted LM test of error cross-section independence (2008) — 1,711 citations
• Testing Weak Cross-Sectional Dependence in Large Panels (2012) — 2,633 citations
• Finite Sample Econometrics (2004) — 158 citations
• Finite sample properties of maximum likelihood estimator in spatial models (2007) — 64 citations
• A nonparametric random effects estimator (2005) — 62 citations
• Profile likelihood estimation of partially linear panel data models with fixed effects (2006) — 137 citations
• The Second-Order Bias and Mean Squared Error of Estimators in Time Series Models (2007) — 98 citations
• Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (2009) — 56 citations
• A Novel Homotopy Perturbation Method with Applications to Nonlinear Fractional Order KdV and Burger Equation with Exponential-Decay Kernel (2021) — 57 citations
• Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling (2013) — 41 citations
• Expectation of quadratic forms in normal and nonnormal variables with applications (2010) — 46 citations
• Local polynomial estimation of nonparametric simultaneous equations models (2008) — 102 citations
• Handbook of Applied Economic Statistics (2000) — 406 citations