4104 Sproul Hall
- Econometric Theory, Applied Econometrics, Statistics
- Ph.D., The Delhi School of Economics, Delhi University, Economics
- M.A., Lucknow University, Mathematical Statistics
- B.A., Lucknow University, Mathematics, Statistics, Economics
Professor Aman Ullah was born in Varanasi, India. He received his B.A. in Mathematics, Statistics, Economics and M.A. in Mathematical Statistics from Lucknow University and his Ph.D in Economics from The Delhi School of Economics, Delhi University. He is currently Distinguished Professor of Economics and Chair in the Department of Economics, University of California, Riverside. He has held previous positions at SMU, Dallas and University of Western Ontario, Canada. He has also visited many universities and Institutes, including, ANU, Monash , NSW, Canterbury(NZ), Cambridge, Amsterdam, Tinbergen Institute, FGV (Brazil),CIDE(Italy), Goethe (Frankfurt), CORE, Xiamen, Peking, SMU(Singapore) Bilkent, Stanford, McGill, World Bank , among others. His main research interests are in Econometric theory, Nonparametric Econometrics, Finite Sample Econometrics, Cross Sectional and Time Series Econometrics, and Panel and Spatial Econometrics. He has served or currently associated as an editorial board member of Econometric Reviews, Journal of Nonparametric Statistics, Empirical Economics, Journal of Quantitative Economics, Macroeconomics and Finance in Emerging Market Economies, among others. Also, he serves as a Series Editor of Statistics and Econometrics, Chapman Hall/Taylor-Francis. He is the author, coauthor, editor, or coeditor of eight books and over 120 published papers in Economics, Econometrics, and Statistics. He is an elected Fellow of Journal of Econometrics and National Academy of Sciences (India), and honored as an Associate Fellow of CIREQ, Montreal and Senior Fellow of the Rimini Centre for Economic Analysis, Italy. He also received the UCR Dissertation Advising /Mentoring award.
- More Efficient Estimation in Nonparametric Regression with Nonparametric Autocorrelated Errors (with L.Su), Econometric Theory ,22, 98-126.
- The Second-Order Bias and Mean Squared Error of Estimators in Time-Series Models (with Y. Bao) Journal of Econometrics , Vol. 140. pp. 650-669.
- Finite Sample Properties of Maximum Likelihood Estimator in Spatial Models (with Y.Bao) Journal of Econometrics , Vol. 137. pp. 396-413.
- Nonparametric Pre-whitening Estimators for Conditional Quantiles(with Su), StatisticaSinica , Vol. 18. pp. 1131-1152.
- A Class of Improved parametrically guided nonparametric regression estimators (with Martins-Filho and Mishra), Econometric Reviews , 27, 542-573.
- Testing of Conditional Uncorrelatedness (with L.Su), Journal of Business Economics and Statistics , Vol. 27. pp. 18-29
- Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model (with K. Mynbaev), Journal of Multivariate Statistics , 99, 245-277
- A Bias Adjusted LM Test of Error Cross Section Independence (with Pesaran and Yamagata), Econometrics Journal , Volume 11, pp. 105-127.
- Risk-based Portfolio Strategies in Emerging Stock Markets: Economic Significance from Brazil, Russia, India and China (with Long), Macroeconomics and Finance In Emerging Market Economies , Vol. 1, No. 1, pp. 31-49
- Kernel Estimators in Econometrics, The New Palgrave Dictionary of Economics , second edition (eds.L.Blume and S.Durlauf), Palgrave Macmillan, London
- Finite Sample Theory in Econometrics, The New Palgrave Dictionary of Economics , second edition (eds.L.Blume and S.Durlauf), Palgrave Macmillan, London
- Local Polynomial Estimation of the Simultaneous Equations Model (with L.Su), Journal of Econometrics , Vol. 144. pp. 193-218.
- Semiparametric Estimator of Time Series Conditional Variance (with S. Mishra and L. Su) forthcoming Journal of Business Economics and Statistics .
- Estimation of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (with Long and Su) forthcoming Journal of Business Economics and Statistics .