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A Selective Review of Aman Ullah’s Contributions to Econometrics

Bao Yong ^a

Fan Yanqin ^b

Su Liangjun ^c

Zinde-Walsh Victoria ^d

^aDepartment of Economics, Purdue University, West Lafayette, IN, USA

^bDepartment of Economics, University of Washington, Seattle, WA, USA

^cSchool of Economics, Singapore Management University, Singapore

^dDepartment of Economics, McGill University, CIREQ, Montréal, Canada

Essays in Honor of Aman Ullah

ISBN: 978-1-78560-787-5, eISBN: 978-1-78560-786-8

Publication date: 23 June 2016

Abstract

This paper examines Aman Ullah’s contributions to robust inference, finite sample econometrics, nonparametrics and semiparametrics, and panel and spatial models. His early works on robust inference and finite sample theory were mostly motivated by his thesis advisor, Professor Anirudh Lal Nagar. They eventually led to his most original rethinking of many statistics and econometrics models that developed into the monograph Finite Sample Econometrics published in 2004. His desire to relax distributional and functional-form assumptions lead him in the direction of nonparametric estimation and he summarized his views in his most influential textbook Nonparametric Econometrics (with Adrian Pagan) published in 1999 that has influenced a whole generation of econometricians. His innovative contributions in the areas of seemingly unrelated regressions, parametric, semiparametric and nonparametric panel data models, and spatial models have also inspired a larger literature on nonparametric and semiparametric estimation and inference and spurred on research in robust estimation and inference in these and related areas.

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Acknowledgements

We thank the co-editors for their invitation to write this survey paper to summarize Aman Ullah’s most important contributions in the four areas of econometrics reviewed in this paper. Special thanks to Aman Ullah for his interest in our work and for sharing his thoughts on the writings. We also thank the organizers, sponsors, and participants of the Advances in Econometrics conference held at the Riverside Mission Inn on March 14–15, 2015. Su gratefully acknowledges the Singapore Ministry of Education for Academic Research Fund under grant number MOE2012-T2-2-021.

Citation

Yong, B., Yanqin, F., Liangjun, S. and Victoria, Z.-W. (2016), "A Selective Review of Aman Ullah’s Contributions to Econometrics", Essays in Honor of Aman Ullah (Advances in Econometrics, Vol. 36), Emerald Group Publishing Limited, Leeds, pp. 3-43. https://doi.org/10.1108/S0731-905320160000036001

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