Asad Zaman

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All published works

Action	Title	Year	Authors
+	Subjective Probability Does Not Exist	2019	Asad Zaman
+ PDF Chat	The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter	2017	Atiq Ur Rehman Arif Zaman Asad Zaman
+	Detecting Structural Change with Heteroskedasticity	2017	Mumtaz Ahmed Gulfam Haider Asad Zaman
+	A Minimax Bias Estimator for OLS Variances under Heteroskedasticity	2014	Mumtaz Ahmed Asad Zaman
+ PDF Chat	A Minimax Bias Estimator for Ols Variances Under Heteroskedasticity	2014	Mumtaz Ahmed Asad Zaman
+	A Minimax Bias Estimator for OLS Variances under Heteroskedasticity	2014	Mumtaz Ahmed Asad Zaman
+	Tests for structural change, aggregation, and homogeneity	2010	Esfandiar Maasoumi Asad Zaman Mumtaz Ahmed
+ PDF Chat	Variance Estimates and Model Selection	2010	Asad Zaman Sıdıka Başçı Arzdar Kiracı
+ PDF Chat	Variance Estimates and Model Selection	2010	Sıdıka Başçi Asad Zaman
+	Variance Estimates and Model Selection	2010	Sıdıka Başçi Asad Zaman Arzdar Kiracı
+	Tests for Structural Change, Aggregation, and Homogeneity	2009	Esfandiar Maasoumi Asad Zaman Mumtaz Ahmed
+	Impact of Model Specification Decisions on Unit Root Tests	2009	Atiq-ur-Rehman Atiq-ur-Rehman Asad Zaman
+ PDF Chat	Causal Relations via Econometrics	2009	Asad Zaman
+	Impact of Model Specification Decisions on Unit Root Tests	2009	Atiq-ur-Rehman Atiq-ur-Rehman Asad Zaman
+	Model specification, observational equivalence and performance of unit root tests	2008	Atiq-ur-Rehman Atiq-ur-Rehman Asad Zaman
+	Causal Relations via Econometrics	2008	Asad Zaman
+	Most Stringent Test for Location Parameter of a Random Number from Cauchy Density	2008	Atiq-ur-Rehman Atiq-ur-Rehman Asad Zaman
+	Model specification, observational equivalence and performance of unit root tests	2008	Atiq-ur-Rehman Atiq-ur-Rehman Asad Zaman
+	Most Stringent Test for Location Parameter of a Random Number from Cauchy Density	2008	Atiq-ur-Rehman Atiq-ur-Rehman Asad Zaman
+	Robust Tests for Normality of Errors in Regression Models	2005	A. Özlem Önder Asad Zaman
+	Robust tests for normality of errors in regression models	2004	A. Özlem Önder Asad Zaman
+	A Test for Normality Based on Robust Regression Residuals	2003	A. Özlem Önder Asad Zaman
+	Maximum Likelihood Estimates for the Hildreth-Houck Random Coefficients Model	2002	Asad Zaman
+	Maximum likelihood estimates for the Hildreth–Houck random coefficients model	2002	Asad Zaman
+	The Inconsistency of the Breusch-Pagan Test	2002	Asad Zaman
+ PDF Chat	Econometric applications of high-breakdown robust regression techniques	2001	Asad Zaman Peter J. Rousseeuw Mehmet Orhan
+	Econometric Applications of High-Breakdown Robust Regression Techniques	2001	Asad Zaman Mehmet Orhan Peter J. Rousseeuw
+	Econometric applications of high-breakdown robust regression techniques	2000	Asad Zaman Peter J. Rousseeuw Mehmet Orhan
+	The Inconsistency of the Breusch-Pagan Test	2000	Asad Zaman
+ PDF Chat	Effects of skewness and kurtosis on model selection criteria	1998	Sıdıka Başçı Asad Zaman
+	Random Coefficients and Heteroskedasticity	1997	Asad Zaman
+	Statistical Foundations for Econometric Techniques	1996	Asad Zaman
+	On the inconsistency of the Breusch-Pagan test	1995	Asad Zaman
+	On the inconsistency of the Breusch-Pagan test	1995	Asad Zaman
+	Implicit Nulls and Alternatives for Hypothesis Tests	1992	Jayasri Dutta Asad Zaman
+ PDF Chat	Asymptotic Suprema of Averaged Random Functions	1991	Asad Zaman
+	What Do tests for Heteroskedasticity Detect	1989	Jayasri Dutta Asad Zaman
+	Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem	1989	Asad Zaman
+	Consistency Via Type 2 Inequalities: A Generalization Of Wu'S Theorem	1989	Asad Zaman
+ PDF Chat	On the impossibility of events of zero probability	1987	Asad Zaman
+	On the impossibility of events of zero probability	1987	Asad Zaman
+ PDF Chat	Best Invariant Estimation of a Direction Parameter	1985	T. W. Anderson Charles Stein Asad Zaman
+	Admissibility of the Maximum Likelihood Estimate of the Reciprocal of a Normal Mean with a Class of Zero-One Loss Functions	1985	Asad Zaman
+	Avoiding model selection by the use of shrinkage techniques	1984	Asad Zaman
+	Kolmogorov's and Mourier's Strong Laws for Arrays with Independent and Identically Distributed Columns	1984	Arif Zaman Asad Zaman
+ PDF Chat	General Admissibility and Inadmissibility Results for Estimation in a Control Problem	1982	James O. Berger L. Mark Berliner Asad Zaman
+	Consistency of Generalized M-Estimators	1981	Asad Zaman
+	Estimators without moments	1981	Asad Zaman
+	Estimators without moments	1981	Asad Zaman

Common Coauthors

Coauthor	Papers Together
Atiq-ur-Rehman Atiq-ur-Rehman	6
Mumtaz Ahmed	5
Sıdıka Başçi	4
A. Özlem Önder	3
Peter J. Rousseeuw	3
Mehmet Orhan	3
Esfandiar Maasoumi	2
Jayasri Dutta	2
Arif Zaman	2
Arzdar Kiracı	2
T. W. Anderson	1
James O. Berger	1
L. Mark Berliner	1
Gulfam Haider	1
Charles Stein	1
Mumtaz Ahmed	1
Atiq Ur Rehman	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Statistical Foundations for Econometric Techniques	1996	Asad Zaman	11
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	8
+ PDF Chat	Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity	1978	Peter J. Bickel	5
+	Least Median of Squares Regression	1984	Peter J. Rousseeuw	4
+	Robust Regression and Outlier Detection	1989	Gregory F. Piepel Peter J. Rousseeuw Annick M. Leroy	4
+	A Simple Test for Heteroscedasticity and Random Coefficient Variation	1979	Trevor Breusch A. R. Pagan	4
+	Specification Searches: Ad Hoc Inference with Non-Experimental Data.	1981	Jean‐François Richard Edward E. Leamer	3
+	A Course in Probability Theory	1974	Kai Lai Chung	3
+ PDF Chat	A Necessary Condition for Admissibility	1980	Lawrence D. Brown	3
+	A note on studentizing a test for heteroscedasticity	1981	Roger Koenker	3
+ PDF Chat	High Breakdown-Point and High Efficiency Robust Estimates for Regression	1987	Vı́ctor J. Yohai	3
+	Robust Regression and Outlier Detection	1987	Peter J. Rousseeuw Annick M. Leroy	3
+	A Fast Algorithm for the Minimum Covariance Determinant Estimator	1999	Peter J. Rousseeuw Katrien Van Driessen	3
+	A nonparametric test for equality of distributions with mixed categorical and continuous data	2008	Qi Li Esfandiar Maasoumi Jeffrey S. Racine	2
+ PDF Chat	Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems	1971	L. D. Brown	2
+	A Bivariate Model for the Distribution of √b<sub>1</sub>and b<sub>2</sub>	1977	L. R. Shenton K.O. Bowman	2
+ PDF Chat	Bootstrap Methods for Testing Homogeneity of Variances	1989	Dennis D. Boos Cavell Brownie	2
+	Estimation of functions of population means and regression coefficients including structural coefficients	1978	Arnold Zellner	2
+ PDF Chat	Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions	1963	Friedhelm Eicker	2
+	The Exact Distribution of Bartlett's Test Statistic for Homogeneity of Variances with Unequal Sample Sizes	1978	Min‐Te Chao Ronald E. Glaser	2
+	ON THE ANALYSIS OF MULTIPLE REGRESSION IN <i>k</i> CATEGORIES	1957	S. Kullback Harry M. Rosenblatt	2
+	More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form	1983	John G. Cragg	2
+	Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form	1987	Peter M. Robinson	2
+ PDF Chat	Asymptotic Suprema of Averaged Random Functions	1991	Asad Zaman	2
+	Unmasking Multivariate Outliers and Leverage Points	1990	Peter J. Rousseeuw Bert C. van Zomeren	2
+	On Specifying Graphical Models for Causation and the Identification Problem	2005	David A. Freedman	2
+	Unconstrained maximum likelihood estimation of contemporaneous covariances	1982	Daniel P. Schwallie	2
+	Some Estimators for a Linear Model With Random Coefficients	1968	Clifford Hildreth James P. Houck	2
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike	2
+	Chapter 16 Monte carlo experimentation in econometrics	1984	David F. Hendry	2
+	Regression Diagnostics -- Identifying Influential Data and Sources of Collinearity	1981	Chris Beaumont D. A. Belsley E. Kuh R. E. Welsch	2
+	On Bartlett's test for homogeneity of variances	1984	P. B. Nagarsenker	2
+	The independence of tests for structural change in regression models	1983	Garry D.A. Phillips Brendan McCabe	2
+	The Economics and Econometrics of Active Labor Market Programs	1999	James J. Heckman Robert Lalonde Jeffrey A. Smith	2
+ PDF Chat	General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and critique	1997	Jon Faust Charles H. Whiteman	2
+	Some Further Evidence on the Use of the Chow Test under Heteroskedasticity	1977	Peter Schmidt Robin C. Sickles	2
+	The Analysis of Variance	1960	Henry Scheffe	2
+ PDF Chat	Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process	1980	Ritei Shibata	2
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White	2
+	Asymptotic inference under heteroskedasticity of unknown form	2003	Francisco Cribari‐Neto	2
+ PDF Chat	On the Asymptotics of Constrained $M$-Estimation	1994	Charles J. Geyer	2
+	Inference Under Heteroskedasticity and Leveraged Data	2007	Francisco Cribari‐Neto Tatiene Correia de Souza Klaus L. P. Vasconcellos	2
+	Estimation When a Parameter is on a Boundary	1999	Donald W. K. Andrews	2
+ PDF Chat	Statistical Estimation: Asymptotic Theory	2014	I. A. Ibragimov R. Z. Khasʹminskiĭ	2
+ PDF Chat	Regression-based methods for using control variates in Monte Carlo experiments	1992	Russell Davidson James G. MacKinnon	2
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	2
+	Tests of Equality Between Sets of Coefficients in Two Linear Regressions	1960	Gregory C. Chow	2
+	Statistical Models: Theory and Practice	2006	David A. Freedman	2
+	A note on a heteroscedastic model	1977	Takeshi Amemiya	2
+	Robust regression with a distributed intercept using least median of squares	1994	Peter J. Rousseeuw Joachim Wagner	2