A selective review of Aman Ullah’s contributions to econometrics

• Main Authors: BAO, Yong, FAN, Yanqin, SU, Liangjun, ZINDE-WALSH, Victoria
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2016
• Subjects: Finite sample theory; hypothesis testing; nonparametrics; panel data models; robust inference; semiparametrics; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/1980
• Institution: Singapore Management University

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.