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Testing for normality in a probit model with double selection

Lahiri, Kajal; Song, Jae G. - In: Economics Letters 65 (1999) 1, pp. 33-39

Persistent link: https://www.econbiz.de/10005296598

Testing for cointegration: Power versus frequency of observation -- another view

Lahiri, Kajal; Mamingi, Nlandu - In: Economics Letters 49 (1995) 2, pp. 121-124

Persistent link: https://www.econbiz.de/10005297031

A note on a theorem by Professor Chow

Lahiri, Kajal - In: Economics Letters 1 (1978) 2, pp. 125-127

Persistent link: https://www.econbiz.de/10005355996

On maximum likelihood estimation of functional form and heteroskedasticity

Egy, Daniel; Lahiri, Kajal - In: Economics Letters 2 (1979) 2, pp. 155-159

Persistent link: https://www.econbiz.de/10005288217

On the constancy of real interest rates

Lahiri, Kajal - In: Economics Letters 3 (1979) 1, pp. 45-48

Persistent link: https://www.econbiz.de/10005159183

The yield spread puzzle and the information content of SPF forecasts

Lahiri, Kajal; Monokroussos, George; Zhao, Yongchen - In: Economics Letters 118 (2013) 1, pp. 219-221

While the yield spread has long been recognized as a good predictor of recessions, it seems to have been largely overlooked by professional forecasters. We examine this puzzle, established by Rudebusch and Williams (2009), in a data-rich environment including not just the yield spread but many...

Persistent link: https://www.econbiz.de/10010603115