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Properties of shrinkage estimators in linear regression when disturbances are not normal
Ullah, A.; Srivastava, V. K.; Chandra, R. - In: Journal of Econometrics 21 (1983) 3, pp. 389-402
Persistent link: https://www.econbiz.de/10005285551
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Estimation of seemingly unrelated regression equations : A brief survey
Srivastava, V. K.; Dwivedi, T. D. - In: Journal of Econometrics 10 (1979) 1, pp. 15-32
Persistent link: https://www.econbiz.de/10005122816
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Optimality of least squares in the seemingly unrelated regression equation model
Dwivedi, T. D.; Srivastava, V. K. - In: Journal of Econometrics 7 (1978) 3, pp. 391-395
Persistent link: https://www.econbiz.de/10005285319
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Exact finite sample properties of double k-class estimators in simultaneous equations
Dwivedi, T. D.; Srivastava, V. K. - In: Journal of Econometrics 25 (1984) 3, pp. 263-283
Persistent link: https://www.econbiz.de/10005285447
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A note on moments of k-class estimators for negative k
Srivastava, V. K.; Srivastava, A. K. - In: Journal of Econometrics 21 (1983) 2, pp. 257-260
Persistent link: https://www.econbiz.de/10005285624
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The efficiency of an improved method of estimating seemingly unrelated regression equations
Srivastava, V. K. - In: Journal of Econometrics 1 (1973) 4, pp. 341-350
Persistent link: https://www.econbiz.de/10005285725
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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
Srivastava, V. K.; Maekawa, Koichi - In: Journal of Econometrics 66 (1995) 1-2, pp. 99-121
Persistent link: https://www.econbiz.de/10005228770
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The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul; Srivastava, V. K.; Ullah, Aman - In: Journal of Econometrics 75 (1996) 2, pp. 369-395
Persistent link: https://www.econbiz.de/10005239049
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The sampling distribution of shrinkage estimators and theirF-ratios in the regression model
Ullah, A.; Carter, R.A.L.; Srivastava, V.K. - In: Journal of Econometrics 25 (1984) 1-2, pp. 109-122
Persistent link: https://www.econbiz.de/10005285760