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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/10002865674
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Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman - In: Journal of econometrics 62 (1994) 2, pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
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The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul - In: Journal of econometrics 75 (1996) 2, pp. 369-395
Persistent link: https://www.econbiz.de/10001204698
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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
Srivastava, Virendra K. - In: Journal of econometrics 66 (1995) 1/2, pp. 99-121
Persistent link: https://www.econbiz.de/10001174122
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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/10002108428
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The sampling distribution of shrinkage estimators and their F-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/10003509765
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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/10003534878
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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/10002865692
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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/10002865829