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Estimation of disturbance variance in linear regression models under asymmetric loss function
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 341-345
Persistent link: https://www.econbiz.de/10001144149
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Use of proxy variables in regression analysis
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 6 (1990) 1, pp. 71-74
Persistent link: https://www.econbiz.de/10001089093
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Efficiency of an OGLS estimator in seemingly unrelated regression equations with constrained covariance structures
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 221-230
Persistent link: https://www.econbiz.de/10001056667
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The R-class estimators of disturbance variance in simultaneous equation models
Brown, G. F. - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 231-251
Persistent link: https://www.econbiz.de/10001056917
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Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 11 (1995) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10001196305
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Application of Stein-rule estimation to linear regression models with some missing observations
Toutenburg, Helge; Srivastava, Virendra K.; Heumann, … - In: Journal of quantitative economics : official journal of … 4 (2006) 2, pp. 14-24
Persistent link: https://www.econbiz.de/10003498490