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Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982
Persistent link: https://www.econbiz.de/10000922051
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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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The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K. - In: Econometric reviews 14 (1995) 2, pp. 229-240
Persistent link: https://www.econbiz.de/10001180040
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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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Handbook of applied econometrics and statistical inference
Ullah, Aman (ed.); Wan, Alan T. K. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001653280
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Essays in honor of Aman Ullah
González-Rivera, Gloria (ed.); Hill, Rufus Carter (ed.);  … - 2016 - First edition
Persistent link: https://www.econbiz.de/10011514592
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A Comparative Study of Different Shrinkage Estimators for Panel Data Models
Maddala, G. S.; Li, Hongyi; Srivastava, V. K. - In: Annals of Economics and Finance 2 (2001) 1, pp. 1-30
The present paper uses small-sigma asymptotics to show that in general the shrinkage estimators have superior properties among the individual least squares estimators, the simple average estimators, the weighted average estimators, estimators obtained by shrinking towards the simple average, and...
Persistent link: https://www.econbiz.de/10009145679
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A Comparative Study of Different Shrinkage Estimators for Panel Data Models
Maddala, G. S.; Li, Hongyi; Srivastava, V. K. - China Economics and Management Academy, Central … - 2000
The present paper uses small-sigma asymptotics to show that in general the shrinkage estimators have superior properties among the individual least squares estimators, the simple average estimators, the weighted average estimators, estimators obtained by shrinking towards the simple average, and...
Persistent link: https://www.econbiz.de/10009150769
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The econometrics of disequilibrium models
Srivastava, Vijaj Kumar; Srivastava, Vijay Kumar Lal; … - 1990 - 1. publ.
Persistent link: https://www.econbiz.de/10000336811