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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

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

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

Persistent link: https://www.econbiz.de/10009150769

Asymptotic distribution of least squares estimator and a test statistic in linear regression models

Srivastava, M. S.; Srivastava, V. K. - In: Economics Letters 21 (1986) 2, pp. 173-176

Persistent link: https://www.econbiz.de/10005361992

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

Small-Disturbance and Large-Sample Approximations in Mixed Regression Estimation

Srivastava, V. K.; Upadhyaya, Sushama - In: Eastern Economic Journal 2 (1975) 3, pp. 261-265

Persistent link: https://www.econbiz.de/10005466775

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

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

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

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