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Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi; Neto, David - 2009
Persistent link: https://www.econbiz.de/10003926954
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A general methodology of robust estimation for panel data models
Krishnakumar, Jayalakshmi - 1995
Persistent link: https://www.econbiz.de/10000913340
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Estimation of simultaneous equation models with error components structure
Krishnakumar, Jayalakshmi - 1988
Persistent link: https://www.econbiz.de/10013278015
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Time invariant variables and panel data models : a generalised Frisch-Waugh theorem and its implications
Krishnakumar, Jayalakshmi - In: Panel data econometrics : theoretical contributions and …, (pp. 119-132). 2006
Mundlak ("On the Pooling of Time Series and Cross-Section Data", Econometrica, Vol. 46 (1978),pp. 69-85) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some...
Persistent link: https://www.econbiz.de/10003331433
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An application of an error correction model with higher order cointegrated variables to the demand for money in Switzerland
Krishnakumar, Jayalakshmi; Gueye, El-hadji - 1998
Persistent link: https://www.econbiz.de/10000995186
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Maximum likelihood estimation of cointegrated systems with higher order integrated variables and asymptotic equivalence with generalised least squares
Krishnakumar, Jayalakshmi; Gueye, El-hadji - 1998
Persistent link: https://www.econbiz.de/10000995464
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Robust estimators for simultaneous equations models
Krishnakumar, Jayalakshmi - In: Journal of econometrics 78 (1997) 2, pp. 295-314
Persistent link: https://www.econbiz.de/10001219973
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Estimating capabilities with structural equation models : how well are we doing in a "real" world?
Krishnakumar, Jayalakshmi; Wendelspiess Chávez … - 2014
Persistent link: https://www.econbiz.de/10010438204
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Smooth transition simultaneous equation models
Kadilli, Anjeza; Krishnakumar, Jayalakshmi - In: Journal of economic dynamics & control 145 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013543246
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Testing and estimating time-varying elasticities of Swiss gasoline demand
Neto, David - In: Energy economics 34 (2012) 6, pp. 1755-1762
Persistent link: https://www.econbiz.de/10009687888