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Srivastava, Virendra K.
27
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9
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6
Bhaskara Rao, Buddhavarapu
5
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3
Srivastava, Vijay Kumar Lal
3
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A disequilibrium model of price sluggishness and rational expectations for the UK
Bhaskara Rao, Buddhavarapu
;
Srivastava, Virendra K.
-
1988
Persistent link: https://www.econbiz.de/10000753867
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2
Estimation of disequilibrium models with autocorrelated disturbances
Bhaskara Rao, Buddhavarapu
;
Srivastava, Virendra K.
-
1987
Persistent link: https://www.econbiz.de/10000729386
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3
An unbiased estimator of the covariance matrix of the mixed regression estimator
Giles, David E. A.
;
Srivastava, Virendra K.
-
1989
Persistent link: https://www.econbiz.de/10000803332
Saved in:
4
The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
Giles, David E. A.
;
Srivastava, Virendra K.
-
1990
Persistent link: https://www.econbiz.de/10000805012
Saved in:
5
The econometrics of disequilibrium models
Srivastava, Vijaj Kumar
;
Srivastava, Vijay Kumar Lal
; …
-
1990
-
1. publ.
Persistent link: https://www.econbiz.de/10000336811
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6
Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K.
;
Giles, David E. A.
;
Giles, David E.
-
1987
Persistent link: https://www.econbiz.de/10000092042
Saved in:
7
Estimation of parameters in multiple regression with missing covariates using a modified first order regression procedure
Toutenburg, Helge
;
Srivastava, Virendra K.
;
Shalabh, ...
; …
- In:
Annals of economics and finance
6
(
2005
)
2
,
pp. 289-301
Persistent link: https://www.econbiz.de/10003315016
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8
Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables
Srivastava, Virendra K.
- In:
Statistical papers
37
(
1996
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001204328
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9
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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10
Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and balanced loss function is used
Toutenburg, Helge
;
Srivastava, Virendra K.
-
1999
Persistent link: https://www.econbiz.de/10001745334
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