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Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM

Krishnakumar, Jayalakshmi; Neto, David - 2009

Persistent link: https://www.econbiz.de/10003926957

Testing uncovered interest rate parity and term structure using multivariate threshold cointegration

Krishnakumar, Jayalakshmi; Neto, David - In: Computational methods in financial engineering : essays …, (pp. 191-210). 2008

Persistent link: https://www.econbiz.de/10003669639

A general methodology of robust estimation for panel data models

Krishnakumar, Jayalakshmi - 1995

Persistent link: https://www.econbiz.de/10000913340

Estimation of simultaneous equation models with error components structure

Krishnakumar, Jayalakshmi - 1988

Persistent link: https://www.econbiz.de/10013278015

Time invariant variables and panel data models : a generalised Frisch-Vaugh theorem and its implications

Krishnakumar, Jayalakshmi (contributor) - 2003 - [Elektronische Ressource]

Mundlak (1978) 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 additional interesting properties of the within estimator in Mundlak's model and go on to...

Persistent link: https://www.econbiz.de/10001890414

Multidimensional measures of poverty and well-being based on latent variable models

Krishnakumar, Jayalakshmi - In: Quantitative approaches to multidimensional poverty …, (pp. 118-134). 2008

Persistent link: https://www.econbiz.de/10003707166

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

Combining spatial and temporal variations in unit values in the estimation of price elasticities and application to Tunisian households

Ayadi, Mohamed; Krishnakumar, Jayalakshmi; Matoussi, … - 1997

Persistent link: https://www.econbiz.de/10000973573

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

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