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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

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

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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

Panel data estimation of the intergenerationhal correlation of incomes

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Persistent link: https://www.econbiz.de/10001488002

Modelling social policy

Krishnakumar, Jayalakshmi; Ballón, Paola; Tellez, Juan - In: Development and public finance : essays in honour of …, (pp. 211-237). 2012

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Fixed effects models and fixed coefficients models

Balestra, Pietro - In: The econometrics of panel data : fundamentals and …, (pp. 23 - 48). 2008

Persistent link: https://www.econbiz.de/10014559886

Measurement errors and simultaneity

Biørn, Erik; Krishnakumar, Jayalakshmi - In: The econometrics of panel data : fundamentals and …, (pp. 323 - 367). 2008

Persistent link: https://www.econbiz.de/10014559894