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On the Asymptotic Properties of Some Two-Step Procedures for Estimating Distributed Lag Models.

Grether, David M.; Maddala, G. S. - California Institute of Technology, Division of the …

Persistent link: https://www.econbiz.de/10005654792

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

CROSS‐SECTION ESTIMATES OF LIQUID ASSET DEMAND BY MANUFACTURING CORPORATIONS

Vogel, Robert C.; Maddala, G. S. - In: Journal of Finance 22 (1967) 4, pp. 557-575

Persistent link: https://www.econbiz.de/10011032272

Methods of estimation for models of markets with bounded price variation under rational expectations

Chanda, Anup; Maddala, G. S. - In: Economics Letters 13 (1983) 2-3, pp. 181-184

Persistent link: https://www.econbiz.de/10005270115

A note on the estimation of limited dependent variable models under rational expectations (Economics Letters 38, no. 1, pp. 17-23)

Donald, Stephen G.; Maddala, G. S. - In: Economics Letters 41 (1993) 1, pp. 111-111

Persistent link: https://www.econbiz.de/10005275787

An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads

Maddala, G. S.; Nimalendran, M. - In: Journal of Econometrics 68 (1995) 1, pp. 229-242

Persistent link: https://www.econbiz.de/10005228793

Risk premia and price volatility in futures markets

Yoo, Jisoo; Maddala, G. S. - In: Journal of Futures Markets 11 (1991) 2, pp. 165-177

Persistent link: https://www.econbiz.de/10011196992