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Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman - In: Journal of econometrics 62 (1994) 2, pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
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Application of Stein-type estimation in combining regression estimates from replicated experiments
Srivastava, Virendra K. - In: Statistical papers 35 (1994) 2, pp. 101-112
Persistent link: https://www.econbiz.de/10001162832
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Estimation of disturbance variance in linear regression models under asymmetric loss function
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 341-345
Persistent link: https://www.econbiz.de/10001144149
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Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982
Persistent link: https://www.econbiz.de/10000922051
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The specification and estimation of the output equation in the rational expectations model with gradual price adjustment
Bhaskara Rao, Buddhavarapu - In: Australian economic papers 28 (1989) 53, pp. 201-208
Persistent link: https://www.econbiz.de/10001084717
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Efficiency of an OGLS estimator in seemingly unrelated regression equations with constrained covariance structures
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 221-230
Persistent link: https://www.econbiz.de/10001056667
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The R-class estimators of disturbance variance in simultaneous equation models
Brown, G. F. - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 231-251
Persistent link: https://www.econbiz.de/10001056917
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A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models
Srivastava, Virendra K. - In: Economics letters 20 (1986) 4, pp. 345-349
Persistent link: https://www.econbiz.de/10001014799
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Asymptotic distribution of least squares estimator and a test statistic in linear regression models
Srivastava, M. S. - In: Economics letters 21 (1986) 2, pp. 173-176
Persistent link: https://www.econbiz.de/10001016545
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Weighted modified first order regression procedures for estimation in linear models with missing X-observations
Toutenburg, Helge; Fieger, Andreas; Srivastava, Vijay … - In: Statistical papers 40 (1999) 3, pp. 351-361
Persistent link: https://www.econbiz.de/10001401671