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Results: 1-10 |
Results: 10
THE AUCTION PRICE OF APARTMENTS IN MOSCOW - HEDONIC ESTIMATION IN DISEQUILIBRIUM
Authors: TODA Y NOZDRINA N MADDALA GS
Citation: Y. Toda et al., THE AUCTION PRICE OF APARTMENTS IN MOSCOW - HEDONIC ESTIMATION IN DISEQUILIBRIUM, Economics of planning, 31(1), 1998, pp. 1-14
ESTIMATION OF SHORT-RUN AND LONG-RUN ELASTICITIES OF ENERGY DEMAND FROM PANEL-DATA USING SHRINKAGE ESTIMATORS
Authors: MADDALA GS TROST RP LI HY JOUTZ F
Citation: Gs. Maddala et al., ESTIMATION OF SHORT-RUN AND LONG-RUN ELASTICITIES OF ENERGY DEMAND FROM PANEL-DATA USING SHRINKAGE ESTIMATORS, Journal of business & economic statistics, 15(1), 1997, pp. 90-100
BOOTSTRAPPING COINTEGRATING REGRESSIONS
Authors: LI HY MADDALA GS
Citation: Hy. Li et Gs. Maddala, BOOTSTRAPPING COINTEGRATING REGRESSIONS, Journal of econometrics, 80(2), 1997, pp. 297-318
TESTING THE RATIONALITY OF SURVEY DATA USING THE WEIGHTED DOUBLE-BOOTSTRAPPED METHOD OF MOMENTS
Authors: JEONG J MADDALA GS
Citation: J. Jeong et Gs. Maddala, TESTING THE RATIONALITY OF SURVEY DATA USING THE WEIGHTED DOUBLE-BOOTSTRAPPED METHOD OF MOMENTS, Review of economics and statistics, 78(2), 1996, pp. 296-302
AN UNOBSERVED COMPONENT PANEL-DATA MODEL TO STUDY THE EFFECT OF EARNINGS SURPRISES ON STOCK-PRICES, TRADING VOLUMES, AND SPREADS
Authors: MADDALA GS NIMALENDRAN M
Citation: Gs. Maddala et M. Nimalendran, AN UNOBSERVED COMPONENT PANEL-DATA MODEL TO STUDY THE EFFECT OF EARNINGS SURPRISES ON STOCK-PRICES, TRADING VOLUMES, AND SPREADS, Journal of econometrics, 68(1), 1995, pp. 229-242
AN INTEGRATED BAYESIAN VECTOR AUTOREGRESSION AND ERROR-CORRECTION MODEL FOR FORECASTING ELECTRICITY CONSUMPTION AND PRICES
Authors: JOUTZ FL MADDALA GS TROST RP
Citation: Fl. Joutz et al., AN INTEGRATED BAYESIAN VECTOR AUTOREGRESSION AND ERROR-CORRECTION MODEL FOR FORECASTING ELECTRICITY CONSUMPTION AND PRICES, Journal of forecasting, 14(3), 1995, pp. 287-310
NEW SMALL SAMPLE ESTIMATORS FOR COINTEGRATION REGRESSION - LOW-PASS SPECTRAL FILTER METHOD
Authors: LI YK MADDALA GS RUSH M
Citation: Yk. Li et al., NEW SMALL SAMPLE ESTIMATORS FOR COINTEGRATION REGRESSION - LOW-PASS SPECTRAL FILTER METHOD, Economics letters, 47(2), 1995, pp. 123-129
THE ECONOMETRICS OF PANEL-DATA - HANDBOOK OF THEORY AND APPLICATIONS - MATYAS,L, SEVESTRE,P
Authors: MADDALA GS
Citation: Gs. Maddala, THE ECONOMETRICS OF PANEL-DATA - HANDBOOK OF THEORY AND APPLICATIONS - MATYAS,L, SEVESTRE,P, Journal of economic literature, 32(4), 1994, pp. 1867-1868
A NOTE ON THE ESTIMATION OF LIMITED DEPENDENT VARIABLE MODELS UNDER RATIONAL-EXPECTATIONS (VOL 38, PG 17, 1992)
Authors: DONALD SG MADDALA GS
Citation: Sg. Donald et Gs. Maddala, A NOTE ON THE ESTIMATION OF LIMITED DEPENDENT VARIABLE MODELS UNDER RATIONAL-EXPECTATIONS (VOL 38, PG 17, 1992), Economics letters, 41(1), 1993, pp. 111-111
ECONOMETRICS WITH PARTIAL OBSERVABILITY - A CITATION-CLASSIC COMMENTARY ON LIMITED DEPENDENT AND QUALITATIVE VARIABLES IN ECONOMETRICS BY MADDALA,G.S.
Authors: MADDALA GS
Citation: Gs. Maddala, ECONOMETRICS WITH PARTIAL OBSERVABILITY - A CITATION-CLASSIC COMMENTARY ON LIMITED DEPENDENT AND QUALITATIVE VARIABLES IN ECONOMETRICS BY MADDALA,G.S., Current contents. Social & behavioral sciences, (30), 1993, pp. 8-8
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