The following pages link to P. A. V. B. Swamy (Q169927):
Displayed 50 items.
- Theoretical conditions under which monetary policies are effective and practical obstacles to their verification (Q813241) (← links)
- The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation (Q873889) (← links)
- How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US (Q957222) (← links)
- An efficient method of estimating the true value of a population characteristic from its discrepant estimates (Q961436) (← links)
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand (Q1019973) (← links)
- A general framework for predicting returns from multiple currency investments (Q1128948) (← links)
- A comparison of estimators for undersized samples (Q1145464) (← links)
- On the existence of moments of partially restricted reduced form coefficients (Q1150225) (← links)
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
- A random coefficient approach to seasonal adjustment of economic time series (Q1160557) (← links)
- On the existence of moments of partially restricted reduced form estimators. A comment (Q1166229) (← links)
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing (Q1215231) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I (Q1231371) (← links)
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model (Q1249003) (← links)
- Estimation of a dynamic demand function for gasoline with different schemes of parameter variation (Q1249411) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II (Q1251045) (← links)
- Estimation of common coefficients in two regression equations (Q1259122) (← links)
- Connections between GARCH and stochastic coefficients (SC) models (Q1342657) (← links)
- A random coefficient model of speculative attacks: The case of the Mexican peso (Q1367826) (← links)
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data (Q1417068) (← links)
- Is the Japanese economy in a liquidity trap? (Q1606407) (← links)
- Circumstances in which different criteria of estimation can be applied to estimate policy effects (Q1918152) (← links)
- Bayesian Analysis of Error Components Regression Models (Q3214195) (← links)
- (Q3378832) (← links)
- THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE (Q3395271) (← links)
- Estimation of Parameters in the Presence of Model Misspecification and Measurement Error (Q3574767) (← links)
- An examination of distributed lag model coefficients estimated with smoothness priors (Q3800920) (← links)
- The existence of moments of ridge-like k-class and partially restricted reduced form estimators (Q3969727) (← links)
- Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient (Q4057973) (← links)
- Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models (Q4066415) (← links)
- On alternative estimators of the difference of means in the presence of missing observations (Q4067901) (← links)
- The Exact Finite Sample Distribution of Theil's Compatibility Test Statistic and Its Application (Q4077347) (← links)
- Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator (Q4110475) (← links)
- Minimum average risk estimators for coefficients in linear models (Q4142555) (← links)
- Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients (Q4151059) (← links)
- Robustness of theil's mixed regression estimators (Q4153930) (← links)
- A note on minimum average risk estimators for coefficients in linear models (Q4166069) (← links)
- Two methods of evaluating hoerl and kennard's ridge regression (Q4176308) (← links)
- (Q4221817) (← links)
- (Q4343874) (← links)
- (Q4343979) (← links)
- (Q4367846) (← links)
- Small Area Estimation with Correctly Specified Linking Models (Q4561863) (← links)
- (Q4864554) (← links)
- (Q5183035) (← links)
- A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION (Q5483964) (← links)
- Efficient Inference in a Random Coefficient Regression Model (Q5591987) (← links)
- The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem (Q5592782) (← links)
- The Use of Undersized Samples in the Estimation of Simultaneous Equation Systems (Q5633511) (← links)
- (Q5639250) (← links)