P. A. V. B. Swamy

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Person:169927

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zbMath Open swamy.paravastu-a-v-bMaRDI QIDQ169927

List of research outcomes

PublicationDate of PublicationType
The forward rate premium puzzle: a case of misspecification?1)2023-03-13Paper
Small Area Estimation with Correctly Specified Linking Models2018-12-13Paper
Estimation of Parameters in the Presence of Model Misspecification and Measurement Error2010-07-02Paper
An efficient method of estimating the true value of a population characteristic from its discrepant estimates2010-03-30Paper
THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE2009-08-24Paper
Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand2009-05-29Paper
How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US2008-11-26Paper
The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation2007-03-20Paper
A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION2006-08-24Paper
https://portal.mardi4nfdi.de/entity/Q33788322006-04-04Paper
Theoretical conditions under which monetary policies are effective and practical obstacles to their verification2006-01-31Paper
Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data2003-12-18Paper
Is the Japanese economy in a liquidity trap?2002-09-01Paper
A computational approach to finding causal economic laws2001-04-17Paper
https://portal.mardi4nfdi.de/entity/Q42218171999-07-04Paper
A general framework for predicting returns from multiple currency investments1998-08-13Paper
Circumstances in which different criteria of estimation can be applied to estimate policy effects1998-06-08Paper
A random coefficient model of speculative attacks: The case of the Mexican peso1998-05-21Paper
https://portal.mardi4nfdi.de/entity/Q43438741998-03-30Paper
https://portal.mardi4nfdi.de/entity/Q43678461997-12-02Paper
https://portal.mardi4nfdi.de/entity/Q43439791997-09-29Paper
https://portal.mardi4nfdi.de/entity/Q48645541996-02-20Paper
Connections between GARCH and stochastic coefficients (SC) models1995-01-12Paper
An examination of distributed lag model coefficients estimated with smoothness priors1986-01-01Paper
The existence of moments of ridge-like k-class and partially restricted reduced form estimators1982-01-01Paper
A random coefficient approach to seasonal adjustment of economic time series1981-01-01Paper
On the existence of moments of partially restricted reduced form estimators. A comment1981-01-01Paper
A comparison of estimators for undersized samples1980-01-01Paper
On the existence of moments of partially restricted reduced form coefficients1980-01-01Paper
Linear prediction and estimation methods for regression models with stationary stochastic coefficients1980-01-01Paper
Estimation of common coefficients in two regression equations1979-01-01Paper
The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model1978-01-01Paper
Estimation of a dynamic demand function for gasoline with different schemes of parameter variation1978-01-01Paper
Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II1978-01-01Paper
Two methods of evaluating hoerl and kennard's ridge regression1978-01-01Paper
Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients1977-01-01Paper
Robustness of theil's mixed regression estimators1977-01-01Paper
A note on minimum average risk estimators for coefficients in linear models1977-01-01Paper
Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator1976-01-01Paper
Minimum average risk estimators for coefficients in linear models1976-01-01Paper
On Bayesian estimation of seemingly unrelated regressions when some observations are missing1975-01-01Paper
Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I1975-01-01Paper
Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models1975-01-01Paper
The Exact Finite Sample Distribution of Theil's Compatibility Test Statistic and Its Application1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51830351974-01-01Paper
Bayesian Analysis of Error Components Regression Models1973-01-01Paper
Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient1973-01-01Paper
On alternative estimators of the difference of means in the presence of missing observations1973-01-01Paper
Bayesian Analysis of a Bivariate Normal Distribution with Incomplete Observations1973-01-01Paper
The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models1972-01-01Paper
The Use of Undersized Samples in the Estimation of Simultaneous Equation Systems1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56392501971-01-01Paper
Efficient Inference in a Random Coefficient Regression Model1970-01-01Paper
The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem1970-01-01Paper

Research outcomes over time


Doctoral students

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