G. S. Maddala

Available identifiers

zbMath Open maddala.g-sWikidataQ5512458 ScholiaQ5512458MaRDI QIDQ674065

List of research outcomes

Publication	Date of Publication	Type
A Function for Size Distribution of Incomes	2009-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q4407805	2003-11-03	Paper
Modeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production Function	2003-07-24	Paper
https://portal.mardi4nfdi.de/entity/Q4518958	2002-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q4251761	2000-05-25	Paper
Unit Roots, Cointegration, and Structural Change	2000-05-02	Paper
https://portal.mardi4nfdi.de/entity/Q4214065	1998-10-15	Paper
https://portal.mardi4nfdi.de/entity/Q4214052	1998-10-15	Paper
Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)	1997-10-28	Paper
New small sample estimators for cointegration regression: low-pass spectral filter method	1997-02-28	Paper
Bootstrapping time series models	1997-02-09	Paper
Structural change and unit roots	1996-05-01	Paper
A note on the estimation of limited dependent variable models under rational expectations	1992-09-27	Paper
On the Exact Small Sample Distribution of the Instrumental Variable Estimator	1992-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q3740102	1986-01-01	Paper
The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3042260	1983-01-01	Paper
Methods of Estimation for Models of Markets with Bounded Price Variation	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3943884	1982-01-01	Paper
Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4166110	1977-01-01	Paper
Weak Priors and Sharp Posteriors in Simultaneous Equation Models	1976-01-01	Paper
Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Comment	1976-01-01	Paper
Constraints Often Overlooked in Analyses of Simultaneous Equation Models: A Rejoinder	1976-01-01	Paper
Maximum Likelihood Methods for Models of Markets in Disequilibrium	1974-01-01	Paper
Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models	1974-01-01	Paper
Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models	1973-01-01	Paper
Generalized Least Squares with an Estimated Variance Covariance Matrix	1971-01-01	Paper
The Likelihood Approach to Pooling Cross-Section and Time-Series Data	1971-01-01	Paper
Simultaneous Estimation Methods for Large- and Medium-size Econometric Models	1971-01-01	Paper

Research outcomes over time

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