G. S. Maddala

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Person:674065

Available identifiers

zbMath Open maddala.g-sWikidataQ5512458 ScholiaQ5512458MaRDI QIDQ674065

List of research outcomes





PublicationDate of PublicationType
A Function for Size Distribution of Incomes2009-01-07Paper
https://portal.mardi4nfdi.de/entity/Q44078052003-11-03Paper
Modeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production Function2003-07-24Paper
https://portal.mardi4nfdi.de/entity/Q45189582002-05-07Paper
https://portal.mardi4nfdi.de/entity/Q42517612000-05-25Paper
Unit Roots, Cointegration, and Structural Change2000-05-02Paper
https://portal.mardi4nfdi.de/entity/Q42140651998-10-15Paper
https://portal.mardi4nfdi.de/entity/Q42140521998-10-15Paper
Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)1997-10-28Paper
New small sample estimators for cointegration regression: low-pass spectral filter method1997-02-28Paper
Bootstrapping time series models1997-02-09Paper
Structural change and unit roots1996-05-01Paper
A note on the estimation of limited dependent variable models under rational expectations1992-09-27Paper
On the Exact Small Sample Distribution of the Instrumental Variable Estimator1992-09-26Paper
https://portal.mardi4nfdi.de/entity/Q37401021986-01-01Paper
The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30422601983-01-01Paper
Methods of Estimation for Models of Markets with Bounded Price Variation1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39438841982-01-01Paper
Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41661101977-01-01Paper
Weak Priors and Sharp Posteriors in Simultaneous Equation Models1976-01-01Paper
Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Comment1976-01-01Paper
Constraints Often Overlooked in Analyses of Simultaneous Equation Models: A Rejoinder1976-01-01Paper
Maximum Likelihood Methods for Models of Markets in Disequilibrium1974-01-01Paper
Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models1974-01-01Paper
Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models1973-01-01Paper
Generalized Least Squares with an Estimated Variance Covariance Matrix1971-01-01Paper
The Likelihood Approach to Pooling Cross-Section and Time-Series Data1971-01-01Paper
Simultaneous Estimation Methods for Large- and Medium-size Econometric Models1971-01-01Paper

Research outcomes over time

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