P. C. Mahalanobis in the context of current econometrics research

DOI10.1007/S13571-019-00207-9MaRDI QIDQ2297942zbMATH OpenOpenAlexFDO

Authors Arnab Bhattacharjee, Tapabrata Maiti

Publication date 20 February 2020

Published in Sankhyā. Series B (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s13571-019-00207-9

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Cites work

• A Method of Fractile Graphical Analysis
• A short prehistory of the bootstrap
• Consistent Nonparametric Entropy-Based Testing
• Entropy, divergence and distance measures with econometric applications
• Exponent of cross-sectional dependence for residuals
• Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model
• scientific article; zbMATH DE number 3023295 (Why is no real title available?)
• Maximum entropy interpretation of autoregressive spectral densities
• Nowcasting using mixed frequency methods: an application to the Scottish economy
• Partial distributional policy effects under endogeneity
• The second-order asymptotic properties of asymmetric least squares estimation
• Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator

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