The following pages link to T. V. Ramanathan (Q257561):
Displaying 5 items.
- Test for randomness of the technology parameter in a stochastic frontier regression model (Q257563) (← links)
- Geometric ergodicity of asymmetric volatility models with stochastic parameters (Q388985) (← links)
- On the distribution of shrinkage parameters of Liu-type estimators (Q462980) (← links)
- The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)
- Modified expected shortfall: a coherent risk measure for elliptical family of distributions (Q6108890) (← links)
