The following pages link to Kajal Lahiri (Q295389):
Displaying 22 items.
- Evolution of forecast disagreement in a Bayesian learning model (Q295391) (← links)
- A model of social security disability insurance using matched SIPP/administrative data (Q295541) (← links)
- On the distribution function of various model selection criteria with stochastic regressors (Q375037) (← links)
- Testing for cointegration: Power versus frequency of observation--another view (Q672559) (← links)
- A computational algorithm for multiple equation models with panel data (Q809533) (← links)
- Joint estimation and testing for functional form and heteroskedasticity (Q1147469) (← links)
- Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
- MCMC algorithms for two recent Bayesian limited information estimators (Q1606418) (← links)
- A note on the double \(k\)-class estimator in simultaneous equations. (Q1867713) (← links)
- Bayesian analysis of nested logit model by Markov chain Monte Carlo. (Q1868968) (← links)
- A new framework for analyzing survey forecasts using three-dimensional panel data (Q1899231) (← links)
- Testing for normality in a probit model with double selection. (Q1960673) (← links)
- The Nordhaus test with many zeros (Q2208674) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- (Q2704697) (← links)
- ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts (Q3571973) (← links)
- ET INTERVIEW: PROFESSOR G.S. MADDALA (Q4512713) (← links)
- ET INTERVIEW: PROFESSOR G.S. MADDALA (Q4525779) (← links)
- Specification Error Analysis with Stochastic Regressors (Q4749034) (← links)
- Online learning and forecast combination in unbalanced panels (Q5864465) (← links)
- Confidence Bands for ROC Curves With Serially Dependent Data (Q6623168) (← links)
- Comment (Q6666833) (← links)
