The following pages link to Jatinder S. Mehta (Q961434):
Displayed 43 items.
- An efficient method of estimating the true value of a population characteristic from its discrepant estimates (Q961436) (← links)
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand (Q1019973) (← links)
- Item:Q961434 (redirect page) (← links)
- On the existence of moments of partially restricted reduced form coefficients (Q1150225) (← links)
- On the existence of moments of partially restricted reduced form estimators. A comment (Q1166229) (← links)
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing (Q1215231) (← links)
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model (Q1249003) (← links)
- Estimation of a dynamic demand function for gasoline with different schemes of parameter variation (Q1249411) (← links)
- Estimation of common coefficients in two regression equations (Q1259122) (← links)
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data (Q1417068) (← links)
- Circumstances in which different criteria of estimation can be applied to estimate policy effects (Q1918152) (← links)
- The state of econometrics after John W. Pratt, Robert Schlaifer, Brian Skyrms, and Robert L. Basmann (Q2091326) (← links)
- Bayesian Analysis of Error Components Regression Models (Q3214195) (← links)
- (Q3378832) (← links)
- A study of some ridge-type shrinkage estimators (Q3489180) (← links)
- An examination of distributed lag model coefficients estimated with smoothness priors (Q3800920) (← links)
- (Q3814587) (← links)
- The existence of moments of ridge-like k-class and partially restricted reduced form estimators (Q3969727) (← links)
- Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient (Q4057973) (← links)
- Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models (Q4066415) (← links)
- On alternative estimators of the difference of means in the presence of missing observations (Q4067901) (← links)
- The Exact Finite Sample Distribution of Theil's Compatibility Test Statistic and Its Application (Q4077347) (← links)
- Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator (Q4110475) (← links)
- Minimum average risk estimators for coefficients in linear models (Q4142555) (← links)
- Estimation of the mean utilizing prior information (Q4144030) (← links)
- Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients (Q4151059) (← links)
- Robustness of theil's mixed regression estimators (Q4153930) (← links)
- A note on minimum average risk estimators for coefficients in linear models (Q4166069) (← links)
- Two methods of evaluating hoerl and kennard's ridge regression (Q4176308) (← links)
- (Q4343874) (← links)
- (Q4343979) (← links)
- (Q4367846) (← links)
- Small Area Estimation with Correctly Specified Linking Models (Q4561863) (← links)
- (Q4864554) (← links)
- (Q5183035) (← links)
- Combinations of Unbiased Estimators of the Mean which Consider Inequality of Unknown Variances (Q5570548) (← links)
- On utilizing information from a second sample in estimating variance (Q5575193) (← links)
- On combining unbiased estimators of the mean (Q5581168) (← links)
- Estimation in inverse Gaussian Distribution (Q5590524) (← links)
- The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem (Q5592782) (← links)
- Some Properties and an Application of a Statistic Arising in Testing Correlation (Q5617420) (← links)
- On Utilizing Information from a Second Sample in Estimating the Scale Parameter for a Family of Symmetric Distributions (Q5649267) (← links)
- Bayesian Analysis of a Bivariate Normal Distribution with Incomplete Observations (Q5686799) (← links)