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The Use of Variance Components Models in Pooling Cross Section and Time Series Data.
Maddala, G S - In: Econometrica 39 (1971) 2, pp. 341-58
Persistent link: https://www.econbiz.de/10005332129
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Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors.
Maddala, G S; Rao, A S - In: Econometrica 41 (1973) 4, pp. 761-74
Persistent link: https://www.econbiz.de/10005332252
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Generalized Least Squares with an Estimated Variance Covariance Matrix.
Maddala, G S - In: Econometrica 39 (1971) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10005332322
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Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models.
Maddala, G S - In: Econometrica 42 (1974) 5, pp. 841-51
Persistent link: https://www.econbiz.de/10005332546
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A Function for Size Distribution of Incomes.
Singh, S K; Maddala, G S - In: Econometrica 44 (1976) 5, pp. 963-70
Persistent link: https://www.econbiz.de/10005129895
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Recursive Systems Containing Qualitative Endogenous Variables: A Reply.
Lee, Lung-Fei; Maddala, G S - In: Econometrica 48 (1980) 3, pp. 765-765
Persistent link: https://www.econbiz.de/10005129958
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The Likelihood Approach to Pooling Cross-Section and Time-Series Data.
Maddala, G S - In: Econometrica 39 (1971) 6, pp. 939-53
Persistent link: https://www.econbiz.de/10005129985
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Weak Priors and Sharp Posteriors in Simultaneous Equation Models.
Maddala, G S - In: Econometrica 44 (1976) 2, pp. 345-51
Persistent link: https://www.econbiz.de/10005702233
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On the Exact Small Sample Distribution of the Instrumental Variable Estimator.
Maddala, G S; Jeong, Jinook - In: Econometrica 60 (1992) 1, pp. 181-83
Persistent link: https://www.econbiz.de/10005702471
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Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models.
Grether, D M; Maddala, G S - In: Econometrica 41 (1973) 2, pp. 255-62
Persistent link: https://www.econbiz.de/10005702509