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The R-class estimators of disturbance variance in simultaneous equation models
Brown, G. F.; Ramage, J. G.; Srivastava, Virender K. - In: Journal of quantitative economics : journal of the … 1 (1985) 2, pp. 231-251
Persistent link: https://www.econbiz.de/10009926994
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Efficiency of an OGLS estimator in seemingly unrelated regression equations with constrained covariance structures
Srivastava, Virender K.; Misra, Ganesh D. - In: Journal of quantitative economics : journal of the … 2 (1986) 2, pp. 221-230
Persistent link: https://www.econbiz.de/10009927020
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Use of proxy variables in regression analysis
Srivastava, Virender K.; Madhulika, .. - In: Journal of quantitative economics : journal of the … 6 (1990) 1, pp. 71-74
Persistent link: https://www.econbiz.de/10009927103
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Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virender K.; Ullah, Aman - In: Journal of quantitative economics : journal of the … 11 (1995) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10009927233
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Estimation of disturbance variance in linear regression models under asymmetric loss function
Srivastava, V. K.; Rao, Buddhavarapu Bhaskara - In: Journal of quantitative economics : journal of the … 8 (1992) 2, pp. 341-345
Persistent link: https://www.econbiz.de/10009927158
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Application of Stein-rule estimation to linear regression models with some missing observations
Toutenburg, H.; Srivastava, V. K.; Heumann, C. - In: Journal of quantitative economics : journal of the … 4 (2006) 2, pp. 14-24
Persistent link: https://www.econbiz.de/10009927425