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Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments.

Jeong, Jinook; Maddala, G S - In: The Review of Economics and Statistics 78 (1996) 2, pp. 296-302

Conventional tests for rationality of survey data on expectations are not valid in the presence of measurement errors. However, if two or more survey measures of expectations are available on the true unobserved expectational variables, we can devise the appropriate FIML estimation methods and...

Persistent link: https://www.econbiz.de/10005740582

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

On the Asymptotic Properties of Some Two-Step Procedures for Estimating Distributed Lag Models.

Grether, David M; Maddala, G S - In: International Economic Review 13 (1972) 3, pp. 737-44

Persistent link: https://www.econbiz.de/10005384654

Modeling Expectations of Bounded Prices: An Application to the Market for Corn.

Shonkwiler, J S; Maddala, G S - In: The Review of Economics and Statistics 67 (1985) 4, pp. 697-702

Persistent link: https://www.econbiz.de/10005692438

Estimating Lagged Relationships in Corporate Demand for Liquid Assets.

Maddala, G S; Vogel, Robert C - In: The Review of Economics and Statistics 51 (1969) 1, pp. 53-61

Persistent link: https://www.econbiz.de/10005693036

Alternative Functional Forms and Errors of Pseudo Data Estimation.

Maddala, G S; Roberts, R Blaine - In: The Review of Economics and Statistics 62 (1980) 2, pp. 323-27

Persistent link: https://www.econbiz.de/10005740392

Maximum Likelihood Estimation of Solow's and Jorgenson's Distributed Lag Models.

Maddala, G S; Rao, A S - In: The Review of Economics and Statistics 53 (1971) 1, pp. 80-88

Persistent link: https://www.econbiz.de/10005740645

Statistical Cost Analysis Re-Revisited: Comment.

Maddala, G S; Roberts, R Blaine - In: The Quarterly Journal of Economics 96 (1981) 1, pp. 177-81

Persistent link: https://www.econbiz.de/10005549955

The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedaticity, and Non-normality in the Tobit Model.

Lee, Lung-Fei; Maddala, G S - In: International Economic Review 26 (1985) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10005550088

Methods of Estimation for Models of Markets with Bounded Price Variation.

Maddala, G S - In: International Economic Review 24 (1983) 2, pp. 361-78

Persistent link: https://www.econbiz.de/10005550130