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Some tests for unbiasedness in the long run using survey data
Lahiri, Kajal - In: International economic journal 3 (1989) 2, pp. 27-42
Persistent link: https://www.econbiz.de/10001067497
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Differential interpretation of public information : estimation and inference
Sheng, Xuguang; Thevenot, Maya - 2013
Persistent link: https://www.econbiz.de/10009765077
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MCMC algorithms for two recent Bayesian limited information estimators
Gao, Chuanming; Lahiri, Kajal - In: Economics letters 66 (2000) 2, pp. 121-126
Persistent link: https://www.econbiz.de/10001439687
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal; Lee, Lung-fei - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10000668001
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Risk comparisons among restricted least squares, pre-test and OLS estimators under model mis-specification : omission of stochastic regressors
Lahiri, Kajal; Paul, Manimoy - 1994
Persistent link: https://www.econbiz.de/10000911324
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Testing for cointegration : power versus frequency of observation ; another view
Lahiri, Kajal - In: Economics letters 49 (1995) 2, pp. 121-124
Persistent link: https://www.econbiz.de/10001188280
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The estimation and interpretation of urban density gradients
Lahiri, Kajal - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 227-235
Persistent link: https://www.econbiz.de/10001090354
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On the estimation of simultaneous-equations error-components models with an application to a model of developing country foreign trade
Kinal, Terrence W. - In: Journal of applied econometrics 8 (1993) 1, pp. 81-92
Persistent link: https://www.econbiz.de/10001139579
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A computational algorithm for multiple equation models with panel data
Kinal, Terrence W. - In: Economics letters 34 (1990) 2, pp. 143-146
Persistent link: https://www.econbiz.de/10001096988
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A note on the double k-class estimator in simultaneous equations
Gao, Chuanming; Lahiri, Kajal - In: Journal of econometrics 108 (2002) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10001656586