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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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Leading economic indicators : new approaches and forecasting records
Lahiri, Kajal (ed.); Moore, Geoffrey Hoyt (contributor) - 1991 - 1. publ.
Persistent link: https://www.econbiz.de/10000080798
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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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Interest rate spreads as predictors of business cycles
Lahiri, Kajal; Wang, Jiazhuo Georg - 1994
Persistent link: https://www.econbiz.de/10000883247
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A comparative study of alternative methods of quantifying qualitative survey responses using NAPM data
Lahiri, Kajal; Dasgupta, Susmita - 1990
Persistent link: https://www.econbiz.de/10000812839
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Predicting cyclical turning points with leading index in a Markow switching model
Lahiri, Kajal - In: Journal of forecasting 13 (1994) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001157671
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A comparison of alternative real rate estimates
Lahiri, Kajal - In: Oxford bulletin of economics and statistics 50 (1988) 3, pp. 303-312
Persistent link: https://www.econbiz.de/10001068941
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Further consequences of viewing LIML as an iterated Aitken estimator
Gao, Chuanming; Lahiri, Kajal - In: Journal of econometrics 98 (2000) 2, pp. 187-202
Persistent link: https://www.econbiz.de/10001497778
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Interest rate spreads as predictors of business cycles
Lahiri, Kajal - 1996
Persistent link: https://www.econbiz.de/10001320255
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Bayesian analysis of nested logit model by Markov Chain Monte Carlo
Lahiri, Kajal (contributor); Gao, Jian (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627414