K. Rao Kadiyala
(University of Minnesota, 1966)
"Asymptotic Probability Concentrations and Finite Sample Properties of Modified LIML Estimators for Equations with More than Two Endogenous Variables," (with Dennis Oberhelman), Journal of Econometrics, (2000).
"An Empirical Investigation of the Distribution of Modified LIML Estimators for Equations with More than Two Endogenous Variables," (with Dennis Oberhelman), Sankhya, 1999.
"Estimation and Inference in Simultaneous Equations," (with Dennis Oberhelman), Essays in Honor of John S. Chipman, (Editors) J.R. Melvin, J.C. Moore and R. Riezman. Routeledge (Publisher) 1998.
"Numerical Methods for Estimation and Interference in Bayesian Var-Modeling," (with S. Karlsson), Journal of Applied Econometrics, pp. 99-132, 1997.
"Forecasting Foreign Exchange Rates in Developing Economics," (with V. Bhawnani), Applied Economics, pp. 43-50, 1997.
"An Empirical Investigation of the Distribution of Modified LIML Estimators for Equations with More Than Two Endogenous Variables," (with D. Oberhelman), Proceedings of the American Statistical Association, Business and Economics, 1996.
"Empirical Investigation of Exchange Rate Behavior in Developing Economies," (with V. Bhawnani), Applied Economics, 1996.
"A Comparison of Stein-Like Procedures for Estimating Linear Regressions Models with Multicollinear Data," (with D.Oberhelman), Communications in Statistics-Theory and Methods, 23, 5, 1994.
"Forecasting with Generalized Bayesian Vector Autoregressions," (with S. Karlsson), Journal of Forecasting, 12, 1993.
"Optimizing in the Class of Fuller Modified Limited Information Maximum Likelihood Estimators," (with D. Oberhelman), Journal of Multivariate Analysis, 43, 2, November 1992.
"Measuring Investment Performance with a Stochastic Parametric Regression Model," (with L. Lockwood), Journal of Banking and Finance, 12, 1988.
"Risk Measurement of Event Dependent Security Returns," (with L. Lockwood), Journal of Business and Economic Statistics, 6, 1, January 1988.
"Alternative Tests for Heteroscedasticity of Disturbances: A Comparative Study," (with D. Oberhelman), Communications in Statistics, 1987.
"Estimation of Actual Realizations in Stochastic Parameter Models," (with D. Oberhelman), Essays in Bayesian Statistics in Honor of de Finetti, (Editors) P. Goel and A. Zellner, Elsevier Science Publishers B.V., 1986.
"Construction of Economic Index Numbers with an Incomplete Set of Data," (with K. Brown), Review of Economics and Statistics, October 1983.
"Response Predictions in Regressions on Panel Data," (with D. Oberhelman), Communications in Statistics, November 1982.
"Tests for Pooling Cross-Sectional Data in the Presence of Heteroskedasticity," Bulletin of the Institute of Mathematical Statistics, (Abstracted), August 1978.
"Linear and Nonlinear Estimation of Production Functions," (with R.A. Meyer), Southern Economic Journal, 40, 3, January 1974.
"Estimation of Regressions with Cauchy Disturbances," (with K.S.R. Murthy), Canadian Journal of Statistics, November 1973.
"Regression with Non-Gaussian Stable Disturbances: Some Sampling Results," Econometrica, 40, 4, July 1972.
"On Production Functions and Elasticity of Substitution," Southern Economic Journal, 38, 3, January 1972.
"Comment on Returns to Scale and Growth," (with T. Finn), Journal of Political Economy, 79, 2, March 1971.
"An Exact Small Sample Property of the k-Class Estimators," Econometrica, 38, 6, November 1970.
"Testing for the Independence of Regression Disturbances," Econometrica, 38, 1, January 1970.
"Efficiency of the Sample Mean When the Residuals Follow a First Order Stationary Markov Process," (with J. Chipman, A. Madansky and John Pratt), Journal of the American Statistical Association, 63, December 1968.
"An Inequality for the Ratio of Two Quadratic Forms in Normal Variates," Annals of Mathematical Statistics, 39, 5, October 1968.
"Regression Analysis with Autocorrelated Disturbances," The American Economist, 12, 1, Spring, 1968.
"A Transformation Used to Circumvent the Problem of Autocorrelation," Econometrica, 36, 1, January 1968.
"A Simplified Proof of Gauss-Markov Theorem When the Regression Matrix is of Less than Full Rank," American Mathematical Monthly, 73, 4, I, April 1966.