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Rao Kadiyala

Rao Kadiyala

Professor Emeritus of Economics

Education

Ph.D., Economics, University of Minnesota
M.S., Statistics, Indian Statistical Institute
B.S., Mathematics, Andhra University

Professor Kadiyala's main teaching interests include econometric methods, statistical methods and econometric applications in finance and marketing. A selected list of his publications includes "Efficiency of the Sample Mean When the Residuals Follow a First Order Stationary Markov Process," Journal of the American Statistical Association with John S. Chipman, Albert Madansky and John Pratt (1968); "Testing for the Independence of Regression Disturbances," Econometrica (1970); "Tests for Pooling Cross-Sectional Data in the Presence of Heteroskadasticity," Bulletin of the Institute of Mathematical Statistics (1978); "Estimation of Actual Realizations in Stochastic Parameter Models" with Dennis Oberhelman, Essays in Bayesian Statistics in Honor of de Finetti, Prem Goel and Arnold Zellner (eds.) (1986); "Risk Measurement of Event Dependent Security Returns" with Larry Lockwood, Journal of Business and Economic Statistics, (1988); "Optimizing in the Class of Fuller Modified Limited Information Maximum Likelihood Estimators" with Dennis Oberhelman, Journal of Multivariate Analysis (1992); "Forecasting with Generalized Bayesian Vector Autoregressions" with Sune Karlsson, Journal of Forecasting (1993); "Numerical Methods for Estimation and Interference in Bayesian Var-Modeling" with S. Karlsson, Journal of Applied Econometrics, 99-132 (1997); "Forecasting Foreign Exchange Rates in Developing Economics" with V. Bhawnani, Applied Economics, 43-50 (1997); "Empirical Investigation of Exchange Rate Behavior in Developing Economies" with Vijay Bhawnani, Journal of Applied Economics; and "Estimation and Inference in Simultaneous Equations" with Dennis Oberhelman, Essays in Honor of John S. Chipman, James R. Melvin, James C. Moore and Ray Riezman (eds.) , Routeledge (publisher) (1998). Before coming to Purdue University in 1970, Professor Kadiyala was an assistant professor of economics, Wayne State University (1966-67); and professor of economics, The University of Western Ontario (1967-70). He has been a visiting professor, Indian Statistical Institute (1976) and a visiting scholar at Stanford University (1991). He is a member of the American Mathematical Society, the American Statistical Association, the Econometric Society, and the Institute of Mathematical Statistics. He is listed in Who's Who in the World and Who's Who in the USA.

Journal Articles

  • Oberhelman, D., & Kadiyala, K. (2000). Asymptotic Probability Concentrations and Finite Sample Properties of Modified LIML Estimators for Equations with More than Two Endogenous Variables. Journal of Econometrics, vol. 98 (1), 163-85.
  • Kadiyala, K., & Oberhelman, D. (1999). Estimation and Inference in Simultaneous Equations. Trade, Theory and Econometrics: Essays in Honor of John S. Chipman, 165-88.
  • Kadiyala, K., & Karlsson, S. (1999). Forecasting with Generalized Bayesian Vector Autoregressions. Economic Forecasting, vol. 1 386-99.
  • Bhawnani, V., & Kadiyala, K. (1997). Forecasting Foreign Exchange Rates in Developing Economies. Applied Economics, vol. 29 (1), 51-62.
  • Kadiyala, R., & Karlsson, S. (1997). Numerical Aspects of Bayesian Var-Modeling. Journal of Applied Economics,
  • Kadiyala, K., & Karlsson, S. (1997). Numerical Methods for Estimation and Inference in Bayesian Var-Models. Journal of Applied Econometrics, vol. 12 (2), 99-132.
  • Kadiyala, K., & Oberhelman, D. (1994). A Comparison of Stein-Like Procedures for Estimating Linear Regressions Models with Multicollinear Data. Communications in Statistics-Theory and Methods, vol. 23 (5),
  • Kadiyala, K., & Karlsson, S. (1993). Forecasting with Generalized Bayesian Vector Autoregressions. Journal of Forecasting, vol. 12
  • Kadiyala, K., & Oberhelman, D. (1992). Optimizing in the Class of Fuller Modified Limited Information Maximum Likelihood Estimators. Journal of Multivariate Analysis, vol. 43 (2),
  • Lockwood, L., & Kadiyala, K. (1988). Risk Measurement for Event-Dependent Security Returns. Journal of Business and Economic Statistics, vol. 6 (1), 43-49.
  • Lockwood, L., & Kadiyala, K. (1988). Measuring Investment Performance with a Stochastic Parameter Regression Model. Journal of Banking and Finance, vol. 12 (3), 457-67.
  • Brown, K., & Kadiyala, K. (1983). Construction of Economic Index Numbers with an Incomplete Set of Data. Review of Economics and Statistics, vol. 65 (3), 520-24.

Conference Proceedings

  • Kadiyala, K., & Oberhelman, D. (1996). An Empirical Investigation of the Distribution of Modified LIML Estimators for Equations with More Than Two Endogenous Variables. Proceedings of the American Statistical Association, USA.

Other Publications

  • Kadiyala, K (1986). Estimation of Actual Realizations in Stochastic Parameter Models. 363-73.

Contact

kkadiyal@purdue.edu
Phone: (765) 49-44476
Office: KCTR B004F

Area(s) of Expertise

Economics, Estimators