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Details about Anoop Chaturvedi

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Workplace:Allahabad Vishvavidyalaya

Access statistics for papers by Anoop Chaturvedi.

Last updated 2019-06-17. Update your information in the RePEc Author Service.

Short-id: pch970


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Working Papers

2017

  1. Robust linear static panel data models using e-contamination
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques Downloads
    Also in CIRANO Working Papers, CIRANO (2015) Downloads

    See also Journal Article in Journal of Econometrics (2018)

2016

  1. Bayesian Unit Root Test for Panel Data
    EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels Downloads
    See also Journal Article in Journal of Economics and Econometrics (2017)

2014

  1. Robust linear static panel data models using epsilon-contamination
    MPRA Paper, University Library of Munich, Germany Downloads

1999

  1. Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia Downloads View citations (6)

Journal Articles

2019

  1. Linear Models and the Relevant Distributions and Matrix Algebra
    Journal of the Royal Statistical Society Series A, 2019, 182, (2), 716-716 Downloads

2018

  1. Robust linear static panel data models using ε-contamination
    Journal of Econometrics, 2018, 202, (1), 108-123 Downloads
    See also Working Paper (2017)

2017

  1. Bayesian Unit Root Test for Panel Data
    Journal of Economics and Econometrics, 2017, 60, (1), 74-95 Downloads
    See also Working Paper (2016)

2016

  1. Analysis of Panel Data, 3rd edn C. Hsiao, 2014 Cambridge, Cambridge University Press 562 pp., $49.99 ISBN 978-1-107-03860-1 (hardbound), 978-1-107-65763-2 paperbound
    Journal of the Royal Statistical Society Series A, 2016, 179, (4), 1130-1131 Downloads
  2. BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA
    Statistics in Transition New Series, 2016, 17, (2), 211-219 Downloads
    Also in Statistics in Transition new series, 2016, 17, (2), 211-219 (2016) Downloads
  3. Shrinkage estimation in spatial autoregressive model
    Journal of Multivariate Analysis, 2016, 143, (C), 362-373 Downloads View citations (1)

2015

  1. Modeling Count Data J. M. Hilbe Cambridge Cambridge University Press xvi + 284 pp., $99.00 (hardbound), $37.99 (paperbound) ISBN 978-1-107-02833-3 (hardbound), 978-1-107-61125-2 (paperbound)
    Journal of the Royal Statistical Society Series A, 2015, 178, (4), 1098-1099 Downloads

2014

  1. Robust Bayesian analysis of Weibull failure model
    METRON, 2014, 72, (1), 77-95 Downloads

2012

  1. Bayesian Unit Root Test for Time Series Models with Structural Break in Variance
    Journal of Economics and Econometrics, 2012, 55, (1), 75-86 Downloads
  2. Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
    Journal of Multivariate Analysis, 2012, 104, (1), 140-158 Downloads View citations (1)

2005

  1. Bayesian unit root test for model with maintained trend
    Statistics & Probability Letters, 2005, 74, (2), 109-115 Downloads

2004

  1. Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
    Journal of Multivariate Analysis, 2004, 90, (2), 229-256 Downloads View citations (3)

2003

  1. Unbiased estimation of the MSE matrices of improved estimators in linear regression
    Journal of Applied Statistics, 2003, 30, (2), 173-189 Downloads View citations (4)

2002

  1. Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix
    Journal of Multivariate Analysis, 2002, 83, (1), 166-182 Downloads View citations (5)

2001

  1. Double k-Class Estimators in Regression Models with Non-spherical Disturbances
    Journal of Multivariate Analysis, 2001, 79, (2), 226-250 Downloads View citations (5)

2000

  1. Bayesian Unit Root Test in Nonnormal AR(1) Model
    Journal of Time Series Analysis, 2000, 21, (3), 261-280 Downloads
  2. Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances
    Annals of the Institute of Statistical Mathematics, 2000, 52, (2), 332-342 Downloads View citations (3)

1997

  1. Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances
    Econometric Theory, 1997, 13, (03), 406-429 Downloads View citations (1)

1993

  1. Selecting a double k-class estimator for regression coefficients
    Statistics & Probability Letters, 1993, 18, (5), 363-371 Downloads View citations (4)

1990

  1. Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix
    Economics Letters, 1990, 32, (3), 225-230 Downloads

1988

  1. The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators
    Economics Letters, 1988, 28, (4), 351-355 Downloads View citations (4)

1986

  1. A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models
    Economics Letters, 1986, 20, (4), 345-349 Downloads View citations (2)

1983

  1. Some properties of the distribution of an operational ridge estimator
    Metrika: International Journal for Theoretical and Applied Statistics, 1983, 30, (1), 227-237 Downloads
 
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