Details about Anoop Chaturvedi

Access statistics for papers by Anoop Chaturvedi.

Last updated 2023-07-08. Update your information in the RePEc Author Service.

Short-id: pch970

Working Papers

2023

1. Robust dynamic space-time panel data models using ε-contamination: An application to crop yields and climate change
   CIRANO Working Papers, CIRANO View citations (1)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2022)

2022

2. Robust dynamic space\textendashtime panel data models using \textdollar\textdollar\\varepsilon \textdollar\textdollar-contamination: an application to crop yields and climate change
   Post-Print, HAL

2021

3. Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2020

4. Robust Dynamic Panel Data Models Using e-Contamination
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in CIRANO Working Papers, CIRANO (2020)
   See also Chapter Robust Dynamic Panel Data Models Usingε-Contamination, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)
5. Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation
   Papers, arXiv.org
   See also Journal Article Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation, The International Journal of Biostatistics, De Gruyter (2021) (2021)

2018

6. Robust linear static panel data models using≤ssmml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml166" display="inline" overflow="scroll" altimg="si85.gif"\greater≤ssmml:mi\greater\upepsilon≤ss/mml:mi\greater≤ss/mml:math\greater-contamination
   Post-Print, HAL

2017

7. 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 View citations (1)
   Also in CIRANO Working Papers, CIRANO (2015)
   See also Journal Article Robust linear static panel data models using ε-contamination, Journal of Econometrics, Elsevier (2018) View citations (9) (2018)

2016

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

2014

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

1999

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

Journal Articles

2023

1. Robust dynamic space–time panel data models using $$\varepsilon $$ ε -contamination: an application to crop yields and climate change
   Empirical Economics, 2023, 64, (6), 2475-2509

2022

2. Analyzing spatial models of choice and judgment
   Journal of the Royal Statistical Society Series A, 2022, 185, (2), 732-733
3. Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 25-34
4. Handbook of regression analysis with applications in R (second edition)
   Journal of the Royal Statistical Society Series A, 2022, 185, (S2), S777-S778
5. Signal Detection for Medical Scientists: Likelihood Ratio Based Test‐Based Methodology
   Journal of the Royal Statistical Society Series A, 2022, 185, (2), 725-726

2021

6. Analyzing high‐dimensional gene expression and DNA methylation data with R
   Journal of the Royal Statistical Society Series A, 2021, 184, (3), 1154-1154
7. Generalized Bayes Estimator for Spatial Durbin Model
   Journal of Quantitative Economics, 2021, 19, (1), 267-285 View citations (1)
8. Robust estimation with variational Bayes in presence of competing risks
   METRON, 2021, 79, (2), 207-223
9. Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation
   The International Journal of Biostatistics, 2021, 17, (1), 75-97
   See also Working Paper Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation, Papers (2020) (2020)

2020

10. Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process
    Journal of Quantitative Economics, 2020, 18, (4), 733-745 View citations (1)
11. Modelling Spatial and Spatial–Temporal Data: a Bayesian Approach
    Journal of the Royal Statistical Society Series A, 2020, 183, (4), 1828-1829

2019

12. GENERALIZED BAYES ESTIMATION OF SPATIAL AUTOREGRESSIVE MODELS
    Statistics in Transition New Series, 2019, 20, (2), 15-31 View citations (1)
    Also in Statistics in Transition New Series, 2019, 20, (2), 15-32 (2019)
13. Linear Models and the Relevant Distributions and Matrix Algebra
    Journal of the Royal Statistical Society Series A, 2019, 182, (2), 716-716
14. Robust Bayesian analysis of a multivariate dynamic model
    Physica A: Statistical Mechanics and its Applications, 2019, 528, (C) View citations (6)

2018

15. Robust linear static panel data models using ε-contamination
    Journal of Econometrics, 2018, 202, (1), 108-123 View citations (9)
    See also Working Paper Robust linear static panel data models using e-contamination, Cahiers de recherche (2017) View citations (1) (2017)

2017

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

2016

17. 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
18. BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA
    Statistics in Transition New Series, 2016, 17, (2), 211-219
    Also in Statistics in Transition new series, 2016, 17, (2), 211-219 (2016)
    Statistics in Transition New Series, 2016, 17, (2), 211-219 (2016)
19. Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
    Communications in Statistics - Theory and Methods, 2016, 45, (2), 307-320
20. Shrinkage estimation in spatial autoregressive model
    Journal of Multivariate Analysis, 2016, 143, (C), 362-373 View citations (4)

2015

21. 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

2014

22. Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
    Communications in Statistics - Theory and Methods, 2014, 43, (20), 4253-4264
23. Robust Bayesian analysis of Weibull failure model
    METRON, 2014, 72, (1), 77-95

2012

24. Bayesian Unit Root Test for Time Series Models with Structural Break in Variance
    Journal of Economics and Econometrics, 2012, 55, (1), 75-86 View citations (1)
25. 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 View citations (3)

2005

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

2004

27. 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 View citations (3)

2003

28. Unbiased estimation of the MSE matrices of improved estimators in linear regression
    Journal of Applied Statistics, 2003, 30, (2), 173-189 View citations (5)

2002

29. Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix
    Journal of Multivariate Analysis, 2002, 83, (1), 166-182 View citations (6)

2001

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

2000

31. Bayesian Unit Root Test in Nonnormal AR(1) Model
    Journal of Time Series Analysis, 2000, 21, (3), 261-280 View citations (1)
32. 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 View citations (3)

1997

33. Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances
    Econometric Theory, 1997, 13, (3), 406-429 View citations (2)

1993

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

1990

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

1988

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

1986

37. 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 View citations (2)

1983

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

Chapters

2022

1. Robust Dynamic Panel Data Models Usingε-Contamination
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 307-336
   See also Working Paper Robust Dynamic Panel Data Models Using e-Contamination, Institute of Labor Economics (IZA) (2020) (2020)

2005

2. Appendix: Performance of the 2SHI Estimator Under the Generalised Pitman Nearness Criterion
   Springer