Discussion Paper
Finite sample properties of Theil's measure of multicollinearity effect
Swamy, P. A. V. B.; Mehta, J. S. (1987)
Special Studies Papers , Paper 225

Working Paper
Effects of using dependent and independent differences in tests of random walk models against regression models
Swamy, P. A. V. B.; Mehta, J. S.; Chandrakantha, M. W. Leslie (1990)
Finance and Economics Discussion Series , Paper 129

Discussion Paper
Estimating distributed lag relationships using near-minimax procedures
Swamy, P. A. V. B.; Porter, Richard D.; Mehta, J. S.; Kashyap, Anil K. (1984)
Special Studies Papers , Paper 187

Working Paper
Co-integration: is it a property of the real world?
Swamy, P. A. V. B.; Mehta, J. S.; Von zur Muehlen, Peter (1989)
Finance and Economics Discussion Series , Paper 96

Discussion Paper
Further results on Zellner's minimum expected loss (MELO) and full information maximum likelihood estimators for undersized samples
Swamy, P. A. V. B.; Mehta, J. S. (1982)
Special Studies Papers , Paper 174

Discussion Paper
Minimum average risk estimators for coefficients in linear models
Swamy, P. A. V. B.; Mehta, J. S. (1975)
Special Studies Papers , Paper 68

Working Paper
Circumstances on which different criteria of estimation can be applied to estimate policy effects
Swamy, P. A. V. B.; Singamesetti, Rao N.; Mehta, J. S. (1992)
Finance and Economics Discussion Series , Paper 198

Working Paper
On the use of variance ratios in the analysis of nonstationary time series
Chandrakantha, M. S. Leslie; Swamy, P. A. V. B.; Mehta, J. S. (1989)
Finance and Economics Discussion Series , Paper 89-97

Discussion Paper
On the existence of moments of partially restricted reduced form coefficients
Swamy, P. A. V. B.; Mehta, J. S. (1979)
Special Studies Papers , Paper 130

Discussion Paper
The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
Swamy, P. A. V. B.; Mehta, J. S. (1975)
Special Studies Papers , Paper 71