Discussion Paper
A note on minimum average risk estimators for coefficients in linear models
Swamy, P. A. V. B.; Mehta, J. S. (1977)
Special Studies Papers , Paper 88

Working Paper
Some problems with identification in parametric models
Swamy, P. A. V. B.; Mehta, J. S.; Von zur Muehlen, Peter (1990)
Finance and Economics Discussion Series , Paper 144

Discussion Paper
Relative efficiencies of a competitor of Hoerl and Kennard's ridge regression estimator
Swamy, P. A. V. B.; Mehta, J. S.; Rappoport, Peter (1975)
Special Studies Papers , Paper 69

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

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

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
Further evidence on the relative efficiencies of Zellner's seemingly unrelated regressions estimator
Swamy, P. A. V. B.; Mehta, J. S. (1975)
Special Studies Papers , Paper 70

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

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

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