Discussion Paper
Convergence of the moments of the modified K-class estimators
Swamy, P. A. V. B.; Mehta, J. S.; Iyengar, N. S. (1982)
Special Studies Papers , Paper 173

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
On a neglected measure of multicollinearity
Swamy, P. A. V. B.; Mehta, J. S. (1985)
Special Studies Papers , Paper 188

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
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
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

Discussion Paper
A generalized multicollinearity index for estimation
Swamy, P. A. V. B.; Mehta, J. S.; Thurman, Stephan S. (1981)
Special Studies Papers , Paper 154

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

Working Paper
Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
Swamy, P. A. V. B.; Mehta, J. S.; Narasimham, G. V. L. (1975)
International Finance Discussion Papers , Paper 70