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
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

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

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

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

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 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

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

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