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

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
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
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
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

Discussion Paper
Ridge regression estimation of the Rotterdam model
Swamy, P. A. V. B.; Mehta, J. S. (1979)
Special Studies Papers , Paper 136

Discussion Paper
An examination of distributed lag model coefficients estimated with smoothness priors
Swamy, P. A. V. B.; Mehta, J. S.; Thurman, Stephan S. (1984)
Special Studies Papers , Paper 185