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

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

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

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

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

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

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

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

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