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Discussion Paper
A non-Bayesian method of estimating distributed lag coefficients with smoothness priors
Thurman, Stephan S.; Swamy, P. A. V. B. (1980)
Special Studies Papers , Paper 142

Working Paper
Determinants of U.S. commercial bank performance: regulatory and econometric issues
Barth, James R.; Swamy, P. A. V. B.; Jahera, John S.; Chou, Ray Y. (1995)
Finance and Economics Discussion Series , Paper 95-29

Working Paper
U.S. demand for imported and domestically-produced foods: an investigation of intertemporal and cross substitution
Swamy, P. A. V. B.; Lowrey, Barbara R.; Isard, Peter (1978)
International Finance Discussion Papers , Paper 116

Discussion Paper
The use of undersized samples in the estimation of simultaneous equation systems: another look at the theory of estimation
Swamy, P. A. V. B. (1977)
Special Studies Papers , Paper 91

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
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
Should fixed coefficients be reestimated every period
Swamy, P. A. V. B.; Schinasi, Garry J. (1987)
Special Studies Papers , Paper 213

Discussion Paper
An autopsy of a conventional macroeconomic relation: the case of money demand
Swamy, P. A. V. B.; Moore, George R.; Tinsley, Peter A. (1982)
Special Studies Papers , Paper 167

Conference Paper
A general method of deriving the inefficiencies of banks from a profit function
Swamy, P. A. V. B.; Akhavein, Jalal D.; Taubman, Stephen B. (1995)
Proceedings , Paper 466

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

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