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Working Paper
On a problem in identifying linear parametric models
Swamy, P. A. V. B.; Von zur Muehlen, Peter (1988)
Finance and Economics Discussion Series , Paper 18

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

Working Paper
Efficient computation of stochastic coefficients models
Swamy, P. A. V. B.; Hallahan, Charles; Chang, I-Lok (1990)
Finance and Economics Discussion Series , Paper 132

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

Working Paper
On a problem in identifying linear parametric models
Swamy, P. A. V. B.; Von zur Muehlen, Peter (1988)
Finance and Economics Discussion Series , Paper 28

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

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