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Working Paper
Random coefficient models: theory and applications
Swamy, P. A. V. B.; Tavlas, George S. (1993)
Finance and Economics Discussion Series , Paper 93-14

Working Paper
Theory and estimation of the demand for imports of consumer goods
Swamy, P. A. V. B.; Lowrey, Barbara R.; Isard, Peter (1975)
International Finance Discussion Papers , Paper 61

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
Further thoughts on testing for casuality with econometric models
Swamy, P. A. V. B.; Von zur Muehlen, Peter (1987)
Special Studies Papers , Paper 211

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

Discussion Paper
The foundations of econometrics: are there any?
Swamy, P. A. V. B.; Conway, Roger K.; Von zur Muehlen, Peter (1984)
Special Studies Papers , Paper 182

Working Paper
Forecasting Australian monetary aggregates
Swamy, P. A. V. B.; Tavlas, George S. (1989)
Finance and Economics Discussion Series , Paper 55

Working Paper
Exchange rate episodes and the passthrough of exchange rates to import prices
Thurman, Stephan S.; Swamy, P. A. V. B. (1993)
Finance and Economics Discussion Series , Paper 93-25

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

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