Access Statistics for Anoop Chaturvedi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Unit Root Test for Panel Data 0 0 1 99 0 0 2 162
Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion 0 0 0 24 0 0 0 399
Robust Dynamic Panel Data Models Using ?-contamination 0 0 0 37 0 0 0 38
Robust Dynamic Panel Data Models Using e-Contamination 0 0 0 18 0 0 2 43
Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination 0 2 4 24 0 2 13 22
Robust linear static panel data models using ?-contamination 0 0 0 17 0 1 1 56
Robust linear static panel data models using e-contamination 0 0 2 23 0 0 3 73
Robust linear static panel data models using epsilon-contamination 0 0 1 37 0 0 1 70
Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation 0 1 2 16 0 1 4 20
Total Working Papers 0 3 10 295 0 4 26 883


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models 0 0 0 2 0 0 0 17
Analysis of Panel Data, 3rd edn C. Hsiao, 2014 Cambridge, Cambridge University Press 562 pp., $49.99 ISBN 978-1-107-03860-1 (hardbound), 978-1-107-65763-2 paperbound 1 3 3 32 2 7 14 105
Analyzing high‐dimensional gene expression and DNA methylation data with R 0 0 0 3 0 0 3 9
Analyzing spatial models of choice and judgment 0 0 2 2 0 1 8 8
BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA 0 0 0 6 0 0 1 64
Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process 0 0 2 3 0 0 4 20
Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function 0 0 0 0 0 0 0 4
Bayesian Inference For State Space Model With Panel Data 0 0 1 11 0 1 4 49
Bayesian Unit Root Test for Panel Data 0 0 2 18 0 0 2 88
Bayesian Unit Root Test for Time Series Models with Structural Break in Variance 0 0 4 79 0 0 8 228
Bayesian Unit Root Test in Nonnormal AR(1) Model 0 0 0 0 0 0 2 7
Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision 0 0 0 0 1 1 1 1
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries 1 1 1 1 1 1 3 3
Bayesian unit root test for model with maintained trend 0 0 2 12 1 1 5 45
Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances 0 0 0 6 0 0 0 27
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances 0 0 0 5 0 0 0 48
Double k-Class Estimators in Regression Models with Non-spherical Disturbances 0 0 0 4 0 0 0 48
GENERALIZED BAYES ESTIMATION OF SPATIAL AUTOREGRESSIVE MODELS 0 0 0 3 0 1 2 24
Generalized Bayes Estimator for Spatial Durbin Model 0 0 0 0 1 6 10 10
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 0 0 0 69
Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix 0 0 0 17 1 1 1 79
Linear Models and the Relevant Distributions and Matrix Algebra 0 0 0 14 1 1 1 35
Modeling Count Data J. M. Hilbe Cambridge Cambridge University Press xvi + 284 pp., $99.00 (hardbound), $37.99 (paperbound) ISBN 978-1-107-02833-3 (hardbound), 978-1-107-61125-2 (paperbound) 0 0 0 2 0 0 0 21
Modelling Spatial and Spatial–Temporal Data: a Bayesian Approach 0 0 0 7 0 1 2 19
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances 0 0 0 2 0 1 2 50
Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function 0 0 0 9 0 0 0 62
Robust Bayesian analysis of Weibull failure model 0 0 0 8 0 1 2 31
Robust Bayesian analysis of a multivariate dynamic model 1 1 1 2 1 1 3 15
Robust estimation with variational Bayes in presence of competing risks 0 1 3 3 1 3 16 21
Robust linear static panel data models using Δ-contamination 0 0 2 9 1 2 8 78
Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation 0 0 1 1 1 1 5 9
Selecting a double k-class estimator for regression coefficients 0 0 0 8 0 0 0 32
Shrinkage estimation in spatial autoregressive model 0 0 0 7 0 0 0 36
Signal Detection for Medical Scientists: Likelihood Ratio Based Test‐Based Methodology 0 0 1 1 0 0 4 4
Some properties of the distribution of an operational ridge estimator 0 0 0 8 0 0 0 19
The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators 0 0 0 8 0 0 0 117
Unbiased estimation of the MSE matrices of improved estimators in linear regression 0 0 0 17 0 0 0 232
Total Journal Articles 3 6 25 312 12 31 111 1,734


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Appendix: Performance of the 2SHI Estimator Under the Generalised Pitman Nearness Criterion 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 0 0 0 0 2


Statistics updated 2023-01-04