G S Maddala
Datos Biográficos
| ID | 1144404 |
|---|---|
| NOMBRE | G S Maddala |
| NOMBRES | G S |
| APELLIDO | Maddala |
| FIRMA | MADDALA G S |
| AFILIACIONES | The Ohio State University |
| VERIFICADO | No |
| TOTAL DE OBRAS | 17 |
| TOTAL DE CITAS | 76 |
| TOTAL COMO AUTOR | 17 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 1965 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 2013 |
| ÍNDICE H | 3 |
Econometrics and Economic Theory in the 20th Century
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
The panel data unit root test suggested by Levin and Lin (LL) has been widely used in several applications, notably in papers on tests of the purchasing power parity hypothesis. This test is based on a very restrictive hypothesis which is rarely ever of interest in practice. The Im–Pesaran–Shin (IPS) test relaxes the restrictive assumption of the LL test. This paper argues that although the IPS test has been offered as a generalization of the LL …
Bootstrap Variance Estimation of Nonlinear Functions of Parameters
In many practical applications, one is interested in obtaining confidence intervals for nonlinear functions of the parameters. This paper considers the following different methods: Fieller's method, Taylor's series expansion, and bootstrap methods. Compared to some of the earlier results in the empirical studies that are against the application of bootstrap, our results suggest a different conclusion in favor of the bootstrap methods
Recent Developments in Dynamic Econometric Modelling
The Gods love the obscure and hate the obvious.Brihadaranyaka Upanishad (Pre-1000 B.C.)The quotation above (from more than three thousand years ago) essentially summarizes my perception of what is going on in econometrics
Estimation of Short-Run and Long-Run Elasticities of Energy Demand From Panel Data Using Shrinkage Estimators
This article discusses the problem of obtaining short-run and long-run elasticities of energy demand for each of 49 states in the United States using data for 21 years. Estimation using the time series data by each state gave several wrong signs for the coefficients. Estimation using pooled data was not valid because the hypothesis of homogeneity of the coefficients was rejected. Shrinkage estimators gave more reasonable results. The article pres…
Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments
Jinook Jeong, G. S. Maddala, Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments, The Review of Economics and Statistics, Vol. 78, No. 2 (May, 1996), pp. 296-302
Measurement Errors and Tests for Rationality
The traditional tests for rationality, the regression and volatility tests, have often rejected the hypothesis of rationality for survey data on expectations. It has been argued that these tests are not valid in the presence of unit roots and hence cointegration tests should be applied. The cointegration tests have often failed to reject the hypothesis of rationality. The present article argues that errors in variables affect tests of rationality…
Modeling Expectations of Bounded Prices
The presence of farm programs should directly affect the expectations of producers. This paper analyzes the formation of price expectations when price supports constitute an effective lower bound on the distribution of the expectations. We first investigate what the expected price would be if the usual rational expectations formula is used. This leads to a relationship that is not estimable. We suggest two alternatives -one based on a tobit appro…
Limited-dependent and qualitative variables in econometrics
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be …
Alternative Functional Forms and Errors of Pseudo Data Estimation
7 The F-statistic for the first test is F(4,107) = 0.50 while for the second test it is F(4,11 1) = 0.81. Both of these values are well below the critical-F at conventional levels of significance. 8 Further experimentation showed that one additional parameter could be eliminated by, for example, disposing of the last join point (setting d2 = 0.). However, since the purpose here was simply to show that fewer than 12 parameters are required, the eq…
Econometric Studies in Energy Demand and Supply
Maximum Likelihood Estimation of Solow's and Jorgenson's Distributed Lag Models
Estimating Lagged Relationships in Corporate Demand for Liquid Assets
HE most important motivation for T current study investigating lagged relationships in corporate demand for liquid assets is current controversy over lags in monetary policy. The literature is so wellknown that it need not be recapitulated here. The evidence that has been presented is of two kinds: analysis based on turning points in different series, i.e., that by Friedman; and an analysis based on estimation of distributed lag relationships, i.…
International Diffusion of Technical Change-A Case Study of the Oxygen Steel Making Process
Journal Article International Diffusion of Technical Change-A Case Study of the Oxygen Steel Making Process Get access G. S. Maddala, G. S. Maddala Stanford University, California. Search for other works by this author on: Oxford Academic Google Scholar Peter T. Knight Peter T. Knight Stanford University, California. Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 77, Issue 307, 1 September 19…
Some Notes on the Estimation of the Constant Elasticity of Substitution Production Function
G. S. Maddala, Joseph B. Kadane, Some Notes on the Estimation of the Constant Elasticity of Substitution Production Function, The Review of Economics and Statistics, Vol. 48, No. 3 (Aug., 1966), pp. 340-344
The Sources of Increased Efficiency
Productivity and Technological Change in the Bituminous Coal Industry, 1919-54
Study fits Cobb-Douglas production function to the bituminous coal industry. Author concludes that increase in productivity is due almost entirely to increase in horsepower per worker, with residual due to work force quality changes
Limited-dependent and qualitative variables in econometrics
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be …
Recent Developments in Dynamic Econometric Modelling
The Gods love the obscure and hate the obvious.Brihadaranyaka Upanishad (Pre-1000 B.C.)The quotation above (from more than three thousand years ago) essentially summarizes my perception of what is going on in econometrics
International Diffusion of Technical Change-A Case Study of the Oxygen Steel Making Process
Journal Article International Diffusion of Technical Change-A Case Study of the Oxygen Steel Making Process Get access G. S. Maddala, G. S. Maddala Stanford University, California. Search for other works by this author on: Oxford Academic Google Scholar Peter T. Knight Peter T. Knight Stanford University, California. Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 77, Issue 307, 1 September 19…
Productivity and Technological Change in the Bituminous Coal Industry, 1919-54
Study fits Cobb-Douglas production function to the bituminous coal industry. Author concludes that increase in productivity is due almost entirely to increase in horsepower per worker, with residual due to work force quality changes
Some Notes on the Estimation of the Constant Elasticity of Substitution Production Function
G. S. Maddala, Joseph B. Kadane, Some Notes on the Estimation of the Constant Elasticity of Substitution Production Function, The Review of Economics and Statistics, Vol. 48, No. 3 (Aug., 1966), pp. 340-344
The Sources of Increased Efficiency
International Diffusion of Technical Change-A Case Study of the Oxygen Steel Making Process
Journal Article International Diffusion of Technical Change-A Case Study of the Oxygen Steel Making Process Get access G. S. Maddala, G. S. Maddala Stanford University, California. Search for other works by this author on: Oxford Academic Google Scholar Peter T. Knight Peter T. Knight Stanford University, California. Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 77, Issue 307, 1 September 19…
Estimating Lagged Relationships in Corporate Demand for Liquid Assets
HE most important motivation for T current study investigating lagged relationships in corporate demand for liquid assets is current controversy over lags in monetary policy. The literature is so wellknown that it need not be recapitulated here. The evidence that has been presented is of two kinds: analysis based on turning points in different series, i.e., that by Friedman; and an analysis based on estimation of distributed lag relationships, i.…
Maximum Likelihood Estimation of Solow's and Jorgenson's Distributed Lag Models
Econometric Studies in Energy Demand and Supply
Alternative Functional Forms and Errors of Pseudo Data Estimation
7 The F-statistic for the first test is F(4,107) = 0.50 while for the second test it is F(4,11 1) = 0.81. Both of these values are well below the critical-F at conventional levels of significance. 8 Further experimentation showed that one additional parameter could be eliminated by, for example, disposing of the last join point (setting d2 = 0.). However, since the purpose here was simply to show that fewer than 12 parameters are required, the eq…
Limited-dependent and qualitative variables in econometrics
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be …
Modeling Expectations of Bounded Prices
The presence of farm programs should directly affect the expectations of producers. This paper analyzes the formation of price expectations when price supports constitute an effective lower bound on the distribution of the expectations. We first investigate what the expected price would be if the usual rational expectations formula is used. This leads to a relationship that is not estimable. We suggest two alternatives -one based on a tobit appro…
Measurement Errors and Tests for Rationality
The traditional tests for rationality, the regression and volatility tests, have often rejected the hypothesis of rationality for survey data on expectations. It has been argued that these tests are not valid in the presence of unit roots and hence cointegration tests should be applied. The cointegration tests have often failed to reject the hypothesis of rationality. The present article argues that errors in variables affect tests of rationality…
Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments
Jinook Jeong, G. S. Maddala, Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments, The Review of Economics and Statistics, Vol. 78, No. 2 (May, 1996), pp. 296-302
Estimation of Short-Run and Long-Run Elasticities of Energy Demand From Panel Data Using Shrinkage Estimators
This article discusses the problem of obtaining short-run and long-run elasticities of energy demand for each of 49 states in the United States using data for 21 years. Estimation using the time series data by each state gave several wrong signs for the coefficients. Estimation using pooled data was not valid because the hypothesis of homogeneity of the coefficients was rejected. Shrinkage estimators gave more reasonable results. The article pres…
Recent Developments in Dynamic Econometric Modelling
The Gods love the obscure and hate the obvious.Brihadaranyaka Upanishad (Pre-1000 B.C.)The quotation above (from more than three thousand years ago) essentially summarizes my perception of what is going on in econometrics
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
The panel data unit root test suggested by Levin and Lin (LL) has been widely used in several applications, notably in papers on tests of the purchasing power parity hypothesis. This test is based on a very restrictive hypothesis which is rarely ever of interest in practice. The Im–Pesaran–Shin (IPS) test relaxes the restrictive assumption of the LL test. This paper argues that although the IPS test has been offered as a generalization of the LL …
Bootstrap Variance Estimation of Nonlinear Functions of Parameters
In many practical applications, one is interested in obtaining confidence intervals for nonlinear functions of the parameters. This paper considers the following different methods: Fieller's method, Taylor's series expansion, and bootstrap methods. Compared to some of the earlier results in the empirical studies that are against the application of bootstrap, our results suggest a different conclusion in favor of the bootstrap methods
Econometrics and Economic Theory in the 20th Century
Economics (14 obras) · Econometrics (13 obras) · Mathematics (10 obras) · Monetary Policy and Economic Impact (8 obras) · Statistics (8 obras) · Computer Science (6 obras) · Economic theories and models (6 obras) · Estimation (5 obras) · Microeconomics (4 obras) · Econometric model (3 obras)