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- Methods of Distinguishing Between Spurious Regression and Causation. Journal of Statistical Theory and Applications 2007. 6:83-96 .
- Effects of non-normality on tests of random walk models against effects of non-normality. Journal of Applied Statistical Science 2004. 13:185-201 .
- Effect of non-normality on tests of random walk models. .
- On the assumptions used to identify structural-form coefficients in terms of reduced-form coefficients. Journal of Applied Statistical Science 1997. 5:247-257 .
- Circumstances in which different criteria of estimation can be applied to estimate policy effects. Journal of Statistical Planning and Inference 1996. 50:121-153 .
- Cointegration and error correction models: Are they for real?. Journal of Applied Statistical Science 1996. 3:25-34 .
- The impossibility of identifying a random walk component contained in a variable. Journal of Applied Statistical Science 1995. 2:163-168 .
- Effects of using dependent and independent differences in tests of random walk models against regression models. .
- A study of some ridge-type shrinkage estimators. Communications in Statistics: Theory and Methods 1989. 18:4437-4457 .
- On the exact distribution of certain test statistics for the random-walk hypothesis. .
- Finite sample properties of generalized ridge-type shrinkage estimator (II). Pakistan Journal of Statistics, Series A 1988. 4:115-127 .
- Further results on estimating linear regression models with partial prior information. Economic Modelling 1988. 5:49-57 .
- A study of some ridge-type shrinkage estimators. .
- Discussion on ``Residual structure and data structure in regression''. .
- Finite sample properties of Theil's measure of multicollinearity effect. .
- An examination of distributed lag model coefficients estimated with smoothness priors. Communications in Statistics: Theory and Methods 1986. 15:1723-1749 .
- An experimental study of estimators associated with a random coefficient regression model. .
- On a neglected measure of multicollinearity. .
- A generalized multicollinearity index for regression analysis. Sankhyā, Series B 1985. 47:401-431 .
- An examination of distributed lag model coefficients estimator with smoothness priors. .
- Ridge regression estimation of the Rotterdam model. Journal of Econometrics 1983. 22:365-390 .
- Finite sample properties of a modification of the limited information maximum likelihood estimator. Sankhyā, Series B 1983. 45:389-397 .
- Convergence of the moments of the modified $k$-class estimators. Sankhyā, Series B 1983. 45:398-412 .
- Further results on Zellner's minimum expected loss and full information maximum likelihood estimators for undersized samples. Journal of Business & Economic Statistics 1983. 1:154-162 .
- The existence of moments of ridge-like $k$-class and partially restricted reduced form estimators. Communications in Statistics: Theory and Methods 1982. 11:2793-2799 .
- On the existence of moments of partially restricted reduced form estimators: A comment. Journal of Econometrics 1981. 17:389-392 .
- On the existence of moments of partially restricted reduced form coefficients. Journal of Econometrics 1980. 14:183-194 .
- Estimation of common coefficients in two regression equations. Journal of Econometrics 1979. 10:1-14 .
- The existence of moments of some simple Bayes' estimators of coefficients in a simultaneous equation model (STMA V20 316). Journal of Econometrics 1978. 7:1-13 .
- Robustness of Theil's mixed regression estimators. Canadian Journal of Statistics 1977. 5:93-109 .
- Estimation of linear models with time and cross-sectionally varying coefficients. Journal of the American Statistical Association 1977. 72:890-898 .
- Further evidence on the relative efficiencies of Zellner's seemingly unrelated regressions estimator. Journal of the American Statistical Association 1976. 71:634-639 .
- Bayesian analysis of a bivariate normal distribution when some observations are missing. .
- Estimation of the mean utilizing prior information. Canadian Journal of Statistics 1975. 3:289-298 .
- Bayesian and non-Bayesian analysis of switching regressions and of random coefficient regression models. Journal of the American Statistical Association 1975. 70:593-602 .
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing. Journal of Econometrics 1975. 3:157- .
- The exact finite sample distribution of Theil's compatibility test statistic and its application. Journal of the American Statistical Association 1974. 69:154-158 .
- A test for equality of means in the presence of correlation and missing values. Biometrika 1973. 60:211-213 .
- Bayesian analysis of error components regression models. Journal of the American Statistical Association 1973. 68:648-658 .
- Bayesian analysis of a bivariate normal distribution with incomplete observations. Journal of the American Statistical Association 1973. 68:922-927 .
- On utilizing information from a second sample in estimating the scale parameter for a family of symmetric distributions. Journal of the American Statistical Association 1972. 67:448-452 .
- Estimation of the mean by shrinkage to a point. Journal of the American Statistical Association 1971. 66:86-90 .
- On pooling data I: Estimation of the mean. Annals of the Institute of Statistical Mathematics 1971. 23:211-224 .
- On the Behrens-Fisher problem. Biometrika 1970. 57:649-655 .
- On utilizing information from a second sample in estimating variance. Biometrika 1969. 56:527-532 .
- On Theil's mixed regression estimator. Journal of the American Statistical Association 1969. 64:273-276 .
- Testing equality of means in the presence of correlation. Biometrika 1969. 56:119-126 .
- Combinations of unbiased estimators of the mean which consider inequality of unknown variances. Journal of the American Statistical Association 1969. 64:1042-1055 .
- Some properties and an application of a statistic arising in testing correlation. The Annals of Mathematical Statistics 1969. 40:1736-1745 .
- Asymmetric rotatable designs and orthogonal transformations. Technometrics 1968. 10:313-322 .