G. S. Maddala | Academic Influence

G. S. Maddala's AcademicInfluence.com Rankings

G. S. Maddala

Economics

#805

World Rank

#959

Historical Rank

economics Degrees

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Economics

G. S. Maddala's Degrees

PhD Economics University of Chicago

Why Is G. S. Maddala Influential?

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According to Wikipedia, Gangadharrao Soundalyarao "G. S." Maddala was an Indian American economist, mathematician, and teacher, known for his contributions in the field of econometrics and for the textbooks he authored in this field.

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G. S. Maddala's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Limited-Dependent and Qualitative Variables in Econometrics. (1984) (14203)
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999) (6791)
Limited-dependent and qualitative variables in econometrics: Contents (1983) (3765)
Unit roots, cointegration, and structural change (1998) (873)
The Identification Problem in Econometrics. (1967) (543)
THE USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA (1971) (481)
Limited Dependent Variable Models Using Panel Data (1987) (480)
A Function for Size Distribution of Incomes (1976) (451)
Maximum Likelihood Methods for Models of Markets in Disequilibrium (1974) (375)
Estimation of Short-Run and Long-Run Elasticities of Energy Demand From Panel Data Using Shrinkage Estimators (1997) (324)
Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity (1980) (321)
Disequilibrium, self-selection, and switching models (1986) (232)
Limited-dependent and qualitative variables in econometrics: Two-stage estimation methods (1983) (216)
Recursive Models with Qualitative Endogenous Variables (1976) (197)
Rationality of survey data and tests for market efficiency in the foreign exchange markets (1992) (157)
21 A perspective on application of bootstrap methods in econometrics (1993) (144)
Important aspects of behaviour of organic energetic compounds: a review. (2001) (143)
Bootstrapping cointegrating regressions (1997) (119)
Economic factors and the stock market: a new perspective (1999) (117)
Statistical methods in finance (1996) (111)
ON THE EXACT SMALL SAMPLE DISTRIBUTION OF THE INSTRUMENTAL VARIABLE ESTIMATOR (1992) (100)
Cross-country growth regressions: problems of heterogeneity, stability and interpretation (2000) (92)
A Comparative Study of Alternative Estimators for Variance Components Models Used in Econometric Applications (1973) (91)
CROSS‐SECTION ESTIMATES OF LIQUID ASSET DEMAND BY MANUFACTURING CORPORATIONS (1967) (88)
Introduction to Econometrics Ed. 3 (2001) (87)
The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedaticity, and Non-normality in the Tobit Model (1985) (80)
Specification Errors in Limited Dependent Variable Models (1975) (77)
Methods of Estimation for Models of Markets with Bounded Price Variation (1983) (72)
Recent Developments in Dynamic Econometric Modelling: A Personal Viewpoint (1998) (71)
TESTS FOR SERIAL CORRELATION IN REGRESSION MODELS WITH LAGGED DEPENDENT VARIABLES AND SERIALLY CORRELATED ERRORS (1973) (71)
Estimation and specification analysis of models of dividend behavior based on censored panel data (1992) (69)
Modeling Expectations of Bounded Prices: An Application to the Market for Corn (1985) (65)
Recent developments in the econometrics of panel data analysis (1987) (60)
Generalized Least Squares with an Estimated Variance Covariance Matrix (1971) (59)
A survey of the literature on selectivity bias as it pertains to health care markets. (1985) (55)
Bootstrap Variance Estimation of Nonlinear Functions of Parameters: An Application to Long-Run Elasticities of Energy Demand (1999) (50)
International Diffusion of Technical Change-A Case Study of the Oxygen Steel Making Process (1967) (48)
Onthe Use ofPanel Data Methods with Cross-Country Data (1999) (47)
NOTES ON ESTIMATED AGGREGATE QUARTERLY CONSUMPTION FUNCTIONS (1962) (47)
Determinants of the requested rate of return and the rate of return granted in a formal regulatory process. [Data for 4 Florida utilities, 1960--1976] (1978) (46)
Limited Dependent Variables Models (2006) (45)
Handbook of Statistics 11: Econometrics (1994) (45)
Errors in variables and serially correlated disturbances in distributed lag models (1973) (45)
Measurement Errors and Tests for Rationality (1991) (44)
The Likelihood Approach to Pooling Cross-Section and Time-Series Data (1971) (44)
Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models (1974) (44)
MAXIMUM LIKELIHOOD METHODS FOR MODELS OF MARKETS (1974) (39)
Advances in econometrics and quantitative economics : essays in honor of professor C.R. Rao (1995) (39)
The Pooling Problem (1996) (38)
MAXIMUM LIKELIHOOD ESTIMATION OF SOLOW'S AND JORGENSON'S DISTRIBUTED LAG MODELS (1971) (36)
Survey Data on Expectations: What Have We Learnt? (1991) (35)
An integrated bayesian vector auto regression and error correction model for forecasting electricity consumption and prices (1995) (34)
Handbook of Statistics 15: Robust Inference (2000) (33)
On the Use of Panel Data Methods with Cross-Country Data (1999) (32)
CHAPTER 2 A Function for Size Distribution of Incomes (1976) (31)
Using survey data to test market efficiency in the foreign exchange markets (1992) (30)
Risk premia and price volatility in futures markets (1991) (30)
Limited-dependent and qualitative variables in econometrics: Discriminant analysis (1983) (30)
Studies in Bayesian Econometrics and Statistics, In honor of Leonard J. Savage : S.E. Fienberg and A. Zellner (North-Holland Publishing Co., Amsterdam, 1975). (1976) (29)
Unit Roots Cointegration and Structural Change: Unit roots (1999) (29)
A Comparative Study of Different Shrinkage Estimators for Panel Data Models (2001) (29)
Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments (1996) (29)
Limited-dependent and qualitative variables in econometrics: Simultaneous-equations models with truncated and censored variables (1983) (28)
Structural change and unit roots (1996) (28)
24 Identifying outliers and influential observations in econometric models (1993) (28)
Limited-dependent and qualitative variables in econometrics: Models with self-selectivity (1983) (28)
Microeconomics: Theory and Applications (1989) (28)
Estimation of Returns to Scale and the Elasticity of Substitution (1967) (28)
Weak Priors and Sharp Posteriors in Simultaneous Equation Models (1976) (25)
An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads (1995) (25)
Econometric Methods and Applications (1994) (23)
Testing for Structural Change by D-Methods in Switching Simultaneous Equations Models. (1982) (23)
Multiple model testing for non-nested heteroskedastic censored regression models (1983) (22)
Productivity and Technological Change in the Bituminous Coal Industry, 1919-54 (1965) (21)
Methods of estimation for models of markets with bounded price variation under rational expectations (1983) (21)
17 Errors-in-variables problems in financial models (1996) (21)
A Function for Size Distribution of Incomes: Reply (1978) (20)
15 Bootstrap based tests in financial models (1996) (20)
Limited-dependent and qualitative variables in econometrics: Bibliography (1983) (19)
Interdependent systems;: Structure and estimation (1970) (18)
Ridge Estimators for Distributed Lag Models (1974) (17)
Some Notes on the Estimation of the Constant Elasticity of Substitution Production Function (1966) (17)
10 Outliers, unit roots and robust estimation of nonstationary time series (1997) (17)
A note on the estimation of limited dependent variable models under rational expectations (1992) (17)
THE EFFECTS OF DIFFERENT TYPES OF OUTLIERS ON UNIT ROOT TESTS (1999) (17)
A Time Series Model with Qualitative Variables (1982) (17)
Alternative Functional Forms and Errors of Pseudo Data Estimation (1980) (16)
Modeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production Function (2003) (15)
Identification and estimation problems in limited dependent variable models (1977) (14)
“The Demand for Money: A Cross-Section Study of Business Firms”: Comment (1965) (13)
Alternative formulations of the Nerlove-Press models (1981) (13)
Estimating Lagged Relationships in Corporate Demand for Liquid Assets (1969) (12)
19 Applications of limited dependent variable models in finance (1996) (12)
7 Estimation of limited dependent variable models under rational expectations (1993) (11)
Unit Roots Cointegration and Structural Change: Issues in unit root testing (1999) (11)
Analysis of Qualitative Variables (1974) (11)
Qualitative Response Models (2007) (11)
The Auction Price of Apartments in Moscow: Hedonic Estimation in Disequilibrium1 (1998) (10)
Unit Roots Cointegration and Structural Change: Tests for cointegration (1999) (10)
SOME EXTENSIONS OF THE NERLOVE-PRESS MODEL (1980) (10)
Simultaneous Estimation Methods for Large- and Medium-size Econometric Models (1971) (9)
Unit Roots Cointegration and Structural Change: Contents (1999) (9)
Primary commodity prices: economic models and policy: Estimation of dynamic disequilibrium models with rational expectations: the case of commodity markets (1990) (9)
Limited-dependent and qualitative variables in econometrics: Censored and truncated regression models (1983) (8)
Statistical Cost Analysis Re-Revisited (1981) (7)
Econometric Issues Related to Errors in Variables in Financial Models (1998) (7)
Flat priors vs. ignorance priors in the analysis of the AR(1) model (1991) (7)
Limited-dependent and qualitative variables in econometrics: Preface (1983) (6)
New small sample estimators for cointegration regression: Low-pass spectral filter method (1995) (6)
Limited-dependent and qualitative variables in econometrics: Probabilistic-choice models (1983) (6)
A Comparative Review of Econometrics Books@@@Econometrics: Statistical Foundations and Applications@@@Econometric Models, Techniques and Applications@@@Econometric Methods@@@The Theory and Practice of Econometrics@@@Elements of Econometrics@@@Econometrics@@@Econometric Models and Economic Forecasts@ (1982) (6)
On the Asymptotic Properties of Some Two-Step Procedures for Estimating Distributed Lag Models (1972) (6)
Bayesian Detection of Structural Changes (1996) (5)
Limited-dependent and qualitative variables in econometrics: Introduction (1983) (5)
Econometric studies in energy demand and supply (1978) (5)
Unit Roots Cointegration and Structural Change: Regime switching models and structural time series models (1999) (4)
Disequilibrium Modeling, Switching Regressions, and Their Relationship to Structural Change (1991) (4)
Errors-in-Variables Problems in Financial Models (2004) (3)
Privatization in Russia: some micro‐evidence based on housing markets (1998) (3)
Unit Roots Cointegration and Structural Change: Outliers and unit roots (1999) (3)
Effect of Unemployment Insurance on Duration of Unemployment: A Study Based on CWBH Data for Florida (1980) (2)
Unit Roots Cointegration and Structural Change: Structural change (1999) (2)
Limited-dependent and qualitative variables in econometrics: Multivariate qualitative variables (1983) (2)
Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Comment (1976) (2)
Unit Roots Cointegration and Structural Change: Future directions (1999) (2)
Limited-dependent and qualitative variables in econometrics: Some applications: unions and wages (1983) (2)
Econometrics and Economic Theory in the 20th Century: Econometric Issues Related to Errors in Variables in Financial Models (1999) (1)
Unit Roots Cointegration and Structural Change: Estimation of cointegrated systems (1999) (1)
Econometric Techniques and Problems. C. E. V. Leser: Hafner Publishing Co., New York, 1966, pp. 120+Viii. (1968) (1)
Unit Roots Cointegration and Structural Change: Introduction (1999) (1)
Growth of electric heating in the TVA area. [Period 1961-1974 analyzed; projection to 1985] (1977) (1)
Demand for foodgrains during the Third Five-Year Plan. (1960) (1)
Social economics: where has it gone? (1998) (1)
Unit Roots Cointegration and Structural Change: Preface (1999) (1)
Limited-dependent and qualitative variables in econometrics: Appendix: Some results on truncated distributions (1983) (1)
Unit Roots Cointegration and Structural Change: Extensions of the basic model (1999) (0)
Unit Roots Cointegration and Structural Change: Unit roots and cointegration (1999) (0)
Unit Roots Cointegration and Structural Change: Small sample inference: bootstrap methods (1999) (0)
Econometric Methods and Applications, Vols. I and II (2000) (0)
Unit Roots Cointegration and Structural Change: The Bayesian analysis of stochastic trends (1999) (0)
Unit Roots Cointegration and Structural Change: Structural change, unit roots, and cointegration (1999) (0)
On Durbin's Test for Serial Correlation in Distributed Lag Models (1970) (0)
GENERALIZED LEAST SQUARES WITH AN ESTIMATED (1971) (0)
Instructor's manual to accompany Econometrics (1977) (0)
23 Future directions (1997) (0)
A note on the estimation of limited dependent variable models under rational expectations (Economics Letters 38, no. 1, pp. 17-23) (1993) (0)
Unit Roots Cointegration and Structural Change: Seasonal unit roots and seasonal cointegration (1999) (0)
Book Review:Technology, Investment, and Growth. B. R. Williams (1969) (0)
On the Asymptotic Properties of Certain Two-Step Procedures Commonly Used in the Estimation of Distributed Lag Models (1970) (0)
Unit Roots Cointegration and Structural Change: Cointegrated systems with I(2) variables (1999) (0)
Unit Roots Cointegration and Structural Change: Introduction and basic concepts (1999) (0)
Fractional unit roots and fractional cointegration (1999) (0)
Unit Roots Cointegration and Structural Change: Econometric modeling with integrated regressors (1999) (0)
Discussion of Quality Changes and Productivity Measurement: Hedonics and an Alternative (1990) (0)
Unit Roots Cointegration and Structural Change: Basic concepts (1999) (0)
Recursive Systems Containing Qualitative Endogenous Variables: A Reply (1980) (0)
DISTURBANCES IN DISTRIBUTED LAG MODELS (1973) (0)
Limited-dependent and qualitative variables in econometrics: Discrete regression models (1983) (0)
Evaluation of the pseudo-data approach. Final report (1979) (0)
Econometric Studies in Energy Demand and Supply.@@@International Studies of the Demand for Energy. (1979) (0)
Marginal-cost pricing under uncertainty. Final report (1982) (0)
Econometric studies in energy demand and supply. [8 chapters] (1978) (0)
2 Problems with the Use of Cross-Country Data in the Study of Economic Growth 2 . 1 . Data Problems (2000) (0)
Book Review:The Sources of Increased Efficiency: A Study of Du Pont Rayon Plants Samuel Hollander (1966) (0)
Unit Roots Cointegration and Structural Change: Dedication (1999) (0)
Analysis of financial programs for energy conservation: Market simulation (penetration) model (1978) (0)
Unit Roots Cointegration and Structural Change: A brief guide to asymptotic theory (1999) (0)

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