P. A. V. B. Swamy

P. A. V. B. Swamy's AcademicInfluence.com Rankings

P. A. V. B. Swamy

Mathematics

#6062

World Rank

#8461

Historical Rank

Probability Theory

#106

World Rank

#132

Historical Rank

Statistics

#515

World Rank

#593

Historical Rank

Measure Theory

#1722

World Rank

#2116

Historical Rank

mathematics Degrees

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Mathematics

Why Is P. A. V. B. Swamy Influential?

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According to Wikipedia, Paravastu Aananta Venkata Bhattandha Swamy is an Indian-born statistician. His research focused on econometric issues such as the simultaneous presence of measurement error, misspecified functional forms, and omitted variables.

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P. A. V. B. Swamy'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

Efficient Inference in a Random Coefficient Regression Model (1970) (1552)
Statistical Inference in Random Coefficient Regression Models (1971) (379)
The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models (1972) (313)
Linear prediction and estimation methods for regression models with stationary stochastic coefficients (1980) (189)
The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change (1989) (153)
Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models (1975) (152)
Random coefficient models: theory and applications (1995) (115)
Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? (2010) (100)
The Impossibility of Causality Testing (1983) (81)
A General Method of Deriving the Inefficiencies of Banks from a Profit Function (1994) (73)
Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece (2003) (70)
The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation (2007) (69)
The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? (2009) (65)
What do regressions of interest rates on deficits imply (1990) (61)
Some Further Evidence on Exchange-Rate Volatility and Exports (2008) (58)
Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator (1976) (56)
A portfolio balance approach to Euro-area money demand in a time-varying environment (2008) (54)
Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients (1977) (52)
Estimation of a dynamic demand function for gasoline with different schemes of parameter variation (1978) (51)
On Theil's Mixed Regression Estimator (1969) (51)
A Computational Approach to Finding Causal Economic Laws (2000) (47)
Estimation of Parameters in the Presence of Model Misspecification and Measurement Error (2010) (43)
A random coefficient approach to seasonal adjustment of economic time series (1981) (42)
A note on minimum average risk estimators for coefficients in linear models (1977) (40)
Two methods of evaluating hoerl and kennard's ridge regression (1978) (40)
A Random Coefficient Model of the Demand for Liquid Assets (1974) (40)
The foundations of econometrics–are there any (1984) (33)
Random Coefficient Models (2007) (32)
The rational expectations approach to economic modelling (1982) (32)
Criteria Constraints and Multicollinearity in Random Coefficient Regression Models (1973) (32)
Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rate Regimes (2011) (31)
On Bayesian estimation of seemingly unrelated regressions when some observations are missing (1975) (31)
Financial Deregulation, the Demand for Money, and Monetary Policy in Australia (1987) (30)
THE EXISTENCE OF MOMENTS OF SOME SIMPLE BAYES ESTIMATORS OF COEFFICIENTS IN A SIMULTANEOUS EQUATION MODEL. (1978) (30)
THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE (2009) (29)
Efficient Computation of Stochastic Coefficients Models (1992) (29)
Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data (2003) (28)
Is the Relationship Between Prices and Exchange Rates Homogeneous (2013) (27)
Further thoughts on testing for causality with econometric models (1988) (26)
The Stochastic Coefficients Approach to Econometric Modeling, Part III: Estimation, Stability Testing, and Prediction (1988) (26)
Estimation of common coefficients in two regression equations (1979) (26)
Inflation dynamics in the euro area and in new EU members: Implications for monetary policy (2008) (25)
Exchange rate episodes and the pass-through of exchange rates to import prices (1994) (24)
Productivity Analysis of U.S. Manufacturing Using a Stochastic-Coefficients Production Function (1988) (22)
Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound (2013) (22)
The Fisher Effect Puzzle: A Case of Non-Linear Relationship? (2010) (21)
The Stochastic Coefficients Approach to Econometric Modeling Part I: A Critique of Fixed Coefficients Models (1988) (21)
A comparison of estimators for undersized samples (1980) (20)
Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy (2012) (20)
Determinants of U.S. commercial bank performance: regulatory and econometric issues (1998) (19)
How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US (2005) (18)
The Stochastic Coefficients Approach to Econometric Modeling, Part II: Description and Motivation (1988) (18)
The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem (1970) (18)
Minimum average risk estimators for coefficients in linear models (1975) (18)
On the Interpretation of Instrumental Variables in the Presence of Specification Errors (2015) (18)
Generalized cointegration: a new concept with an application to health expenditure and health outcomes (2012) (18)
Assessing the causal relationship between euro-area money and prices in a time-varying environment (2009) (17)
Solving an Empirical Puzzle in the Capital Asset Pricing Model (1996) (17)
Circumstances in which different criteria of estimation can be applied to estimate policy effects (1996) (16)
Should fixed coefficients be re‐estimated every period for extrapolation? (1989) (16)
Theoretical conditions under which monetary policies are effective and practical obstacles to their verification (2005) (14)
Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand (2007) (14)
Comparing forecasts from fixed and variable coefficient models: The case of money demand☆ (1990) (14)
Where Has All the Money Gone? Wealth and the Demand for Money in South Africa (2007) (14)
Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models — I (1975) (14)
TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS (2016) (14)
Two Applications of the Random Coefficient Procedure: Correcting for Misspecifications in a Small Area Level Model and Resolving Simpson's Paradox (2015) (13)
On the existence of moments of partially restricted reduced form coefficients (1980) (13)
A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION (2006) (13)
Small Area Estimation with Correctly Specified Linking Models (2014) (12)
The forward rate premium puzzle: a case of misspecification?1) (2013) (12)
Further results on estimating linear regression models with partial prior information (1988) (12)
The Time-Varying Performance of the Long-Run Demand for Money in the United States (2001) (12)
Ridge regression estimation of the Rotterdam model (1983) (12)
Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors - II (1978) (12)
Statistical Inference in Random Coefficient Regression Models Using Panel Data (1971) (11)
A general framework for predicting returns from multiple currency investments (1998) (11)
Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand (1990) (11)
Robustness of theil's mixed regression estimators (1977) (10)
Bayesian Analysis of a Bivariate Normal Distribution with Incomplete Observations (1973) (10)
Modelling the long-run demand for money in the United Kingdom: a random coefficient analysis (2001) (10)
An examination of distributed lag model coefficients estimated with smoothness priors (1984) (9)
Bayesian Analysis of Error Components Regression Models (1973) (9)
Further Results on Zellner's Minimum Expected Loss and Full Information Maximum Likelihood Estimators for Undersized Samples (1983) (9)
Should fixed coefficients be reestimated every period for extrapolation (1986) (9)
The Nonexistence of Instrumental Variables (2009) (8)
An autopsy of a conventional macroeconomic relation: the case of money demand (1982) (8)
Modeling Buffer Stock Money: An Appraisal (1988) (7)
Modelling optimal strategies for the allocation of wealth in multicurrency investments (1996) (7)
The Exact Finite Sample Distribution of Theil's Compatibility Test Statistic and its Application (1974) (7)
Measurement of causal effects (2012) (6)
Detecting and estimating changing economic relationships: the case of discount window borrowings (1985) (6)
MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION (2013) (6)
An efficient method of estimating the true value of a population characteristic from its discrepant estimates (2009) (6)
Co-integration: is it a property of the real world? (1989) (6)
Connections between GARCH and stochastic coefficients (SC) models (1994) (5)
Refined algorithms for star-based monitoring of GOES Imager visible-channel responsivities (2012) (5)
On the existence of moments of partially restricted reduced form estimators: A comment (1981) (5)
Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models (2017) (5)
Alternative Approaches to the Econometrics of Panel Data (2019) (5)
Beyond AI: Responses to Hate Speech and Disinformation (2018) (4)
On the use of variance ratios in the analysis of nonstationary time series (1989) (4)
The Forward Rate Premium Puzzle: A Resolution? (2011) (4)
A random coefficient model of speculative attacks: The case of the Mexican peso (1996) (4)
A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION (2014) (4)
Time-varying coefficient estimation in the presence of non-stationarity (2009) (3)
Theory and estimation of the demand for imports of consumer goods (1975) (3)
On Logical Validity and Econometric Modeling: the Case of Money Supply (1983) (3)
Removing Specification Errors from the Usual Formulation of Binary Choice Models (2016) (3)
A Method for Measuring Treatment Effects on the Treated without Randomization (2016) (3)
Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient (1973) (2)
The Impact of Uncertainty on the Feasibility of Humphrey‐Hawkins Objectives (1981) (2)
Coherent methods of estimating technical progress (1989) (2)
Convergence of the moments of the modified K-class estimators (1982) (2)
Two-Step versus Simultaneous Estimation of Survey-Non-Sampling Error and True Value Components of Small Area Sample Estimators (2007) (2)
Relative efficiencies of a competitor of Hoerl and Kennard's ridge regression estimator (1975) (2)
Estimating distributed lag relationships using near-minimax procedures (1984) (2)
Spurious Regressions in Econometrics: Reconsideration (2019) (2)
The U.S. demand for imported and domestically produced foods: An investigation of intertemporal and substitution effects (1987) (2)
A Feasible Generalized Least Squares Approach to Estimating Total Causal Effects in a Regression (2019) (1)
Cointegration: Its Fatal Flaw and a Proposed Solution (2019) (1)
On alternative estimators of the difference of means in the presence of missing observations (1973) (1)
On testing the significance of a subset of coefficients in a set of seemingly unrelated regressions using mixed estimation (1977) (1)
A generalized multicollinearity index for estimation (1981) (1)
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment (1988) (1)
Further Results on Zellner's Minimum Expected Loss and Full Information (1983) (0)
Finite sample properties of Theil's measure of multicollinearity effect (1987) (0)
U.S. demand for imported and domestically-produced foods: an investigation of intertemporal and cross substitution (1978) (0)
A Random Coefficient Investment Model (1971) (0)
Aggregate Consumption Function with Coefficients Random across Countries (1971) (0)
Generalized cointegration: a new concept with an application to health expenditure and health outcomes (2011) (0)
Working Paper No.57 March 2007 (2007) (0)
Measurement of causal effects (2011) (0)
The State of Econometrics After Pratt, Schlaifer, Skyrms, and Basmann (2019) (0)
On a problem in identifying linear parametric models (1988) (0)
Efficient Methods of Estimating the Error Components Regression Models (1971) (0)
A pair of papers: random coefficients ; Random coefficients ; Productivity analysis of the United States manufacturing using (1985) (0)
On a neglected measure of multicollinearity (1985) (0)
Effects of using dependent and independent differences in tests of random walk models against regression models (1990) (0)
A non-Bayesian method of estimating distributed lag coefficients with smoothness priors (1980) (0)
International Journal of Recent Technology and Engineering (IJRTE) (2020) (0)
Forecasting Australian monetary aggregates (1989) (0)
Some problems with identification in parametric models (1990) (0)
Should fixed coefficients be reestimated every period (1987) (0)
Efficient Methods of Estimating a Regression Equation with Equicorrelated Disturbances (1971) (0)

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P. A. V. B. Swamy's Academic­Influence.com Rankings

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P. A. V. B. Swamy's Published Works

Published Works

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What Schools Are Affiliated With P. A. V. B. Swamy?

P. A. V. B. Swamy's AcademicInfluence.com Rankings