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Anoop Chaturvedi

Personal Details

First Name:Anoop
Middle Name:
Last Name:Chaturvedi
Suffix:
RePEc Short-ID:pch970
https://sites.google.com/view/anoopchaturvedi/
M 62 Govindpur, Prayagraj-211004, UP, India
+919415214134

Affiliation

Allahabad Vishvavidyalaya

http://www.allduniv.ac.in/
India, Allahabad

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change," CIRANO Working Papers 2023s-01, CIRANO.
  2. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust dynamic space\textendashtime panel data models using \textdollar\textdollar\\varepsilon \textdollar\textdollar-contamination: an application to crop yields and climate change," Post-Print hal-04103622, HAL.
  3. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021. "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers 240, Center for Policy Research, Maxwell School, Syracuse University.
  4. Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020. "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers 2006.07074, arXiv.org.
  5. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2020. "Robust Dynamic Panel Data Models Using ?-contamination," CIRANO Working Papers 2020s-07, CIRANO.
  6. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2018. "Robust linear static panel data models using≤ssmml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml166" display="inline" overflow="scroll" altimg=&qu," Post-Print hal-04134753, HAL.
  7. Jitendra Kuma & Anoop Chaturvedi & Umme Afifa, 2016. "Bayesian Unit Root Test for Panel Data," EERI Research Paper Series EERI RP 2016/14, Economics and Econometrics Research Institute (EERI), Brussels.
  8. Guy Lacroix & Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi, 2015. "Robust linear static panel data models using ?-contamination," CIRANO Working Papers 2015s-30, CIRANO.
  9. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014. "Robust linear static panel data models using epsilon-contamination," MPRA Paper 59896, University Library of Munich, Germany.
  10. Tran Van Hoa & Chaturvedi, A., 1999. "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers wp99-4, School of Economics, University of Wollongong, NSW, Australia.

Articles

  1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space–time panel data models using $$\varepsilon $$ ε -contamination: an application to crop yields and climate change," Empirical Economics, Springer, vol. 64(6), pages 2475-2509, June.
  2. Anoop Chaturvedi, 2022. "Handbook of regression analysis with applications in R (second edition)," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 777-778, December.
  3. Jaiswal Shivam & Chaturvedi Anoop & Bhatti Muhammad Ishaq, 2022. "Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 25-34, February.
  4. Anoop Chaturvedi, 2022. "Signal Detection for Medical Scientists: Likelihood Ratio Based Test‐Based Methodology," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 725-726, April.
  5. Anoop Chaturvedi, 2022. "Analyzing spatial models of choice and judgment," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 732-733, April.
  6. Anoop Chaturvedi, 2021. "Analyzing high‐dimensional gene expression and DNA methylation data with R," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 1154-1154, July.
  7. Bresson Georges & Chaturvedi Anoop & Rahman Mohammad Arshad & Shalabh, 2021. "Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation," The International Journal of Biostatistics, De Gruyter, vol. 17(1), pages 75-97, May.
  8. Himanshu Rai & Sanjeev K. Tomer & Anoop Chaturvedi, 2021. "Robust estimation with variational Bayes in presence of competing risks," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 207-223, August.
  9. Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021. "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 267-285, December.
  10. Anoop Chaturvedi & Shivam Jaiswal, 2020. "Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 733-745, December.
  11. Anoop Chaturvedi, 2020. "Modelling Spatial and Spatial–Temporal Data: a Bayesian Approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(4), pages 1828-1829, October.
  12. Shrivastava, Arvind & Chaturvedi, Anoop & Bhatti, M. Ishaq, 2019. "Robust Bayesian analysis of a multivariate dynamic model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 528(C).
  13. Anoop Chaturvedi, 2019. "Linear Models and the Relevant Distributions and Matrix Algebra," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(2), pages 716-716, February.
  14. Chaturvedi Anoop & Mishra Sandeep, 2019. "Generalized Bayes Estimation Of Spatial Autoregressive Models," Statistics in Transition New Series, Statistics Poland, vol. 20(2), pages 15-32, June.
  15. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2018. "Robust linear static panel data models using ε-contamination," Journal of Econometrics, Elsevier, vol. 202(1), pages 108-123.
  16. Jitendra Kumar & Anoop Chaturvedi & Umme Afifa, 2017. "Bayesian Unit Root Test for Panel Data," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 60(1), pages 74-95.
  17. Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop, 2016. "Shrinkage estimation in spatial autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 362-373.
  18. Anoop Chaturvedi & Arvind Shrivastava, 2016. "Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(2), pages 307-320, January.
  19. Ranjita Pandey & Anoop Chaturvedi, 2016. "Bayesian Inference For State Space Model With Panel Data," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 17(2), pages 211-219, June.
  20. Anoop Chaturvedi, 2016. "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," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1130-1131, October.
  21. Anoop Chaturvedi, 2015. "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)," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 1098-1099, October.
  22. Anoop Chaturvedi & Manaswini Pati & Sanjeev Tomer, 2014. "Robust Bayesian analysis of Weibull failure model," METRON, Springer;Sapienza Università di Roma, vol. 72(1), pages 77-95, April.
  23. Anoop Chaturvedi & Shalabh, 2014. "Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(20), pages 4253-4264, October.
  24. Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi, 2012. "Bayesian Unit Root Test for Time Series Models with Structural Break in Variance," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 55(1), pages 75-86.
  25. Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq, 2012. "Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 140-158, February.
  26. Chaturvedi, Anoop & Kumar, Jitendra, 2005. "Bayesian unit root test for model with maintained trend," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 109-115, September.
  27. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
  28. Alan Wan & Anoop Chaturvedi & Guohuazou Zou, 2003. "Unbiased estimation of the MSE matrices of improved estimators in linear regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-189.
  29. Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P., 2002. "Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 166-182, October.
  30. Wan, Alan T. K. & Chaturvedi, Anoop, 2001. "Double k-Class Estimators in Regression Models with Non-spherical Disturbances," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 226-250, November.
  31. Alan Wan & Anoop Chaturvedi, 2000. "Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 332-342, June.
  32. Hikaru Hasegawa & Anoop Chaturvedi & Tran Van Hoa, 2000. "Bayesian Unit Root Test in Nonnormal AR(1) Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(3), pages 261-280, May.
  33. Chaturvedi, Anoop & Hasegawa, Hikaru & Chaturvedi, Ajit & Shukla, Govind, 1997. "Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances," Econometric Theory, Cambridge University Press, vol. 13(3), pages 406-429, June.
  34. Carter, R. A. L. & Srivastava, V. K. & Chaturvedi, A., 1993. "Selecting a double k-class estimator for regression coefficients," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 363-371, December.
  35. Chaturvedi, A. & Shukla, Govind, 1990. "Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix," Economics Letters, Elsevier, vol. 32(3), pages 225-230, March.
  36. Van Hoa, Tran & Chaturvedi, A., 1988. "The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators," Economics Letters, Elsevier, vol. 28(4), pages 351-355.
  37. Srivastava, V. K. & Chaturvedi, A., 1986. "A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models," Economics Letters, Elsevier, vol. 20(4), pages 345-349.
  38. V. Srivastava & A. Chaturvedi, 1983. "Some properties of the distribution of an operational ridge estimator," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 30(1), pages 227-237, December.
    RePEc:exl:29stat:v:20:y:2019:i:2:p:15-31 is not listed on IDEAS

Chapters

  1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Panel Data Models Usingε-Contamination," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 307-336, Emerald Group Publishing Limited.
  2. Tran Hoa & Anoop Chaturvedi, 2005. "Appendix: Performance of the 2SHI Estimator Under the Generalised Pitman Nearness Criterion," Contributions to Economics, in: Günter S. Heiduk & Kar-yiu Wong (ed.), WTO and World Trade, pages 267-274, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023. "Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change," CIRANO Working Papers 2023s-01, CIRANO.

    Cited by:

    1. Lis-Castiblanco, Catherine & Jordi, Louis, 2024. "Adaptation to Frost and Heat Risks in French Viticulture: Are Grape Growers Dumb Farmers?," 2024 Annual Meeting, July 28-30, New Orleans, LA 343569, Agricultural and Applied Economics Association.

  2. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021. "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers 240, Center for Policy Research, Maxwell School, Syracuse University.

    Cited by:

    1. B. Ben Moummad & E. Ezzahid & A. Zoglat, 2023. "The impact of capital goods prices on Africa's economic performance," South African Journal of Economics, Economic Society of South Africa, vol. 91(1), pages 68-84, March.

  3. Guy Lacroix & Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi, 2015. "Robust linear static panel data models using ?-contamination," CIRANO Working Papers 2015s-30, CIRANO.

    Cited by:

    1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021. "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers 240, Center for Policy Research, Maxwell School, Syracuse University.
    2. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2020. "Robust Dynamic Panel Data Models Using ?-contamination," CIRANO Working Papers 2020s-07, CIRANO.
    3. Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021. "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 267-285, December.
    4. Olatunji Abdul Shobande, 2021. "Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification," Sustainability, MDPI, vol. 13(9), pages 1-12, April.
    5. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022. "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers 15815, Institute of Labor Economics (IZA).
    6. Bresson, Georges & Lacroix, Guy & Arshad Rahman, Mohammad, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," IZA Discussion Papers 12928, Institute of Labor Economics (IZA).
    7. Ponomarev, Yuriy (Пономарев, Юрий) & Rey, Aleksey (Рей, Алексей) & Radchenko, Darya (Радченко, Дарья), 2018. "Investigation of the Relationship between the Intensity of International Trade and the Volatility of Paired Exchange Rates of the Russian Federation and its Trading Partners [Исследование Взаимосвя," Working Papers 061823, Russian Presidential Academy of National Economy and Public Administration.
    8. Shobande, Olatunji A., 2023. "Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).

  4. Tran Van Hoa & Chaturvedi, A., 1999. "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers wp99-4, School of Economics, University of Wollongong, NSW, Australia.

    Cited by:

    1. Tran Van Hoa, 2000. "Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies," Economics Working Papers wp00-01, School of Economics, University of Wollongong, NSW, Australia.
    2. Tran Van Hoa, 2003. "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers wp03-03, School of Economics, University of Wollongong, NSW, Australia.
    3. Akio Namba, 2001. "MSE performance of the 2SHI estimator in a regression model with multivariate t error terms," Statistical Papers, Springer, vol. 42(1), pages 81-96, January.
    4. Tran Van Hoa, 2002. "WTO Membership for China and Its Impact on Growth, Investment and Consumption: A New Flexible Keynesian Approach," Economics Working Papers wp02-04, School of Economics, University of Wollongong, NSW, Australia.
    5. Tran Van Hoa, 2003. "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers wp03-02, School of Economics, University of Wollongong, NSW, Australia.
    6. Tran Van Hoa, 2004. "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers wp04-12, School of Economics, University of Wollongong, NSW, Australia.

Articles

  1. Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021. "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 267-285, December.

    Cited by:

    1. Yong Bao & Aman Ullah, 2021. "The Special Issue in Honor of Anirudh Lal Nagar: An Introduction," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 1-8, December.

  2. Anoop Chaturvedi & Shivam Jaiswal, 2020. "Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 733-745, December.

    Cited by:

    1. Yanglin Li, 2024. "New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 1757-1776, May.

  3. Shrivastava, Arvind & Chaturvedi, Anoop & Bhatti, M. Ishaq, 2019. "Robust Bayesian analysis of a multivariate dynamic model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 528(C).

    Cited by:

    1. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021. "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers 240, Center for Policy Research, Maxwell School, Syracuse University.
    2. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2020. "Robust Dynamic Panel Data Models Using ?-contamination," CIRANO Working Papers 2020s-07, CIRANO.
    3. Aslam Muhammad & Afzaal Mehreen & Ishaq Bhatti M., 2021. "A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors," Statistics in Transition New Series, Statistics Poland, vol. 22(4), pages 101-119, December.

  4. Chaturvedi Anoop & Mishra Sandeep, 2019. "Generalized Bayes Estimation Of Spatial Autoregressive Models," Statistics in Transition New Series, Statistics Poland, vol. 20(2), pages 15-32, June.

    Cited by:

    1. Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021. "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 267-285, December.

  5. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2018. "Robust linear static panel data models using ε-contamination," Journal of Econometrics, Elsevier, vol. 202(1), pages 108-123.
    See citations under working paper version above.
  6. Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop, 2016. "Shrinkage estimation in spatial autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 362-373.

    Cited by:

    1. Chaturvedi Anoop & Mishra Sandeep, 2019. "Generalized Bayes Estimation Of Spatial Autoregressive Models," Statistics in Transition New Series, Statistics Poland, vol. 20(2), pages 15-32, June.
    2. Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021. "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 267-285, December.
    3. Fang Lu & Jing Yang & Xuewen Lu, 2022. "One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data," Empirical Economics, Springer, vol. 62(6), pages 2645-2671, June.

  7. Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi, 2012. "Bayesian Unit Root Test for Time Series Models with Structural Break in Variance," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 55(1), pages 75-86.

    Cited by:

  8. Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq, 2012. "Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 140-158, February.

    Cited by:

    1. Yiguo Sun & Ximing Wu, 2018. "Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study," JRFM, MDPI, vol. 11(2), pages 1-20, June.
    2. Aslam Muhammad & Afzaal Mehreen & Ishaq Bhatti M., 2021. "A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors," Statistics in Transition New Series, Statistics Poland, vol. 22(4), pages 101-119, December.

  9. Chaturvedi, Anoop & Kumar, Jitendra, 2005. "Bayesian unit root test for model with maintained trend," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 109-115, September.

    Cited by:

    1. Magris Martin & Iosifidis Alexandros, 2021. "Approximate Bayes factors for unit root testing," Papers 2102.10048, arXiv.org, revised Feb 2021.

  10. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.

    Cited by:

    1. Hayat, Aziz & Bhatti, M. Ishaq, 2013. "Masking of volatility by seasonal adjustment methods," Economic Modelling, Elsevier, vol. 33(C), pages 676-688.
    2. Shalabh, & Garg, G. & Heumann, C., 2012. "Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 35-47.
    3. Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop, 2016. "Shrinkage estimation in spatial autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 362-373.

  11. Alan Wan & Anoop Chaturvedi & Guohuazou Zou, 2003. "Unbiased estimation of the MSE matrices of improved estimators in linear regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(2), pages 173-189.

    Cited by:

    1. Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
    2. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    3. Helen X. H. Bao & Alan T. K. Wan, 2007. "Improved Estimators of Hedonic Housing Price Models," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 267-302.
    4. Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq, 2012. "Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 140-158, February.
    5. Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3309-3321.

  12. Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P., 2002. "Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 166-182, October.

    Cited by:

    1. Shalabh,, 2013. "A revisit to efficient forecasting in linear regression models," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 161-170.
    2. Liu, Xu-Qing & Rong, Jian-Ying, 2007. "Quadratic prediction problems in finite populations," Statistics & Probability Letters, Elsevier, vol. 77(5), pages 483-489, March.
    3. Arashi, M. & Kibria, B.M. Golam & Norouzirad, M. & Nadarajah, S., 2014. "Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 53-74.
    4. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    5. Liu, Xu-Qing & Wang, Dong-Dong & Rong, Jian-Ying, 2009. "Quadratic prediction problems in multivariate linear models," Journal of Multivariate Analysis, Elsevier, vol. 100(2), pages 291-300, February.
    6. Gülesen Üstündağ Şiray, 2023. "Simultaneous prediction using target function based on principal components estimator with correlated errors," Statistical Papers, Springer, vol. 64(5), pages 1527-1628, October.

  13. Wan, Alan T. K. & Chaturvedi, Anoop, 2001. "Double k-Class Estimators in Regression Models with Non-spherical Disturbances," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 226-250, November.

    Cited by:

    1. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
    2. Shalabh, & Garg, G. & Heumann, C., 2012. "Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 35-47.
    3. Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop, 2016. "Shrinkage estimation in spatial autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 362-373.
    4. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    5. Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P., 2002. "Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 166-182, October.

  14. Alan Wan & Anoop Chaturvedi, 2000. "Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 332-342, June.

    Cited by:

    1. Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop, 2016. "Shrinkage estimation in spatial autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 362-373.
    2. Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P., 2002. "Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 166-182, October.
    3. Wan, Alan T. K. & Kurumai, Hiroko, 1999. "An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss," Statistics & Probability Letters, Elsevier, vol. 45(3), pages 253-259, November.

  15. Hikaru Hasegawa & Anoop Chaturvedi & Tran Van Hoa, 2000. "Bayesian Unit Root Test in Nonnormal AR(1) Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(3), pages 261-280, May.

    Cited by:

    1. Magris Martin & Iosifidis Alexandros, 2021. "Approximate Bayes factors for unit root testing," Papers 2102.10048, arXiv.org, revised Feb 2021.

  16. Chaturvedi, Anoop & Hasegawa, Hikaru & Chaturvedi, Ajit & Shukla, Govind, 1997. "Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances," Econometric Theory, Cambridge University Press, vol. 13(3), pages 406-429, June.

    Cited by:

    1. Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
    2. Chaturvedi, Anoop & Gupta, Suchita & Bhatti, M. Ishaq, 2012. "Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 140-158, February.

  17. Carter, R. A. L. & Srivastava, V. K. & Chaturvedi, A., 1993. "Selecting a double k-class estimator for regression coefficients," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 363-371, December.

    Cited by:

    1. Wan, Alan T. K. & Chaturvedi, Anoop, 2001. "Double k-Class Estimators in Regression Models with Non-spherical Disturbances," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 226-250, November.
    2. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
    3. Shalabh, & Garg, G. & Heumann, C., 2012. "Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 35-47.
    4. Pal, Amresh Bahadur & Dubey, Ashutosh Kumar & Chaturvedi, Anoop, 2016. "Shrinkage estimation in spatial autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 362-373.

  18. Van Hoa, Tran & Chaturvedi, A., 1988. "The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators," Economics Letters, Elsevier, vol. 28(4), pages 351-355.

    Cited by:

    1. Tran Van Hoa, 2000. "Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies," Economics Working Papers wp00-01, School of Economics, University of Wollongong, NSW, Australia.
    2. Tran Van Hoa, 2003. "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers wp03-03, School of Economics, University of Wollongong, NSW, Australia.
    3. Tran Van Hoa, 2002. "WTO Membership for China and Its Impact on Growth, Investment and Consumption: A New Flexible Keynesian Approach," Economics Working Papers wp02-04, School of Economics, University of Wollongong, NSW, Australia.
    4. Tran Van Hoa, 2003. "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers wp03-02, School of Economics, University of Wollongong, NSW, Australia.

  19. Srivastava, V. K. & Chaturvedi, A., 1986. "A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models," Economics Letters, Elsevier, vol. 20(4), pages 345-349.

    Cited by:

    1. Wan, Alan T. K. & Chaturvedi, Anoop, 2001. "Double k-Class Estimators in Regression Models with Non-spherical Disturbances," Journal of Multivariate Analysis, Elsevier, vol. 79(2), pages 226-250, November.
    2. Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 121-134.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (10) 2002-04-06 2014-12-08 2015-07-25 2016-07-30 2018-01-15 2020-03-02 2020-06-08 2020-07-20 2021-10-25 2023-01-16. Author is listed
  2. NEP-ORE: Operations Research (4) 2020-03-02 2020-06-08 2020-07-20 2021-10-25
  3. NEP-ENV: Environmental Economics (3) 2023-01-16 2023-01-16 2023-02-13
  4. NEP-BIG: Big Data (1) 2020-07-20
  5. NEP-ETS: Econometric Time Series (1) 2016-07-30

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