Econometrics Methodology:


"Multi-period Predictions in Dynamic Models," International Economic Review, October 1975, 699-7.

"Estimation of Econometric Models with Unobservable Variables," Arthaniti, Journal of Economics of the University of Calcutta, Vol. 10, 1977, 102-122.

"Estimation of Triangular Structural Models," (with Peter Schmidt), Econometrica, May 1978,  1217-1221. Reprinted in Simultaneous Equations Estimation (ed. Carl Christ), Edward Elgar Publishing Ltd, London (1994).

"A Note on a Theorem by Professor Chow," Economic Letters, Vol. 1, No. 2, 1977, 125-127.

“MELO Predictors in Dynamic Economic Models," Proceedings of the American Statistical Association Meeting, (Business and Economic Statistics Section), 1977, 354-356.

"On ML Estimation of Functional Form and Heteroskedasticity," (with D. Egy), Economics  Letters, 2, 1979, 155-159.

"Joint Estimation and Tests of Functional Form and Heteroskedasticity," (with D. Egy).  Journal of Econometrics, June 1981, 299-307.

"Exact Sampling Distribution of Omitted Variable Estimator," (with T. Kinal), Economics Letters, December 1981, 121-127.

"On the Estimation of Popular Price Expectations," (with R. P. H. Fishe), Journal of Econometrics, April 1981, 89-102.

"Specification Error Analysis with Stochastic Regressors," (with T. Kinal).  Econometrica, July 1983, 1209-1219.

"On the Distribution Function of Alternative Model Selection Procedures,” (with T. Kinal), Economics Letters, 1984.  97-101.

"A Note on Selection of Regressors," (with T. Kinal).  International Economic Review. 1984, 625-629.

"Efficient Estimation of Triangular Structural Models with Panel Data (with T. Kinal).  Journal of Quantitative Economics, July 1991, 265-271. (Special issue in honor of Professor C. R. Rao).

"A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses  Using NAPM Data," (with S. Dasgupta), Journal of Business and Economic Statistics, October 1992.

"Panel Data Models with Rational Expectations," in Econometrics, Handbook of Statistics, Vol. 11 (eds. G.S. Maddala, C. R. Rao and H. D. Vinod). Chapter 26, 721-737. North-Hollan (1993).

"Testing for Cointegration: Power versus Frequency of Observation - Another View," (with N. Mamingi). Economics Letters, 1995, 121-125.

"Granger Causality and Misspecified Vector Autoregressions," (with N. Mamingi). Economic  Theory, Trade and Quantitative Economics: Essays in Honor of Professor P. N. Roy (Eds. A. Banerjee and B. Chatterjee), Calcutta University Press, 1996, 315-329.

"Relative Performance of Pre-Test Estimators in the Presence of a Unit Root," (with M. Paul), Proceedings of the Section on Bayesian Statistical Science, Annual Meeting of the American  Statistical Association, 1996, 238-243.

"Risk Comparisons Among Restricted Least Squares, Pre-Test and OLS Estimators Under Model Mis-Specification: Omission of Stochastic Regressors," (With M. Paul). Quantitative Economics - Theory and Practice (Essays in Honor of N. Bhattarcharya), Eds. S. R. Chakravarty et al. Allied Publishers, New Delhi.1998, 269-302.

"Testing for Normality in a Probit Model with Double Selectivity," (with J. Song), Economics Letters, October 1999, 33-39. 

"The ET Interview: Professor G.S. Maddala", Econometric Theory, October 1999, 753-776.

"MCMC Algorithms for Two Recent Bayesian Procedures for Limited Information Simultaneous Equations Models," (with C. Gao), Economics Letters 66, 2000, 121-126.

"Further Consequences of Viewing LIML as an Iterated Aitken Estimator," (with C. Gao), Journal of Econometrics, 2000, 187-202.

"Degeneration of Feasible GLS to 2SLS in a Limited Information Simultaneous Equations Model," (with C. Gao). Econometric Theory; Problem 00.2.1, Vol. 16.2, 2000. p. 287: Solution in Vol. 17.2, 2001, p. 484.   

“A Note on the Double k-Class Estimator in Simultaneous Equations,” (with C. Gao), Journal of Econometrics, May 2001, Vol. 108 (1), 101-111.

“A Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo” (with Jian Gao), Journal of Econometrics, November  2002, Vol. 111, No 1, 103-133.

“ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts”, (with Fushang Liu). Advances in Econometrics, Volume 20: Econometric Analysis of Economic and Financial Time Series, eds: T. Fomby and D. Terrell (2005), 321-363.  

"Frequential Test for the Validity of Subjective Probability Forecasts of GDP Declines" (with George Wang), Forecasting Letters 1, 2006.

"Modeling Multi-period Inflation Uncertainty Using a Panel of Density Forecasts" (with F. Liu), Journal of Applied Econometrics, 21, 2006, 1199-1220.

"Subjective Probability Forecasts for Recessions: Evaluation and Guidelines for Use", (with George Wang), Business Economics, April 2006, 26-35.

“Evolution of Forecast Disagreement in a Bayesian Learning Model”, (with X. Sheng), Journal of Econometrics, 144, 2008, 325-340.

"Maddala, G.S. (1933–1999)." The New Palgrave Dictionary of Economics. Second Edition. Eds. Steven N. Durlauf and Lawrence E. Blume. Palgrave Macmillan, 2008.

“Editorial”, (with E. G. Tsionas and W. Greene), Special issue on Advances in Applied Econometrics, Journal of Probability and Statistics, 2011.

“Evaluating probability forecasts for GDP declines using alternative methodologies”, (with J. George Wang), International Journal of Forecasting, 2013, 29(1), 175-190.

“Forecasting Binary Outcomes” (with Liu Yang), Forthcoming in Handbook of Economic Forecasting, Vol. 2 (Eds. G. Elliott and A. Timmermann), 2013.

“Modeling Hedge Fund Returns: Selection, Non-linearity and Managerial Efficiency”, (with H. Shawky and Y. Zhao), Managerial and Decision Economics, special issue on Entrepreneurship, Innovation and Growth, Article first published online: 23 SEP 2013. DOI: 10.1002/mde.2652.

"Quantifying Survey Expectations: A Critical Review and Generalization of the Carlson-Parkin Method, (with Y. Zhao), International Journal of Forecasting, 2015, 31, 51-62.

“Testing the Value of Probability Forecasts for Calibrated Combining”, (with H. Peng and Y. Zhao).  International Journal of Forecasting, Vol. 31 (1) 2015, 113-129.

“A Non-linear Forecast Combination Procedure for Binary Outcomes” (with Yang Liu), Forthcoming in Studies in Nonlinear Dynamics and Econometrics, Special issue in honor of James Ramsey.

“Confidence Bands for ROC Curves with Serially Dependent Data” (with Liu Yang), Forthcoming in Journal of Business and Economic Statistics, DOI:10.1080/07350015.2015.1073593.

 “Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation” (with Liu Yang). Forthcoming in Economics Letters.