The Role of coefficient drivers of time-varying coefficients in estimating the total effects of a regressor on the dependent variable of an equation by Swamy, Paravastu Ananta Venkata Bhattanatha, Chang, I.-Lok, Von zur Mühlen, Peter, Achameesing, Amit

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Coping with unobservables in estimating production functions: An example with US banking data by Paravastu, Swamy A.V.B., von zur Muehlen, Peter, Chang, I-Lok

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Endogeneity, time-varying coefficients, and incorrect vs. correct ways of specifying the error terms of econometric models by Swamy, P. A. V. B, Mehta, Jatinder S, Chang, I-Lok

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THE STATE OF ECONOMETRICS AFTER JOHN W. PRATT, ROBERT SCHLAIFER, BRIAN SKYRMS, AND ROBERT L. BASMANN by Paravastu, Swamy, von zur Muehlen, Peter, Mehta, Jatinder Singh, Chang, I-Lok

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A method for measuring treatment effects on the treated without randomization by Swamy, Paravastu A. V. B, Hall, Stephen G, Tavlas, George S, Chang, I-Lok, Gibson, Heather D, Greene, William H, Mehta, Jatinder S

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Removing specification errors from the usual formulation of binary choice models by Swamy, Paravastu A. V. B, Chang, I-Lok, Mehta, Jatinder S, Greene, William H, Hall, Stephen G, Tavlas, George S

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Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data by Mehta, Jatinder, Tavlas, George S, Chang, I-Lok, Swamy, P

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A Computational Approach to Finding Causal Economic Laws by Swamy, P.A.V.B, Hallahan, Charles, Tavlas, George S, Chang, I-Lok

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Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand by Swamy, P.A.V.B., Yaghi, Wisam, Mehta, Jatinder S., Chang, I-Lok

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An efficient method of estimating the true value of a population characteristic from its discrepant estimates by Swamy, P.A.V.B., Mehta, Jatinder S., Chang, I-Lok, Zimmerman, T.S.

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How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US by Swamy, P.A.V.B., Tavlas, George S., Chang, I-Lok

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On the Zeros of Power Series with Hadamard Gaps--Distribution in Sectors by Chang, I Lok

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An efficient method of estimating the true value of a population characteristic from its discrepant estimates: The Fourth Special Issue on Computational Econometrics by SWAMY, P. A. V. B, MEHTA, Jatinder S, CHANG, I-Lok, ZIMMERMAN, T. S

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Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand : The third special issue on computation econometric... by SWAMY, P. A. V. B, YAGHI, Wisam, MEHTA, Jatinder S, CHANG, I-Lok

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Fresnel-integral approximation by Lok Chang, I., Fuchs, W.H.J., Hayman, W.K.

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How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US: Computational econometrics by SWAMY, P. A. V. B, TAVLAS, George S, CHANG, I-Lok

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On the Zeros of Power Series with Hadamard Gaps--Distribution in Sectors by Chang, I-Lok

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Lacunary power series on the unit circle by Chang, I Lok

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Mathematical software: Plod by Argon, E., Chang, I.-L., Gunaratna, G., Kahaner, D.K., Reed, M.A.

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High-Altitude Balloon Test of Satellite Solar Occultation Instrument for Monitoring Stratospheric O 3 , H 2 O and HNO HNO by Weinreb, M. P., Morcan, W. A., Chang, I-Lok, Johnson, L. D., Bridges, P. A., Neuendorffer, A. C.

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