Anoop Chaturvedi : Citation Profile


Are you Anoop Chaturvedi?

3

H index

0

i10 index

29

Citations

RESEARCH PRODUCTION:

26

Articles

8

Papers

RESEARCH ACTIVITY:

   37 years (1983 - 2020). See details.
   Cites by year: 0
   Journals where Anoop Chaturvedi has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 8 (21.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch970
   Updated: 2020-10-24    RAS profile: 2020-06-26    
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Relations with other researchers


Works with:

BRESSON, Georges (6)

Lacroix, Guy (5)

Baltagi, Badi (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anoop Chaturvedi.

Is cited by:

Tran, Van (9)

Tran, Van Hoa (9)

Wan, Alan (6)

Zou, Guohua (3)

Bhatti, Muhammad (2)

Ohtani, Kazuhiro (1)

Ponomarev, Yuriy (1)

Rey, Alexey (1)

Rahman, Mohammad Arshad (1)

Namba, Akio (1)

BRESSON, Georges (1)

Cites to:

Wan, Alan (7)

Hausman, Jerry (7)

Carter, Richard (Robin) (6)

BRESSON, Georges (6)

Baltagi, Badi (6)

Taylor, William (6)

Ullah, Aman (6)

Sims, Christopher (3)

Ohtani, Kazuhiro (3)

Uhlig, Harald (2)

Tran, Van Hoa (2)

Main data


Where Anoop Chaturvedi has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis5
Journal of the Royal Statistical Society Series A3
Economics Letters3
Statistics in Transition New Series2
Journal of Economics and Econometrics2
Statistics & Probability Letters2

Recent works citing Anoop Chaturvedi (2020 and 2019)


YearTitle of citing document

Works by Anoop Chaturvedi:


YearTitleTypeCited
2020Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation In: Papers.
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2015Modeling 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) In: Journal of the Royal Statistical Society Series A.
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2016Analysis 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 In: Journal of the Royal Statistical Society Series A.
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2019Linear Models and the Relevant Distributions and Matrix Algebra In: Journal of the Royal Statistical Society Series A.
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2000Bayesian Unit Root Test in Nonnormal AR(1) Model In: Journal of Time Series Analysis.
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2015Robust linear static panel data models using ε-contamination In: CIRANO Working Papers.
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2018Robust linear static panel data models using ε-contamination.(2018) In: Journal of Econometrics.
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2017Robust linear static panel data models using e-contamination.(2017) In: Cahiers de recherche.
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2020Robust Dynamic Panel Data Models Using ε-contamination In: CIRANO Working Papers.
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2020Robust Dynamic Panel Data Models Using e-Contamination.(2020) In: IZA Discussion Papers.
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2016Bayesian Inference For State Space Model With Panel Data In: Statistics in Transition new series.
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2016BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA.(2016) In: Statistics in Transition New Series.
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article
1997Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances In: Econometric Theory.
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1986A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models In: Economics Letters.
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1988The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators In: Economics Letters.
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article4
1990Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix In: Economics Letters.
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2012Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances In: Journal of Multivariate Analysis.
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article1
2016Shrinkage estimation in spatial autoregressive model In: Journal of Multivariate Analysis.
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2001Double k-Class Estimators in Regression Models with Non-spherical Disturbances In: Journal of Multivariate Analysis.
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article2
2002Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix In: Journal of Multivariate Analysis.
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2004Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function In: Journal of Multivariate Analysis.
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2019Robust Bayesian analysis of a multivariate dynamic model In: Physica A: Statistical Mechanics and its Applications.
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1993Selecting a double k-class estimator for regression coefficients In: Statistics & Probability Letters.
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article1
2005Bayesian unit root test for model with maintained trend In: Statistics & Probability Letters.
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2012Bayesian Unit Root Test for Time Series Models with Structural Break in Variance In: Journal of Economics and Econometrics.
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2017Bayesian Unit Root Test for Panel Data In: Journal of Economics and Econometrics.
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2016Bayesian Unit Root Test for Panel Data.(2016) In: EERI Research Paper Series.
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paper
2019GENERALIZED BAYES ESTIMATION OF SPATIAL AUTOREGRESSIVE MODELS In: Statistics in Transition New Series.
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2014Robust linear static panel data models using epsilon-contamination In: MPRA Paper.
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2000Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances In: Annals of the Institute of Statistical Mathematics.
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article1
1983Some properties of the distribution of an operational ridge estimator In: Metrika: International Journal for Theoretical and Applied Statistics.
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2014Robust Bayesian analysis of Weibull failure model In: METRON.
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2003Unbiased estimation of the MSE matrices of improved estimators in linear regression In: Journal of Applied Statistics.
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1999Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion. In: Economics Working Papers.
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paper6

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