"Multiperiod
Predictions in Dynamic Models," International Economic Review,
October 1975, 699-711.
"Inflationary Expectations:
Their Formation and Interest Rate Effects," American Economic Review,
March 1976, 124-131.
"Estimation of Econometric
Models with Unobservable Variables," Arthaniti,
Journal of Economics of the University of Calcutta, Vol. X, 1977, 102-122.
"Estimation of Triangular
Structural Models," (with Peter Schmidt), Econometrica,
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(ed. Carl Christ), Edward
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Professor Chow," Economic Letters, Vol., 1, No. 2, 125-127.
"Inflationary Expectations and
the U.S. Wage-Price Dynamics," Proceedings of the Econometric
Society European Meeting 1979, Selected Econometric Papers in Memory of Stefan Valavanis, (ed. E. G. Charatsis),
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"A Joint Study of Expectations
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Economics, July 1977, 347-359.
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Formation in the Indian Cigarette Industry: A Micro-econometric Study," Sankhya-The Indian Journal of Statistics,
1979, 155-170.
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Econometric Implications of Rational Expectations Hypothesis," Empirical
Economics, December 1981. 111-127.
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Constancy of Real Interest Rates and the Mundell
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"Testing
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(with C. Teigland), International Journal of
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Flexible Use of Survey Data on Expectations in Macroeconomic Models,"
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"Interest
Rates and the Subjective Probability Distribution of Price Forecasts",
(with C. Teigland and M. Zaporowsky). Journal of
Money, Credit and Banking, May 1988, 233-247.
"A Comparison
of Alternative Real Rate Estimates," (with M. Zaporowski). Oxford Bulletin of Economics and
Statistics, August 1988, pp. 303-312.
"On the Estimation and
Interpretation of Urban Density Gradients" (with R. H. Lankford and R. Numrich), Journal of Business and Economic Statistics,
April 1989, pp. 227-235.
Tests for Unbiasedness
in the Long-run Using Survey Data" (with T. S. Chun), International
Economic Journal, Summer 1989, pp.27-42.
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Inflation Based on Interest Rates," (with S. Dasgupta),
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1990, pp. 339-353.
"A Macroeconometric
Model for Developing Countries" (with N. Hague and P. Montiel)
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"A
Computational Algorithm for Multiple Equation Models with Panel Data"
(with T. Kinal). Economic Letters, October 1990, 143-146.
"A Panel Data
Analysis of Productive Efficiency in Freestanding Health Clinics" (with S.
C. Johnson). Empirical Economics (Special issue on Panel Data).
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Responses Using NAPM Data," (with S. Dasgupta), Journal
of Business and Economic Statistics, October 1992.
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Models with Rational Expectations" in Econometrics, Handbook of
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of Simultaneous Equations Models with Error Components with an Application to a
Model of Developing Country Foreign Trade" (with T. Kinal). Journal of Applied Econometrics,
March 1993, 81-92.
"On the Use
of Dispersion Measures from NAPM Surveys in Business Cycle Forecasting"
(with S. DasGupta). Journal of Forecasting, 1993,
239-253.
"Estimation of
a Macroeconomic Model with Rational Expectations and Capital Controls for
Developing Countries" (with N. Hague and P. Montiel). Journal of Development Economics,
December 1993, 337-356.
"Predicting Cyclical Turning
Points With Leading Index in a Markov Switching
Model" (with Jiazhuo Wang). Journal of
Forecasting, 1994, 245-263.
"Socioeconomic Factors and the
Odds of Vaginal Birth After Cesarean Section"
(with Dale King). JAMA-The Journal of the American Medical
Association, August 1994, 524-529.
"A Framework for Analyzing
Survey Forecasts Using Three-Dimensional Panel Data" (with Anthony
Davies). Journal of Econometrics, 1995, pp. 205-227.
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als neue Fr�hindikatoren - Theorie und Evidenz" in Konjunktur
- Indikatoren: Fakten, Analysen, Verwendung (Ed.
K. H. Oppenl�nder), Oldenbourg
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Another View" (with Nlandu Mamingi). Economics Letters, 1995, pp.
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Restricted Least Squares, Pre-Test and OLS Estimators Under
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Predictors of Business Cycles" in Statistical Methods in Finance:
Handbook of Statistics Vol. 14 (Eds. G.S.Maddala
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Statistical Association, 1996, pp. 238-243.
"A Time Series and Cross
Sectional Analysis of Consumer Sentiment and Its Components" (with Detelina Ivanova), In Social
Structural Change - Consequences for Business Cycle Surveys, (Eds. K.
H. Oppenl�nder and G. Poser), Aldershot:
Ashgate Publishing, England, 1998, 337-362.
"Re-examining the Rational
Expectations Hypothesis Using Panel Data on Multiperiod
Forecasts" (with A. Davies), Analysis of Panels and Limited
Dependent Variable Models, (Eds. C. Hsiao et al.), Cambridge Univ.
Press, 1999, 226-254.
"Testing for Normality in a Probit Model with Double Selectivity" (with Jae Song),
Economics Letters, October 1999, 33-39.
"Interest
Rate Spreads as Predictors of German Inflation and Business Cycle" (with
D. Ivanova and F. Seitz), International Journal
of Forecasting, 2000, 39-58.
"MCMC Algorithms for Two Recent
Bayesian Procedures for Limited Information Simultaneous Equations Models"
(with C. Gao), Economics
Letters 66, 2000, 121-126.
"The ET Interview: Professor
G.S. Maddala", Econometric Theory,
October 1999, 753-776.
"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.
"The Effect
of Smoking on Health Using Sequential Self-Selection Model", (with Jae
Song). Health
Economics, 2000, 491-511. Reprinted in Econometric
Analysis of Health Data (eds. A. Jones and O. O�Donnell, Chapter 4, pp.
51-69, John Wiley and Sons, Chichester, UK.
"A Structural Model of Social
Security's Disability Determination Process", with J. Hu, D. R. Vaughan and B. Wixon),
ORES Working Paper Series, Number 72, Social Security Administration, August
1997. Review of Economics and Statistics, (May 2001), 348-361.
"When Should We Care About
Consumer Sentiment? Evidence From Linear and Markov-Switching Models"
(with D. Ivanova), Indian Economic Review,
Special Issue on Business Cycles, Jan.-June 2001, XXXVI, No. 1, 153-169. Reprinted in Business Cycles and Economic Growth � An Analysis
Using Leading Indicators, Ed. P. Dua), Oxford.
"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.
"Monthly Output Index for the
US Transportation Sector" (with H.O. Stekler, W.
Yao, and P. Young), Journal of Transportation and Statistics,
Vol. 6 (2/3), 2003, 1-41.
"An
Econometric Analysis of Veterans' Health Care Utilization Using Two Part
Models", (with G. Xing).
Empirical Economics. Vol. 29, 431-449,
2004
"The Predictive Power of An Experimental Transportation Output Index" (with W.
Yao), Applied Economics Letters, Vol. 11(3), 2004, 149-152.
"Transportation
Sector and the Aggregate Economy: Their Linkages at the Business Cycle
Frequencies", (with W. Yao), Transportation Research Record,
National Academies, 103-111, 2004.
"An Econometric Framework for
Analyzing GDP Forecasts of India and its Major Trading
"Modeling
Medicare-Eligible Veterans� Demand for Outpatient Services: A Two-Stage
Approach" (with G. Xing).
Health Services and Outcomes Research Methodology,
4, 221- 240, 2004.
"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.
"How Quickly Do Forecasters
Incorporate News? Evidence from Cross-country Surveys", (with G. Isikler and P. Loungani), Journal
of Applied Econometrics, 21, 2006, 703-725.
"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.
"Frequential
Test for the Validity of Subjective Probability Forecasts of GDP Declines"
(with George Wang), Forecasting Letters 1, 2006.
"The Value of Probability
Forecasts as Predictors of Cyclical Downturns", (with J. Wang), Applied
Economics Letters, 14, 2007, 11-14.
"Economic Indicators for the
U.S. Transportation Sector" (with Vincent Yao), Transportation
Research - A, 40, 2006, 872-887.
"How
Far Ahead Can We Forecast? Evidence from Cross-Country Surveys" (with G. Isiklar), International Journal of Forecasting,
23, 2007, 167-187.
Awarded
best IJF paper during 2006-2007.
"Income Related Health
Disparity and Its Determinants in New York State: Racial/Ethnic and
Geographical Comparisons" (with Z. Pulungan). In
Toward Equity in Health: A New Global Approach to Inequities in Health,
(Ed. Barbara Wallace), Springer, 2007, pp. 97-127.
"G.S. Maddala,
1933-1999", Forthcoming in New Palgrave: A Directory of Economics (2nd.
edition.), Eds., L. Blume and S. Durlauf. 2007.
"Evolution of Forecast
Disagreement in a Bayesian Learning Model", (with X. Sheng), Journal of Econometrics,
144, 2008, 325-340.
"A Model of Social Security
Disability Insurance Using Matched SIPP/Administrative Data", (with J.
Song and B. Wixon), Journal of Econometrics,
145, 2008, 4-20.
"Estimating
International Transmission of Shocks Using GDP Forecasts: India and Its Trading
Partners", (with G. Isiklar). Development
Macroeconomics , Essays in Memory of Anita Ghatak (Eds. S. Ghatak
and P. Levine), Routledge, 2009, 123-162.
"Comment on Forecasting
Economic and Financial Variables with Global VARs" by M. Hashem Pesaran, T. Schuermann and L. V. Smith. International Journal of
Forecasting, Vol. 25, Issue 4, October-December 2009, 689-692.
"Editorial: Applied Bayesian Forecasting in
Economics", (with G. Martin), International Journal of Forecasting,
Special Issue, Vol. 26, No. 2, 2010, 211-213.
"Learning and Heterogeneity in GDP and Inflation
Forecasts", (with X. Sheng), International Journal of Forecasting
(special issue on Bayesian Forecasting in Economics), 26, 2010, 265-292.
"An Assessment of Growth Forecasts for India", (with P. Loungani), Economic and Political Weekly,
Vol. XLV, No. 3, January 16, 2010, 61-65.
"Measuring Forecast Uncertainty by Disagreement: The Missing Link", Journal
of Applied Econometrics, 2010, 25: 514-538.
"On
Estimating the Failure Probability of Hedge Funds", (with H. Shawky and W. Zhao). In Research in Finance, Vol. 27,
(ed. J.W. Kensinger). Emerald
Books. 2011, 85-119.
"Analyzing
Three-Dimensional Panel Data of Forecasts", (with A. Davies and X. Sheng). Oxford Handbook of Economic
Forecasting, eds. M.P. Clements and D.F. Hendry, 2010. Oxford
University Press, 473-495.
"Limits
to Economic Forecasting", Chapter 3 in Advances in Economic Forecasting,
(ed. M. L.� Higgins) W.E. Upjohn
Institute for Employment Research, Kalamazoo, MI., 2011, 25-49.
"Editorial",
(with E. G. Tsionas and W. Greene), Special issue on
Advances in Applied Econometrics, Journal of Probability and Statistics,
2011.
"Comment"
on Forecast Rationality Tests based on Multi-Horizon Bounds by A. Patton and A.
Timmermann, Journal of Business and Economic Statistics,
30 (1), 2012, 20-25.
"Racial/Ethnic
and Education-Related Disparities in Control of Risk Factors for Cardiovascular
Disease among Individuals with Diabetes" (with P. Chatterji
and H. Joo), Diabetes Care, 35 (1), 2012, 305-312.
"Should
Transportation Output be Included as Part of the Coincident Indicators System?" (with W. Yao), OECD
Journal: Journal of Business Cycle Analysis and Measurement, 2012/1, 1-24.
"Nowcasting US GDP: The role of ISM Business Surveys"
(with G. Monokroussos), International Journal of
Forecasting, Special issue on Flash Indicators, 29 (4), 2013, 644�658.
"The
dynamics of income-related health inequality among US children", (with P. Chatterji and J. Song), Health Economics, 2012.
"Beware
of being unaware: Racial/ethnic disparities in chronic illness in the U.S. "
(with P. Chatterji and H.S. Joo),
Health
Economics. 2012 (Vol. 21), 1040-1060.
"Evaluating
probability forecasts for GDP declines using alternative methodologies",
(with J. G Wang), International Journal of Forecasting, 2013, 29(1), 175-190.
"The
yield spread puzzle and the information content of SPF forecasts", (with
G. Monokroussos and Y. Zhao). 2013, Economics
Letters 18(1), 219-221.
"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.
"Identifying
the Mechanisms for Workplace Burden of Psychiatric Illness", (with S.
Banerjee and P. Chatterji). Medical Care, 2013, 52 (2), pp. 112-120.
"Birthweight and Academic Achievement in Childhood",
(with P. Chatterji, and D. Kim), Health Economics, 23 (9),
1013-1035, 2014.
"Fetal Growth and
Neurobehavioral Outcomes in Childhood" (with P. Chatterji
and D. Kim), Economics and Human Biology, Vol. 15, December 2014, 187-200.
"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.
"Editorial:
Global Economic Linkages and Corporate Earnings", (with J. Guerard), International Journal of Forecasting,
31, (2), 2015, 392�398.
"Further
Analysis of The Conference Board�s New Leading Economic Index" (with Y.
Liu). International
Journal of Forecasting, 31 (2), 2015, 446�453.
"Examining the Education
Gradient in Chronic Illness" (with P. Chatterji
and H. S. Joo), Forthcoming in Education Economics.
DOI:10.1080/09645292.2014.944858
"A Non-linear
Forecast Combination Procedure for Binary Outcomes" (with Yang Liu), Studies in Nonlinear Dynamics and
Econometrics, Special issue in Honor of James Ramsey. Vol. 20 (1), 2016, 421-440.
"On-line
Learning and Forecast Combination in Unbalanced Panels" (with H. Peng and Y. Zhao), Econometric
Reviews. Special issue in Honor of Peter Schmidt. Vol. 36, Issues1-3,
2017, 257-288.
"Forecasting
Consumption: The Role of Consumer Confidence in Real Time with Many Predictors"
(with G. Monokroussos and Y. Zhao), Journal of Applied Econometrics, Vol.31
(Nov/Dec), Issue 7, 2017, 1254�1275.
"Asymptotic
Variance of Brier (Skill) Score in the Presence of Serial Correlation"
(with L. Yang). Economics Letters.
Vol. 141, April 2016, 125-129.
"Effects of
Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach
Using Multiple Clinical Indicators" (with S. Banerjee and P. Chatterji).
Health Economics, Vol. 26 (2), Feb.
2017, 184-205.
"Determinants of Consumer
Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers"
(with Y. Zhao), Journal of Business
Cycle Research, Vol. 12 (2), Dec. 2016, 187-215.
"Diabetes and Labor Market
Exits: Evidence from the Health & Retirement Study (HRS)", (with P. Chatterji and H.S. Joo), Journal of the Economics of Ageing,
Vol. 9, 2017, 100�110.
"Confidence Bands for ROC
Curves with Serially Dependent Data" (with L. Yang), Journal of Business and Economic Statistics, 2018, 36:1, 115-130.
"International
propagation of shocks: A dynamic factor model using survey forecasts"
(with Y. Zhao), International Journal of
Forecasting, 35 (2019) 929-947.
"Inflation expectations in
India: Learning from household tendency surveys" (with A. Das and Y.
Zhao), International Journal of
Forecasting, 35 (3), July-September 2019, 980-993.
"Estimating
Macroeconomic Uncertainty and Discord using Info-Metrics" (with W. Wang). In (A. Golan et al. Eds.)
Innovations in Info-metrics: A Cross-disciplinary
perspective on Information and Information processing, Oxford University
Press, 2019 forthcoming.