The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Maddala, G.S. (1933–1999)

  • Kajal Lahiri
Reference work entry
DOI: https://doi.org/10.1057/978-1-349-95189-5_2187

Abstract

G.S. Maddala’s many publications covered almost every substantive areas of econometrics – distributed lags, generalized least squares, panel data, simultaneous equations, measurement errors, switching and disequilibrium models, qualitative and limited dependent variable models, selection and self-selection models, exact small sample distributions of estimators, outliers and bootstrap methods, robust estimators and more. G.S. became a veritable textbook himself – a pre-eminent teacher in econometrics and an authority on almost every econometrics topic. G.S. was a brilliant expositor – he could cut through the technical superstructure to reveal only essential details, while retaining the nerve centre of the subject matter he sought to explain.

Keywords

Maddala, G. S Griliches. Z Bayesian econometrics Bootstrap Cointegration Crosssection information Disequilibrium models Dummy variables Econometric Society Econometrics Elasticity of substitution Error component estimator Exchange rate determination Heteroskedasticity Instrumental variables Limited dependent variables Maximum likelihood Mundlak, Y Nerlove, M Panel data Pareto distribution Pascal lag Production functions Qualitative variables Rational distributed lag models Rational expectations Recursive models Sample theory Simultaneous equations models Singh–Maddala distribution Structural breaks Structural change Survey data Technical change Time series analysis Two-step procedures Unit roots Wald test Weibull distribution 

JEL Classifications

B31 
This is a preview of subscription content, log in to check access.

Notes

Bibliography

  1. Chao, J.C., and P.C. Phillips. 2002. Jeffreys prior analysis with simultaneous equations models in the case with n+1 endogenous variables. Journal of Econometrics 111: 251–282.CrossRefGoogle Scholar
  2. Griliches, Z. 1999. Forward. In Analysis of panels and limited dependent variable models (essays in honor of G.S. Maddala), ed. C. Hsiao et al. Cambridge: Cambridge University Press.Google Scholar
  3. Hsiao, C. 2003. In Memoriam: G.S. Maddala. Econometric Reviews 22: vii–viii.Google Scholar
  4. Hsiao, C., K. Lahiri, L.-F. Lee, and M.H. Pesaran. 1999. Analysis of panels and limited dependent variable models (essays in honor of G.S. Maddala). Cambridge: Cambridge University Press.Google Scholar
  5. Lahiri, K. 1999. ET interview: Professor G.S. Maddala. Econometric Theory 15: 753–776.Google Scholar
  6. Lahiri, K., and P.C. Phillips. 1999. Obituary: G.S. Maddala, 1933–1999. Econometric Theory 15: 639–641.Google Scholar
  7. Pagan, A.R. 1986. Two stage and related estimators and their applications. Review of Economic Studies 53: 517–538.CrossRefGoogle Scholar
  8. Phillips, P.C. 2006. A remark on bimodality and weak instrumentation in structural equation estimation. Econometric Theory 22: 947–960.Google Scholar
  9. Rosen, S. 2000. G.S. Maddala Memoir. First G.S. Maddala Lecture. Department of Economics, Ohio State University, Columbus, 26 April 2000.Google Scholar

Copyright information

© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Kajal Lahiri
    • 1
  1. 1.