Maddala, G.S. (1933–1999)

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.