G. S. Maddala
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|G. S. Maddala|
May 21, 1933|
|Died||June 4, 1999
Columbus, Ohio, U.S.
|Institutions||Ohio State University 1994-99
University of Florida 1975-93
University of Rochester 1967-75
Stanford University 1963-67
|Alma mater||University of Chicago Ph.D. 1963
Bombay University M.A.
Andhra University B.A.
|Doctoral advisor||Zvi Griliches|
|Known for||Theoretical and applied econometrics|
Maddala was born in British India to a family of very modest means. In 1963 he completed his Ph.D. in the Department of Economics as a Fulbright Scholar at the University of Chicago with a thesis written under the supervision of Zvi Griliches. Before that, he had received a B.A. in Mathematics from Andhra University and an M.A. in Statistics from Bombay University. Maddala held the University Eminent Scholar position at Ohio State University upon his death; previous university affiliations included Stanford University (1963–1967), University of Rochester (1967–1975), and the University of Florida (1975–1993).
Maddala published over 110 scholarly papers and wrote 12 books covering most of the emerging areas of econometrics. His 1983 book titled Limited Dependent and Qualitative Variables in Econometrics is now regarded as a classic and seminal text for advanced studies in econometrics.
In Econometric methodology, Maddala’s key areas of research and exposition included distributed lags, generalized least squares, panel data, simultaneous equations, errors in variables, income distribution, switching regressions, disequilibrium models, qualitative and limited dependent variable models, self-selection models, outliers and bootstrap methods, unit roots and cointegration methods, and Bayesian econometrics. In empirical economics, Maddala contributed to the areas of consumption, production and cost functions, money demand, regulation, pseudo-data, returns to college education, housing market discrimination, survey data on expectations, and risk premia in future markets.
- Maddala, G.S. (1963). "Technological Change in the Bituminous Coal Industry, 1919-1954". Ph.D. dissertation, The University of Chicago, United States—Illinois.
- _____ (1983). Limited Dependent and Qualitative Variables in Econometrics, Cambridge. Description, and preview.
- _____ (1992). Introduction to Econometrics, 2nd ed., Macmillan.
- G.S. Maddala, "How I Became an Econometrician", autobiographic essay
- Kajal Lahiri and Peter C.B. Phillips (1999), "Obituary: G.S. Maddala, 1939-1999", Econometric Theory 15
- Kajal Lahiri (1999), "The ET Interview: Professor G.S. Maddala", Econometric Theory 15