1. Srivastava, A.K. and Shalabh (1995): "Predictions in Linear Regression Models With Measurement Errors", Indian Journal of Applied Economics, Vol. 4, No. 2, pp. 1-14.
2. Shalabh (1995): "Performance of Stein - rule Procedure for Simultaneous Prediction of Actual and Average Values of Study Variable in Linear Regression Model", Bulletin of the International Statistical Institute, The Netherlands, pp. 1375-1390.
3. Rao, B. and Shalabh (1995): "Unit Roots, Cointegration and the Demand for Money in India", Applied Economic Letters, 2, 397-399.  
4. Srivastava, A.K. and Shalabh (1996): "Properties of a Consistent Estimation Procedure in Ultrastructural Model when Reliability Ratio is Known", Microelectronics and Reliability, Vol. 36, No. 9, pp. 1249-1252.
5. Srivastava, A.K. and Shalabh (1996): "Efficiency Properties of Least Squares and Stein-Rule Predictions in Linear Regression Model", Journal of Applied Statistical Science, Vol. 4, No. 2/3, pp. 141-145.
6. Srivastava, A.K. and Shalabh (1996): "A Composite Target Function for Prediction in Economic Models", Indian Journal of Applied Economics, Vol. 5, No. 5, pp. 251-257.
7. Toutenburg, H. and Shalabh (1996): "Predictive Performance of the Methods of Restricted and Mixed Regression Estimators", Biometrical Journal, 38, 8, pp. 951-959.
8. Srivastava, A.K. and Shalabh (1997): "A New Property of Stein Procedure in Measurement Error Model", Statistics and Probability Letters, 32, pp. 231-234.
9. Shalabh (1997): "Ratio Method of Estimation in the Presence of Measurement Errors", Indian Journal of Agricultural Statistics, Vol. 50, No.2, pp. 150-155.
10. Srivastava, A.K. and Shalabh (1997): "Improved Estimation of Slope Parameter in a Linear Ultrastructural Model when Measurement Errors are not Necessarily Normal", Journal of Econometrics, 78, pp. 153-157.
11. Shalabh (1997): "On Efficient Forecasting in Linear Regression Models", Journal of Quantitative Economics, Vol. 36, No. 2, pp. 133-140.  
12. Srivastava, A.K. and Shalabh (1997): "Consistent Estimation for the Non-normal Ultrastructural Model", Statistics and Probability Letters, 34, pp. 67-73.
13. Srivastava, A.K. and Shalabh (1997): "Asymptotic Efficiency Properties of Least Squares Estimation in Ultrastructural Model", TEST, Vol. 6, No. 2, pp. 419-431.
14. Shalabh (1998): "Unbiased Prediction in Linear Regression Model with Equicorrelated Responses", Statistical Papers, Vol. 39, No. 2, pp.237-244.
15. Shalabh (1998): "Improved Estimation in Measurement Error Models Through Stein-rule Procedure", Journal of Multivariate Analysis, 67, 35-48. , Corrigendum : Journal of Multivariate Analysis, 74, p. 162, (2000).
16. Toutenburg, H. and Shalabh (1998) : "Prediction of Response Values in Linear Regression Models from Replicated Experiments", SFB Discussion Paper 112, University of Munich, Munich, Germany.
17. Toutenburg, H. and Shalabh (1998) : "Use of minimum risk approach in the estimation of regression models with missing observation", SFB Discussion Paper 118, University of Munich, Munich, Germany.
18. Toutenburg, H. and Shalabh (1998) : "Improved Predictions in Linear Regression Models with Stochastic Linear Constraints", SFB Discussion Paper 124, University of Munich, Munich, Germany.
19. Shalabh (1999): "Improving the Predictions in Linear Regression Models", Journal of Statistical Research, Vol. 33, No. 1.
20. Toutenburg, H. and Shalabh (1999) : "Improving the Estimation of Incomplete Regression Models through Pilot Investigations and Repeated Studies", SFB Discussion Paper 154, University of Munich, Munich, Germany.
21. Toutenburg, H. and Shalabh (1999) : "Estimation of Regression Coefficients Subject to Exact Linear Restrictions when
    some Observations are Missing and Balanced Loss Function is Used", SFB Discussion Paper 163, University of Munich, Munich, Germany.
22. Toutenburg, H. and Shalabh (1999) : "Estimation of Regression Models with Equi-correlated Responses when some Observations on the Response Variable are Missing", SFB Discussion Paper 174, University of Munich, Munich, Germany.
23. Toutenburg, H. and Shalabh (2000): "Improved Prediction in Linear Regression Model with Stochastic Linear Constraints", Biometrical Journal, 42, 1, 71-86.
24. Shalabh (2000): "Prediction of Values of Variables in Linear Measurement Error Model", Journal of Applied Statistics, 27, 4, 475-482.  
25. Shalabh (2000): "Note on a Family of Unbiased Predictors for the Equi-correlated Responses in Linear Regression Models", Statistical Papers, Vol. 41, 2, pp. 237-241.
26. Shalabh and A.T.K. Wan (2000) : "Stein-rule Estimation in Mixed Regression Models", Biometrical Journal , Vol 42, pp.203-214.  
27. Srivastava A.K. and Shalabh (2000) : "On the Choice of Direction for Minimization of Residuals in Ultrastructural Model", Statistica, annoLX, n.1, 97-107.  
28. Toutenburg, H. and Shalabh (2001) : "Use of Minimum Risk Approach in the Estimation of Regression Models with Missing Observations", Metrika, 54, 247-249.
29. Shalabh (2001): "Consistent Estimation through Weighted Harmonic Mean of Inconsistent Estimators in Replicated Measurement Error Models", Econometric Reviews, Vol. 20, 4, 507-510.
30. Toutenburg, H. and Shalabh (2001) : "A note on the comparison of minimax linear and mixed regression estimation of regression coefficients when prior estimates are available", SFB Discussion Paper 238, University of Munich, Munich, Germany.
31. Toutenburg, H. and Shalabh (2001) : "Estimation of Linear Models with Missing Data: The role of Stochastic Linear Constraints", SFB Discussion Paper 239, University of Munich, Munich, Germany.
32. Ullah, A., Shalabh and D. Mukherjee (2001): "Consistent Estimation of Regression Coefficients in Replicated data with non-normal Measurement Errors", Annals of Economics and Finance, 2, 249-264.
33. Toutenburg, H. and Shalabh (2001): "Use of Prior Information in the form of interval constraints for the Improved Estimation of Linear Regression Models with some Missing Responses", SFB Discussion Paper 240, University of Munich, Munich, Germany.
34. Srivastava, A.,K. and Shalabh (2001): "Effect of Measurement Errors On the Regression Method of Estimation in Survey Sampling", Journal of Statistical Research, Vol. 35, No. 2 , pp. 35-44.
35. Shalabh (2001) : "Estimation of Bias and Standard Error of An Improved Estimator of Normal Mean", Metrika, 54, 43-51.
36. Toutenburg, H. and Shalabh (2001) : "Synthesizing the Classical and Inverse Methods in Linear Calibration", SFB Discussion Paper 252, University of Munich, Munich, Germany.
37. Shalabh (2001): "Least Squares Estimators in Measurement Error Model under the Balanced Loss Function", TEST, Vol. 10, 2, 301-308.
38. Shalabh (2001) : "Pitman Closeness Comparison of Least Squares and Stein-rule Estimators in Linear Regression Models with Non-normal Disturbances", The American Journal of Mathematical and Management Sciences (AJMMS), Vol. 21, No. 1 , pp. 89-100.  
39. Shalabh (2002) : "Effects of a Trended Regressor on the Efficiency Properties of the Least Squares and Stein-rule Estimation of Regression Coefficients", Handbook of Applied Econometrics and Statistical Inference, Editors: A. Ullah, A. Wan and A. Chaturvedi, Marcell Dekker, pp. 327-346.
40. Toutenburg, H. and Shalabh (2002) : "Prediction of Response Values in Linear Regression Models from Replicated Experiments", Statistical Papers, 43, pp. 423-433.
41. Shalabh and R. Chandra (2002): "Prediction in Restricted Regression Models", Journal of Combinatorics, Information System and Sciences, Vol. 29, Nos. 1-4, pp. 229-238.
42. Toutenburg, H. and Shalabh (2003) : "Pseudo Minimax Linear and Mixed Regression Estimation of Regression Coefficients when Prior Estimates are available", Statistics and Probability Letters, 63, pp. 35-39.
43. Toutenburg, H. and Shalabh (2003): "Estimation of Regression Models with Equi-correlated Responses when Some Observations on Response Variable are Missing", Statistical Papers, Vol. 44, No. 10, pp. 217-232.
44. Shalabh (2003): "Consistent Estimation of Coefficients in Measurement Error Models under Non-normality", Journal of Multivariate Analysis, Vol. 86, No. 2, pp. 227-241.  
45. Schaffrin, B., H. Toutenburg and Shalabh (2003): "On the Impact of Missing Values on the Reliability Measures in a Linear Model", Journal of Statistical Research, (Invited paper for Special Volume in Honor of Professor A.K.Md.E. Saleh) , 37, 2, pp. 251-260.
46. Chaturvedi, A. and Shalabh (2004): "Risk and Pitman Closeness Properties of Feasible Generalized Double k-class estimators in Linear Regression Models with Non-spherical Disturbances under Balanced Loss Function", Journal of Multivariate Analysis, 90, 229-256.
47. Shalabh, Leon J. Gleser and Ori Rosen (2004): "On the Usefulness of Knowledge of Error Variances in the Consistent Estimation of an Unreplicated Ultrastructural Model", Journal of Statistical Computation & Simulation, 74, 6, pp. 391-417.
48. Shalabh and H. Toutenburg (2005): "Consequences of Departure from Normality on the Properties of Calibration Estimators", Discussion paper 441, University of Munich, Munich, Germany. 
49. Shalabh and H. Toutenburg (2005): "On the regression method of estimation of population mean from incomplete survey data through imputation", Discussion paper 442, University of Munich, Munich, Germany.
50. Toutenburg, H. and Shalabh (2005): "Estimation of Linear Models with Missing Data: The Role of Stochastic Linear Constraints", Communications in Statistics - Theory and Methods Volume 34, 2, pp. 375-387.
51. Toutenburg, H. and Shalabh (2005): "Estimation of Regression Coefficients subject to Exact Linear Restrictions when some observations are missing and Balanced Loss Function is used", TEST, Vol. 14, No. 2, pp. 385-396.
52. Toutenburg, H., V.K. Srivastava, Shalabh and C. Heumann (2005): "Estimation of Parameters in Multiple Regression With Missing Covariates using a Modified First Order Regression Procedure", Annals of Economics and Finance, 6, pp. 289-301.
53. H. Schneeweiss and Shalabh (2006): " On the Estimation of the Linear Relation when the Error Variances are known", Discussion paper 493, University of Munich, Munich, Germany. 
54. Shalabh, H. Toutenburg and C. Heumann (2006): " Risk Performance Of Stein-Rule Estimators Over The Least Squares Estimators Of Regression Coefficients Under Quadratic Loss Structures", Discussion paper 495, University of Munich, Munich, Germany. 
55. Shalabh, H. Toutenburg and C. Heumann (2006): " Mean squared error matrix comparison of least squares and Stein-rule estimators for regression coefficients under non-normal disturbances", Discussion paper 496, University of Munich, Munich, Germany. 
56. Shalabh, H. Toutenburg and C. Heumann (2006): " Performance of Double k-class Estimators for Coefficients in Linear Regression Models with Non Spherical Disturbances under Asymmetric Losses", Discussion paper 509, University of Munich, Munich, Germany. 
57. Toutenburg, H., V.K. Srivastava and Shalabh (2006): "Estimation of Linear regression Models with Missingness of Observations on Both the Explanatory and Study Variables", Quality Technology and Quality Management, Vol. 3, No. 2, pp. 179-189.  
58. Toutenburg, H., Shalabh and C. Heumann (2006) : "Use of Prior Information in the Form of Interval Constraints for Improved Estimation of Linear Regression Models with Some Missing Responses", Journal of Statistical Planning and Inference, Vol. 136, No. 8, pp. 2430-2445.
59. Shalabh and H. Toutenburg (2006): "Consequence of Departure from Normality on the Properties of Calibration Estimators", Journal of Statistical Planning and Inference, Vol. 136, No. 12, pp. 4385-4396.
60. A. Kukush, A. Malenko, H. Schneeweiss and Shalabh (2007): "Optimality of Quasi-Score in the Multivariate Mean-Variance Model with an Application to the Zero-Inflated Poisson Model with Measurement Errors", Discussion paper 498, University of Munich, Munich, Germany. 
61. Shalabh and Pen-Hwang Liau (2007): "Consistent Estimation of Regression Coefficient Through Weighted Arithmetic Mean of Inconsistent Estimators in Replicated Ultrastructural Model", Communications in Statistics (Theory and Methods), Volume 36, Issue 5, pp. 955-960.
62. Toutenburg, H. and Shalabh (2007): "Improving the Estimation of Incomplete Regression Models through Pilot Investigations and Repeated Studies", Journal of Applied Statistical Science, Volume 16, No. 1, pp. 127-145.
63. C. Heumann and Shalabh (2007): "Weighted Mixed Regression Estimation Under Biased Stochastic Restrictions", Technical Report No. 10, Department of Statistics, University of Munich, Munich, Germany.
64. M. Wissmann, H. Toutenburg and Shalabh (2007): "Role of Categorical Variables in Multicollinearity in Linear Regression Model", Technical Report No. 8, Department of Statistics, University of Munich, Munich, Germany.
65. Shalabh, H. Toutenburg and C. Heumann (2007): "Stein-Rule Estimation under an Extended Balanced Loss Function", Technical Report No. 7, Department of Statistics, University of Munich, Munich, Germany.
66. H. Schneeweiss and Shalabh (2007): "On the Estimation of the Linear Relation when the Error Variances are known", Computational Statistics and Data Analysis, 52, pp. 1143 -1148.
67. Shalabh, Gaurav Garg and Neeraj Misra (2007): "Restricted Regression Estimation in Measurement Error Models", Computational Statistics and Data Analysis 52, pp. 1149 -1166.
68. Singh, H.P. and Shalabh (2007): "Estimation of population mean through estimated coefficient of variation", Journal of Applied Statistical Science, Volume 15, Issue 4, pp. 425-429.
69. Shalabh, H. Toutenburg and C. Heumann (2007): "Risk Performance of Stein-Rule Estimators over the Least Squares Estimators of Regression Coefficients under Quadratic Loss Structures",  Journal of Statistical Studies ( Invited paper for the special issue in honor of 75th  birthday of Professor A.K.Md.E. Saleh) Vol. 26, pp. 97-103.
70. Shalabh and Alan Wan (2007): ``A Class of Estimators of  Regression Coefficient for Sign Change Problem in Measurement Error Models'',  Journal of Statistical Research, Vol. 41, No. 2, pp. 63-72.
71. Shalabh, C.M. Paudel and N. Kumar (2008): "Simultaneous Prediction of Actual and Average Values of Response Variable in Replicated Measurement Error Models " in  Recent Advances In Linear Models and Related Areas (Springer) (Editors: Shalabh and C. Heumann), pp. 105-133.
72. Toutenburg, H., V.K. Srivastava and Shalabh (2008): "Amputation versus imputation of missing values through ratio method in sample surveys", Statistical Papers, Vol. 49, No. 2, pp. 237-247.
73. C. Heumann and Shalabh (2008): "Weighted Mixed Regression Estimation Under Biased Stochastic Restrictions" in  Recent Advances In Linear Models and Related Areas (Springer) (Editors: Shalabh and C. Heumann), pp. 401-416.
74. H. Toutenburg, Shalabh and C. Heumann (2009): "Optimal Estimation in a Linear Regression Model Using Incomplete Prior Information'' in Statistical Inference, Econometric Analysis and Matrix Algebra (Springer) (Editors: Bernhard Schipp and Walter Kraemer), pp. 185-200.
75. Shalabh, C.M. Paudel and N. Kumar: "Consistent estimation of regression parameter under replicated ultrastructural model with non-normal errors"  Journal of Statistical Computation & Simulation (Forthcoming).
76. Shalabh, H. Toutenburg and C. Heumann: "Stein-Rule Estimation under an Extended Balanced Loss Function", Journal of Statistical Computation & Simulation (Forthcoming).
77. Gaurav Garg and Shalabh: "Stein-rule Estimation in Ultrastructural Model Under Exact Linear Restrictions", Journal of Statistical Research ( Invited paper for the special issue in honor of Professor Mir Maswood Ali) (Forthcoming).
78. Pen-Hwang Liau and Shalabh: "Confidence Interval Estimation in Ultrastructural Model", Communications in Statistics (Theory & Methods) (Forthcoming).
79. Shalabh, Gaurav Garg and Neeraj Misra : "Consistent Estimation of Regression Coefficients in Measurement Error Model Using Stochastic Apriori Information", Statistical Papers (Forthcoming).
80. Shalabh, H. Toutenburg and C. Heumann: "Mean Squared Error Matrix comparison of Least Squares and Stein-Rule Estimators for Regression Coefficients under Non-normal Disturbances", Metron  (Forthcoming).
81. Sangita Kulathinal, Shalabh and Bijoy Joseph: "Analysis of Pooled Time Series and Spatial Data with an Application to Water Level Data'', Journal of Applied Statistical Science (Forthcoming).
82. Shalabh, Gaurav Garg and Neeraj Misra: "Use of Prior Information in the Consistent Estimation of Regression Coefficients in a Measurement Error Model", Journal of Multivariate Analysis  (Under revision).
83. Shalabh, A. Schoepp, C. Heumann and H. Toutenburg: "The Symmetric Conditional Regression Model - An Alternative Parameterization for Correlated Binary Response Variables", Journal of Statistical Planning and Inference (Under revision).  

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