This thing is mainly made of materials, but it is actually very simple, and there are more than one method. Just use VRAYLIGHT material (self-luminous material) and give a color map with gradient up and down. This lamp uses a color gradient from top to bottom, from orange on the top to yellow on the bottom. It doesn't matter if you're not a gradient map, just use the UV map modifier to adjust the direction. This picture, just make a gradient effect in PS.
It doesn't matter if you don't want to make such a map in PS. 3DMAX comes with a gradient effect. Add a gradient map to the diffuse channel of the material, and then you can see that there are three color blocks in it. These three color blocks represent gradients, and then do it yourself.