Econometrics

CURRENT Research:

2000-2005: Publications

"Robust tests for normality of errors in regression models." (joint with A. Özlem Önder)

Economics Letters, Volume 86, Issue 1, January 2005, Pages 63-6

“Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange,” (joint with Gulnur Muradoglu and Mehmet Orhan) International Journal of Business Vol 8, No. 3 Summer 2003, 315-334

“Tests for Normality Based on Robust Regression Analysis,” (joint with Asiye Ozlem-Onder) p. 296-306 in Developments in Robust Statistics: International Conference on Robust Statistics 2001,eds. Dutter, R Filzmoser, P, Gather, U and Rousseeuw, P., Springer-Verlag, Germany, 2003 [print version]

“Maximum Likelihood Estimates for the Hildreth-Houck Random Coefficients Model,” Econometrics Journal.Vol 5. No.1, p237-262, 2002

“Econometric Applications of High Breakdown Regression Estimators,” with Peter J. Rousseeuw & Mehmet Orhan, Economic Letters (71) 2001 pp.1-8

“A Method for Detecting Structural Breaks and an Application to Turkish Stock Markets,” (with Erdem Basci & Sidika Basci) METU Studies in Development, Vol. 27, number 1-2, pages 35-45, 2000

“The Inconsistency of the Breusch-Pagan Test ,” Journal of Economic and Social Research Vol 2, number 1, pages 1-11, 2000.

OLDER PUBLICATIONS (Before 2000):

“Estimators Without Moments: The Case of the Reciprocal of a Normal Mean.” Journal of Econometrics, Vol. 15, No. 2, pp. 289-298, February 1981.

“A Complete Class Theorem for the Control Problem, and Further Results on Admissibility and Inadmissibility.” Annals of Statistics, Vol. 9, No. 4. pp. 812-821, July 1981.

“General Admissibility and Inadmissibility Results of Estimation in a Control Problem.” (With J. O. Berger and L. M. Berliner) Annals of Statistics, Vol. 10, No. 3, pp. 838-856, 1982.

“Avoiding Model Selection by the Use of Shrinkage Techniques.” Journal of Econometrics, Vol. 25, pp. 239-246, 1984.

“Admissibility of the Maximum Likelihood Estimate of the Reciprocal of a Normal Mean with a Class of Zero-One Loss Functions.” Sankhya, Volume 47, Series A, Part 2, pp. 239-246, 1985.

“Best Invariant Estimation of a Direction Parameter with Application to Linear Functional Relationships and Factor Analysis.” (with T. W. Anderson and Charles Stein). Annals of Statistics, Vol. 13, No. 2, pp. 525-533, 1985.

“A Type 2 Inequality for Function of Bounded Variation.” Journal of Multivariate Analysis, Vol. 24, No. 1, pp. 53-55, 1988.

“Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem,” Econometric Theory, Vol. 5, pp. 272-286, 1989.

Some Unpublished Papers:

"What Do Heteroskedasticity Tests Detect?" joint with Jayasri Dutta.

Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1990022.