Working Papers
"Robust Tests for Latent and Simultaneous Spatial Autoregressive Tobit Models with Spatial Autoregressive Disturbances" (with Chang Lu), 2024.
"Spatial Regression: The Curious Case of Negative Spatial Dependence" (with S. Yu-Shin and M. Koley), 2024.
"Specification Testing Under General Nesting Spatial (GNS) Model" (with M. Koley), 2024.
"Non-nested Tests Between Two Competing Spatial Models" (with M. Koley), 2024.
"Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History" (with Y. Bilias). Revise and resubmit with minor changes, Statistics and Applications, 2024.
“A Formal Test for Density Forecast Evaluation” (with A. Ghosh).
“Robust LM Tests: The sdpdlm R Package” (with O. Dogan, Y. Leiluo and S. Taspinar).
“Modeling Asymmetry and Excess Kurtosis in Stock Return Data” (with G. Premaratne).