Econometrics
Unpublished Drafts (econometrics)
Econometrics Courses; Online & Others
2000-Current
“Methodological Mistakes and Econometric Consequences,” International Econometric Review, Sep. 2012, Vol. 4, Issue 2, p.99-122.
“Variance Estimates and Model Selection,” with Sidika Basci & Arzdar Kiraci, International Econometrics Review, vol 2. no 2, 2010
“Causal Relations via Econometrics,” International Econometrics Review, vol 2, no. 1, 2010.
“Tests for Structural Change, Homogeneity, and Aggregation” (joint with Esfandiar Maasoumi & Mumtaz Ahmed). Economic Modelling Vol 27 no.6 (2010): 1382-1391.
"Robust tests for normality of errors in regression models." (joint with A. Özlem Önder)
Economics Letters, Volume 86, Issue 1, January 2005, Pages 63-68
“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: InternationalConference on Robust Statistics 2001,eds. Dutter, R Filzmoser, P, Gather, U and Rousseeuw, P., Springer-Verlag, Germany, 2003 [final version]
“Maximum Likelihood Estimates for the Hildreth-Houck Random Coefficients Model,” Econometrics Journal.Vol 5. No.1, p237-262, 2002
"Interest and the Modern Economy," The Lahore Journal of Economics, Vol 6, No.1, p113-127, Jan-June 2001 also published in Islamic Economic Studies Vol. 8, No. 2, Muharram 1422H (April 2000) p 61-74
“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.
1. “The Inconsistency of the Breusch-Pagan Test ,” Journal of Economic and Social Research Vol 2, number 1, pages 1-11, 2000.
2. “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
3. “Econometric Applications of High Breakdown Regression Estimators,” with Peter J. Rousseeuw & Mehmet Orhan, Economic Letters (71) 2001 pp.1-8
4. “Maximum Likelihood Estimates for the Hildreth-Houck Random Coefficients Model,” Econometrics Journal.Vol 5. No.1, p237-262, 2002
5. “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
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
7. "Robust tests for normality of errors in regression models." (joint with A. Özlem Önder)
Economics Letters, Volume 86, Issue 1, January 2005, Pages 63-68
8. “Tests for Structural Change, Homogeneity, and Aggregation” (joint with Esfandiar Maasoumi & Mumtaz Ahmed). Economic Modelling, vol. 27 (2010) 1382–1391
9. “Causal Relations via Econometrics,” International Econometrics Review, vol 2, no. 1, 2010.
10. “Tests for Structural Change, Homogeneity, and Aggregation” (joint with Esfandiar Maasoumi & Mumtaz Ahmed). Economic Modelling, vol. 27 (2010) 1382–1391