Econometrics

Econometrics

1. A Minimax Bias Het Consistent Variance Estimate for OLS with Mumtaz Ahmed submitted to Econometrics Journal

2. A Test of Unit Root Tests. (with Atiqurrahman Kashmiri)

3. Variance Estimates and Model Selection -- Published in IER

4. Implicit Nulls and Alternatives for Hypothesis Tests (with Jayasri Dutta)

5. Tests for Structural Change, Aggregation and Homogeneity (with Essie Maasoumi and Mumtaz Ahmed) published in Econometric Modelling

6. Tests for Structureal Change with Variance Shifts -- with Gulfam Haider & Mumtaz Ahmad

Econometric Methodology

• 1. Causal Relations via Econometrics Published in IER

  2. Post Positivist Probability to prepare for submission

  3. Neglected Fundamentals of Econometrics.

1. Methodological Mistakes and Econometric Consequences

   1. Comments/Explanations/Critique of Hendry Methodology in DHSY

IDEAS for FUTURE RESEARCH:

1. Notes on Heteroskedasticity

2. Forecasting: Textbook Ideas and Related Materials