Submits
Dear Dr. Asad Zaman,
You have been listed as a Co-Author of the following submission:
Journal: Structural Change and Economic Dynamics
Corresponding Author: Mumtaz Ahmed
Co-Authors: Gulfam Haider; Asad Zaman
Title: Detecting Structural Change with Heteroskedasticity
If you did not co-author this submission, please contact the Corresponding Author of this submission at ma948@cornell.edu;mumtaz.ahmed@comsats.edu.pk;mumtaz.mumtazahmed@gmail.com; do not follow the link below.
An Open Researcher and Contributor ID (ORCID) is a unique digital identifier to which you can link your published articles and other professional activities, providing a single record of all your research.
We would like to invite you to link your ORCID ID to this submission. If the submission is accepted, your ORCID ID will be linked to the final published article and transferred to CrossRef. Your ORCID account will also be updated.
To do this, visit our dedicated page in EES. There you can link to an existing ORCID ID or register for one and link the submission to it:
http://ees.elsevier.com/sced/l.asp?i=8611&l=FPJ7S2SH
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Like other Publishers, Elsevier supports ORCID - an open, non-profit, community based effort - and has adapted its submission system to enable authors and co-authors to connect their submissions to their unique ORCID IDs.
Thank you,
Structural Change and Economic Dynamics
From: <rgkrutch@vt.edu>
Date: Wed, Mar 18, 2015 at 9:19 AM
Subject: Journal of Statistical Computation and Simulation - Manuscript ID GSCS-2015-0214
To: mumtaz.ahmed@comsats.edu.pk, mumtaz.mumtazahmed@gmail.com
18-Mar-2015
Dear Dr Ahmed:
Your manuscript entitled "Detecting Structural Change with Heteroskedasticity" has been successfully submitted online and is presently being given full consideration for publication in Journal of Statistical Computation and Simulation.
Your manuscript ID is GSCS-2015-0214.
Please mention the above manuscript ID in all future correspondence or when calling the office for questions. If there are any changes in your street address or e-mail address, please log in to Manuscript Central athttps://mc.manuscriptcentral.com/gscs and edit your user information as appropriate.
You can also view the status of your manuscript at any time by checking your Author Center after logging in to https://mc.manuscriptcentral.com/gscs.
Thank you for submitting your manuscript to Journal of Statistical Computation and Simulation.
Sincerely,
Journal of Statistical Computation and Simulation Editorial Office
From: Esfandiar Maasoumi <er@emory.edu>
Date: Mon, Nov 10, 2014 at 10:34 AM
Subject: Submission to ER completed successfully
To: Mumtaz Ahmed <mumtaz.mumtazahmed@gmail.com>
Dear Dr. Ahmed:
This email is to confirm that you have successfully completed your submission, titled
Detecting Structural Change with Heteroskedasticity
to Econometric Reviews.
From: anindya.banerjee@iue.it
To: mumtaz.ahmed@comsats.edu.pk
Cc:
Date: Tue, 4 Nov 2014 13:48:10 -0500 (EST)
Subject: Oxford Bulletin of Economics and Statistics - Decision on Manuscript ID OBES-14-277
04-Nov-2014
Dear Dr. Ahmed:
I write in connection with the paper # OBES-14-277 entitled "Detecting Structural Change with Heteroskedasticity" which you submitted to the Oxford Bulletin of Economics and Statistics.
I have taken a preliminary look at your paper and though I find it an interesting piece of analysis of the impact of heteroskedasticity on testing for structural change, we are not really in a position to consider papers based entirely on Monte Carlo simulations and lacking a coherent analytical or theoretical structure to explain the results. Moreover, given Masoumi's work in this area it might be best to consider submitting this work to a journal such as Econometric Reviews which does publish work where various tests are surveyed in terms of their size and power properties.
I am very sorry to disappoint you but we receive many submissions and are forced to take difficult decisions based on content and interest to our readership. I hope your paper finds a good home and you are not discouraged from submitting to us in future.
Thank you for considering the Oxford Bulletin of Economics and Statistics for the publication of your paper.
Yours sincerely,
Prof. Anindya Banerjee
Editor, Oxford Bulletin of Economics and Statistics
From: caroline.wise@economics.ox.ac.uk
To: mumtaz.ahmed@comsats.edu.pk
Cc: caroline.wise@economics.ox.ac.uk
Date: Sun, 7 Sep 2014 10:16:17 -0400 (EDT)
Subject: Oxford Bulletin of Economics and Statistics - Manuscript ID OBES-14-277
07-Sep-2014
Dear Dr. Ahmed:
Your manuscript entitled "Detecting Structural Change with Heteroskedasticity" has been successfully submitted online and is presently being given full consideration for publication in the Oxford Bulletin of Economics and Statistics.
Your manuscript ID is OBES-14-277.
Please mention the above manuscript ID in all future correspondence or when calling the office for questions. If there are any changes in your street address or e-mail address, please log in to Manuscript Central at http://mc.manuscriptcentral.com/obes and edit your user information as appropriate.
You can also view the status of your manuscript at any time by checking your Author Center after logging in tohttp://mc.manuscriptcentral.com/obes.
Thank you for submitting your manuscript to the Oxford Bulletin of Economics and Statistics.
Sincerely,
Oxford Bulletin of Economics and Statistics Editorial Office
---------- Forwarded message ----------
From: richard@stats.ucl.ac.uk
To: mumtaz.ahmed@comsats.edu.pk
Cc:
Date: Fri, 5 Sep 2014 17:34:16 -0400 (EDT)
Subject: Journal of the Royal Statistical Society - Decision on Manuscript ID JRSS-OA-SC-Sep-14-0178
05-Sep-2014
Dear Dr. Ahmed
Thank you for your submission to Applied Statistics JRSS-OA-SC-Sep-14-0178 entitled 'Detecting Structural Change with Heteroskedasticity'.
Unfortunately, having read your paper, I have reached the conclusion that it is not suitable for the journal. Although I found the paper interesting, it does not match well with the remit of Applied Statistics, for which 'applications should be central to papers, to motivate the work and to justify any methodological developments'. Your paper is primarily theoretical, with an illustrative application at the end. I appreciate that you discuss the application in some detail; but there are no plots of the data and no attempt to check the modelling assumptions, so it is not at all clear that this modelling approach is appropriate for answering any substantive questions of interest here (indeed, it isn't really clear as to why one might *want* to test for structural change in these data). Moreover, rejection of the null hypothesis here does *not* mean that abrupt structural change is present: it merely means that the null model is not supported by the data. As an illustrative example, this might not matter too much; but it is not convincing as a "real application". You may ind it helpful to look at some recent issues of the journal, to get an idea of the kinds of papers that we publish.
Another concern is that there is not much statistical innovation in the paper. It is very natural to work with a "sup" statistic when the changepoint is unknown, but this is fairly standard practice I think - and the simulation-based p-values would more appropriately be replaced with a bootstrap procedure. There are many precedents for this. It may be that the *precise* problem you consider has not been tackled before, but there are many very similar ones. There is certainly a classic paper by Inclan and Tiao (JASA, vol 89, pp 913-923, 1994) that tackles the problem of detecting changes in variance - albeit not in regression models (I think).
I am sorry that I cannot be more positive on this occasion. However, I hope that this feedback is helpful to you.
Yours sincerely,
Prof. Richard Chandler
Joint Editor, Journal of the Royal Statistical Society
---------- Forwarded message ----------
From: journal@rss.org.uk
To: mumtaz.ahmed@comsats.edu.pk
Cc:
Date: Mon, 1 Sep 2014 15:12:18 -0400 (EDT)
Subject: Journal of the Royal Statistical Society - Manuscript ID JRSS-OA-SC-Sep-14-0178
01-Sep-2014
Dear Dr. Ahmed
Your manuscript entitled 'Detecting Structural Change with Heteroskedasticity', by Ahmed, Mumtaz; Haider, Gulfam; Zaman, Asad, has been successfully submitted on line and has been assigned to the Editor for consideration for publication in the Journal of the Royal Statistical Society.
Your manuscript reference number is JRSS-OA-SC-Sep-14-0178.
Please mention this number in all future correspondence or when calling the office for questions. If there are any changes in your postal address or e-mail address, please log into ScholarOne Manuscripts athttp://mc.manuscriptcentral.com/jrss and edit your user information as appropriate.
You can also view the status of your manuscript at any time by checking your Author Centre after logging intohttp://mc.manuscriptcentral.com/jrss.
During the review process you may choose to deposit a copy of the manuscript in a database such as the statistics area of the mathematics section of the arXiv e-print archive at www.arxiv.org/archive/stat. If you do this, you should make no claim on it about its status with regard to the journal. If the manuscript is accepted and you have deposited a copy, no sooner than 12 months after publication please include a link to the journal version (i.e. the edited and typeset version). In arXiv the link should be both in the 'Comments' line of the abstract page and at the head of the most recent deposited manuscript, with the following text: the definitive version of this manuscript is available in the Journal of the Royal Statistical Society at http://onlinelibrary.wiley.com/, quoting the year and issue.
You will hear direct from the Editors in due course.
If you have not already done so, please refer to the Society's policy on the disclosure of financial and other interests in the 'Publications' pages on the Society's web site at http://www.rss.org.uk/. If you wish to make a statement with regard to this policy, please send it to me by e-mail and I shall include it on your file.
Thank you for submitting your manuscript to the Journal of the Royal Statistical Society.
Yours sincerely
Judith Shorten
Editorial Assistant
Journal of the Royal Statistical Society