Research Projects
Only Econometrics/Economics Research listed here; for other research see: All Research
Accepted/Recently Published:
“Tests for Structural Change, Homogeneity, and Aggregation” (joint with Esfandiar Maasoumi & Mumtaz Ahmed). Economic Modeling, 2010. to appear
Submission/Near Submission:
Under Revision
“The Conflict Between General Equilibrium and the Marshallian Cross.”
“Post-Positivist Approaches to Probability Theory”
SAIMA MAHMOOD: “Charity and Gift Exchange in Pakistan: The Effects of Culture”
ATIQ-ur-RAHMAN: “A Test of Unit Root Tests”
MUMTAZ AHMED: “Variance Regimes and Structural Change”
MUMTAZ AHMED: “Analytical Expressions for Worst Case Bias of the Eicker-White Heteroskedasticity Consistent Covariance Matrix Estimators.”
SAUD AHMED KHAN: “Exploring intra-firm Comovement in Energy Sector in PAKISTAN: case of Karachi Stock Exchange.” Abstract submitted to the 20th Meeting of the New Zealand Econometric Study Group.
IFTIKHAR HUSSAIN ADIL: “Detecting Outliers in Skewed Distributions.”
ATIQ-ur-RAHMAN: “Introduction to Methods for Comparison of Tests”
SIDIKA BASCI & Arzdar Kiraci: “Variance Estimates and Model Selection”
BOOKS
Ideas:
Extreme Bounds Analysis: Bayesian estimation
Alternative Approach to Time Series Analysis: Jan Willem
Impossiblity of Observing an I.I.D. Sequence (with George Judge)