Research

Publications:

1. "Testing Homoskedasticity in Spatial Panel Data Models," 2024, with Osman Dogan, Anil K. Bera and Bulent Guloglu, forthcoming in Econometrics and Statistics, [article].

2. "Spatial and Spatiotemporal Volatility Models: A Review," 2024, with Osman Dogan, Philipp Otto, Wolfgang Schmid, and Anil K. Bera forthcoming in Journal of Economic Surveys, [article].

3. "A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks," 2024, with Osman Dogan and Philipp Otto, forthcoming in Econometrics and Statistics, [article].

4. "Dynamic Spatiotemporal ARCH Models," 2024, with Osman Dogan and Philipp Otto, In Press, Spatial Economic Analysis, [article].

5. "Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock ," 2024, with Osman Dogan and Ye Yang, Journal of Business & Economic Statistics, 42(2), pp.469-484, [article].

6. "Information Criteria for Matrix Exponential Spatial Specification," 2023, with Osman Dogan and Ye Yang, Spatial Statistics, 57, [article].

7. "A new test for non-linear hypotheses under distributional and local parametric misspecification," 2023, with Osman Dogan and Anil K. Bera, Studies in Nonlinear Dynamics & Econometrics, 27(5), pp.669-685, [article].

8. "Bayesian Inference in Spatial GARCH Models: An Application to US House Price Returns," 2023, with Osman Dogan, Spatial Economic Analysis, 18(3), pp.410-428, [article].

9. "Observed-data DIC for Spatial Panel Data Models," 2023, with Osman Dogan and Ye Yang, Empirical Economics, 64, pp.1281-1314 [article].

10. "Model Selection and Model Averaging for Matrix Exponential Spatial Models," 2022, with Osman Dogan and Ye Yang, Econometric Reviews, 41(8), pp. 827-858, [article].

11. "Distribution of Test Statistics under Parameter Uncertainty for Time Series Data: An Application to Testing Skewness, Kurtosis and Normality," 2022, with Osman Dogan and Anil K. Bera, Hacettepe Journal of Mathematics & Statistics, 51(1), 251-272, [article].

12. "Robust Outer Product of Gradients Tests for Testing Spatial Dependence," 2021, with Osman Dogan and Bulent Guloglu, Istatistik: Journal of The Turkish Statistical Association,13(3), pp.120-141, [article].

13. "Fast Estimation of Matrix Exponential Spatial Models," 2021, with Osman Dogan and Ye Yang, Journal of Spatial Econometrics, 2(9), [article].

14. "Testing Heteroskedasticity in Cross-sectional Spatial Autoregressive Models," 2021, with Osman Dogan, Pamukkale University Journal of Social Sciences Institute, 46, 493-508, [article].

15. "Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago," 2021, with Anil K. Bera, Jiyoung Chae and Osman Dogan, Oxford Bulletin of Economics and Statistics, 83(5),1243-1272, [article].

16. "Asymptotic Variance of Test Statistics in the ML and QML Frameworks," 2021, with Osman Dogan and Anil K. Bera, Journal of Statistical Theory and Practice, 15(2), [article].

17. "Bayesian Estimation of Stochastic Tail Index from High-Frequency Financial Data," 2021, with Anil K. Bera and Osman Dogan, Empirical Economics, 61, 2685-2711, [article].

18. "A Bayesian Robust Chi-squared Test for Testing Simple Hypotheses," 2021, with Osman Dogan and Anil K. Bera, Journal of Econometrics, 222(2), 933-958, [article]. 

19. "Hurricanes, Flood Risk and the Economic Adaptation of Businesses," 2021, with Agustin Indaco and Francesc Ortega, Journal of Economic Geography, 21(4), 557-591, [article].

20. ''Specification Tests for Spatial Panel Data Models,'' 2020, with Anil K. Bera, Monalisa Sen and Osman Dogan, Journal of Spatial Econometrics, 1(3), 1-39, [article].

21. "Testing Impact Measures in Spatial Autoregressive Models," 2020, with Giuseppe Arbia, Osman Dogan and Anil K. Bera, International Regional Science Review, 43(1-2), 40-75, [article].

22. "Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications," 2019, with Anil K. Bera, Yannis Bilias, Mann J. Yoon and Osman Dogan, Journal of Econometric Methods, 9(1), [article].

23. "The Effects of Flood Insurance on Housing Markets," 2019, with Agustin Indaco and Francesc Ortega, Cityscape, 21(2), 129-156, [article].

24. "Robust LM Tests for Spatial Dynamic Panel Data Models," 2019, with Anil K. Bera, Osman Dogan and Yufan Leiluo, Regional Science and Urban Economics, 76, 47-66, [article].

25. "Heteroskedasticity-Consistent Covariance Matrix Estimators for Spatial Autoregressive Models," 2019, with Osman Dogan and Anil K. Bera, Spatial Economic Analysis, 14(2), 241-268,  [article].

26. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," 2018, with Anil K. Bera and Osman Dogan, Journal of Econometric Methods, 8(1), [article].

27.  "Rising Sea Levels and Sinking Property Values: Hurricane Sandy and New York's Housing Market," 2018, with Francesc Ortega, Journal of Urban Economics, 106, 81-100, [article].

28. "Simple Tests for Endogeneity of Spatial Weights Matrices," 2018, with Anil K. Bera and Osman Dogan, Regional Science and Urban Economics, 69, 130-142, [article].

29. "Simple Tests for Social Interaction Models with Network Structures," 2018, with Osman Dogan and Anil K. Bera, Spatial Economic Analysis, 13(2), 212-246, [article].

30. "Bayesian Inference in Spatial Sample Selection Models,"  2018, with Osman Dogan, Oxford Bulletin of Economics and Statistics, 80(1), 90-121, [article].

31. "GMM Inference in Spatial Autoregressive Models," 2018, with Osman Dogan and Wim P.M Vijverberg, Econometric Reviews, 37(9), 1-24, [article].

32. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," 2017, with Osman Dogan and Anil K. Bera, Regional Science and Urban Economics, 65, 65-88, [article].

33. "Linking Tukey's Legacy to Financial Risk Measurement," 2016, with Chu-Ping Vijverberg and Wim Vijverberg, Computational Statistics and Data Analysis, 100, 595-615, [article].

34. "Teaching Size and Power Properties of Hypothesis Tests through Simulations", 2016, with Osman Dogan, Journal of Econometric Methods, 6(1), [article].

35. "Spatial Autoregressive Models with Unknown Heteroskedasticity: A Comparison of Bayesian and Robust GMM Approach," 2014, with Osman Dogan, Regional Science and Urban Economics, 45(1), 1-21, [article].

36. "GMM estimation of Spatial Autoregressive Models with Moving Average Disturbances," 2013, with Osman Dogan, Regional Science and Urban Economics, 43(6), 903-926, [article].

Papers under review & Working papers:

1. "A Matrix Exponential Approach to Spatial Panel Data Models: An Application to Carbon Emissions," 2024, with Osman Dogan Anil K. Bera and Ye Yang.

2. "A Review of Cross-Sectional Matrix Exponential Spatial Models," 2024, with Osman Dogan, Ye Yang and and Fei Jin.

3. "A Spatial Analysis of Contagion in Sovereign Credit Default Swaps," 2024, with Osman Dogan and Pelin Akcagun-Narin.

Papers in Progress:

1. "Bayesian Estimation of Treatment Effects in Interactive Fixed Effects Models," 2024, with Osman Dogan.

2. "Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: A Transformation Approach," 2024, with Osman Dogan and Ye Yang.