Books:
"Introduction to Econometrics with Python," 2025, with Osman Dogan [book].
Published Papers:
"Bayesian Estimation of Treatment Effects in Interactive Fixed Effects Models," 2026, with Osman Dogan, forthcoming in Oxford Bulletin of Economics and Statistics, [article].
"A note on dynamic spatiotemporal ARCH models: small- and large‑sample results", 2026, with Osman Dogan and Philipp Otto, forthcoming in AStA Advances in Statistical Analysis, [article].
"An M-estimation and inference approach for matrix exponential unbalanced panel data models," 2025, with Osman Dogan and Ye Yang, forthcoming in Spatial Economic Analysis, [article].
"A Matrix Exponential Approach to Spatial Panel Data Models: An Application to Carbon Emissions," 2025, with Osman Dogan, Ye Yang and Anil K. Bera, forthcoming in Econometrics and Statistics, [article].
"A Spatial Analysis of Contagion in Sovereign Credit Default Swaps," 2025, with Osman Dogan and Pelin Akcagun, Journal of Financial Econometrics, 23(3), [article].
"Cross-Sectional Matrix Exponential Spatial Models: A Comprehensive Review and Some New Results," 2025, with Osman Dogan, Ye Yang and Fei Jing, forthcoming in Journal of Economic Surveys, [article].
"Integrated Modified Harmonic Mean Method for Spatial Panel Data Models," 2024, with Osman Dogan and Ye Yang, forthcoming in AStA Advances in Statistical Analysis, [article].
"Testing Homoskedasticity in Spatial Panel Data Models," 2024, with Osman Dogan, Anil K. Bera and Bulent Guloglu, forthcoming in Econometrics and Statistics, [article].
"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].
"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].
"Dynamic Spatiotemporal ARCH Models," 2024, with Osman Dogan and Philipp Otto, In Press, Spatial Economic Analysis, [article].
"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].
"Information Criteria for Matrix Exponential Spatial Specification," 2023, with Osman Dogan and Ye Yang, Spatial Statistics, 57, [article].
"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].
"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].
"Observed-data DIC for Spatial Panel Data Models," 2023, with Osman Dogan and Ye Yang, Empirical Economics, 64, pp.1281-1314 [article].
"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].
"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].
"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].
"Fast Estimation of Matrix Exponential Spatial Models," 2021, with Osman Dogan and Ye Yang, Journal of Spatial Econometrics, 2(9), [article].
"Testing Heteroskedasticity in Cross-sectional Spatial Autoregressive Models," 2021, with Osman Dogan, Pamukkale University Journal of Social Sciences Institute, 46, 493-508, [article].
"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].
"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].
"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].
"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].
"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].
''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].
"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].
"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].
"The Effects of Flood Insurance on Housing Markets," 2019, with Agustin Indaco and Francesc Ortega, Cityscape, 21(2), 129-156, [article].
"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].
"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].
"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].
"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].
"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].
"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].
"Bayesian Inference in Spatial Sample Selection Models," 2018, with Osman Dogan, Oxford Bulletin of Economics and Statistics, 80(1), 90-121, [article].
"GMM Inference in Spatial Autoregressive Models," 2018, with Osman Dogan and Wim P.M Vijverberg, Econometric Reviews, 37(9), 1-24, [article].
"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].
"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].
"Teaching Size and Power Properties of Hypothesis Tests through Simulations", 2016, with Osman Dogan, Journal of Econometric Methods, 6(1), [article].
"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].
"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:
"When the Water Recedes and Home Prices Don't: Flood Risk Learning and Neighborhood Spillovers," 2025, with Francesc Ortega and Francisco Penaranda, [article].
"Matrix Exponential Social Network Models," 2025, with Osman Dogan and Ye Yang.