Research

  Publications:

1. "Integrated Deviance Information Criterion for Spatial Autoregressive Models with Heteroskedasticity", 2024, Spatial Statistics, 61, p. 100842. Article. 

2. "Testing Homoskedasticity in Spatial Panel Data Models", 2024, with Suleyman Taspinar, Bülent Güloğlu, and Anil K. Bera, Econometrics and Statistics. Forthcoming. Article. 

3. "Spatial and Spatiotemporal Volatility Models: A Review", 2024, with Suleyman Taspinar, Philipp Otto, Wolfgang Schmid, and Anil K. Bera, Journal of Economic Surveys. Forthcoming. Article.  Working Paper. 

4. "Dynamic Spatiotemporal ARCH Models", 2024, with Suleyman Taspinar and Philipp Otto, Spatial Economic Analysis, 19(2), pp. 250-271. Article. Working Paper.

5. "A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks", 2023, with Suleyman Taspinar and Philipp Otto, Econometrics and Statistics. Forthcoming. Article. Working Paper. 

6. "Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock", 2024, with Suleyman Taspinar and Ye Yang, Journal of Business & Economic Statistics, 42(2), pp.  469-484. Article.

7. "Information Criteria for Matrix Exponential Spatial Specification", 2023, with Suleyman Taspinar and Ye Yang, Spatial Statistics, 57, p. 100776. Article.

8. "A New Tests for Nonlinear Hypotheses under Distributional and Local Parametric Misspecification", 2023, with Anil K. Bera and Suleyman Taspinar, Studies in Nonlinear Dynamics & Econometrics, 27(5), pp. 669-685. Article.

9. "Modified Harmonic Mean Method for Spatial Autoregressive Models", 2023, Economics Letters, 223, pp. 110978. Article.

10. "Bayesian inference in spatial GARCH models: An application to US house price returns", 2023, with Suleyman Taspinar, Spatial Economic Analysis, 18(3), pp. 410-428. Article.

11. "Observed-data DIC for Spatial Panel Data Models", 2022, with Suleyman Taspinar and Ye Yang, Empirical Economics,  64, pp. 1281–1314. Article.

12. "Model Selection and Model Averaging for Matrix Exponential Spatial Models," 2022, with Suleyman Taspinar and Ye Yang, Econometric Reviews, 41(8), pp. 827-858. Article.

13. "Distribution of Test Statistics under Parameter Uncertainty for Time Series Data: An Application to Testing Skewness, Kurtosis, and Normality", 2022, with Suleyman Taspinar and Anil K. Bera, Hacettepe Journal of Mathematics & Statistics, 51(1), pp. 251-271. Article.

14. "Robust Outer Product of Gradients Tests for Testing Spatial Dependence", 2021, with Suleyman Taspinar and Bulent Guloglu, Istatistik Journal of The Turkish Statistical Association, 13(3), pp. 120-141. Article.

15. "Fast Estimation of Matrix Exponential Spatial Models", 2021, with Suleyman Taspinar and Ye Yang, Journal of Spatial Econometrics, 2(9). Article.

16. "Testing Homoskedasticity in Cross-sectional Spatial Autoregressive Models", 2021, with Suleyman Taspinar, Pamukkale University Journal of Social Sciences Institute, 46, pp. 493-508. Article.

17. "Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago", 2021, with Suleyman Taspinar, Anil K. Bera, and Jiyoung Chae, Oxford Bulletin of Economics and Statistics, 83, pp. 1243-1272. Article.

18. "Asymptotic Variance of Test Statistics in the ML and QML Frameworks", 2021, with Suleyman Taspinar and Anil K. Bera, Journal of Statistical Theory and Practice, 15(2). Article.

19. "Bayesian Estimation of Stochastic Tail Index from High-Frequency Financial Data", 2021, with Suleyman Taspinar and Anil K. Bera, forthcoming in Empirical Economics, 61, pp. 2685-2711. Article.

20. "A Bayesian Robust Chi-squared Test for Testing Simple Hypotheses", 2021, with Suleyman Taspinar and Anil K. Bera, Journal of Econometrics, 222(2), pp. 933-958. Article.

21. ''Specification Tests for Spatial Panel Data Models'', 2020, with Anil K. Bera, Suleyman Taspinar, and Monalisa Sen, Journal of Spatial Econometrics, 1(3), pp. 1-39. Article.

22. "Testing Impact Measures in Spatial Autoregressive Models", 2020, with Giuseppe Arbia, Suleyman Taspinar, and Anil K. Bera, International Regional Science Review, 43(1-2), pp. 40-75. Article.

23. "Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications", 2019, with Anil K. Bera, Yannis Bilias, Mann J. Yoon, and Suleyman Taspinar, Journal of Econometric Methods, 9(1). Article.

24. "Robust LM Tests for Spatial Dynamic Panel Data Models", 2019, with Anil K. Bera, Suleyman Taspinar, and Yufan Leiluo, Regional Science and Urban Economics, 76, pp. 47-66. Article.

25. "Heteroskedasticity-Consistent Covariance Matrix Estimators for Spatial Autoregressive Models", 2019, with Suleyman Taspinar and Anil K. Bera, Spatial Economic Analysis 14(2), pp. 241-268. Article.

26. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices", 2018, with Anil K. Bera and Suleyman Taspinar, Journal of Econometric Methods, 8(1). Article.

27. "Simple Tests for Endogeneity of Spatial Weights Matrices", 2018, with Anil K. Bera and Suleyman Taspinar, Regional Science and Urban Economics 69, pp. 130-142. Article.

28. "Simple Tests for Social Interaction Models with Network Structures", 2018, with Suleyman Taspinar and Anil K. Bera, Spatial Economic Analysis 13(2), pp. 212-246. Article.

29. "Bayesian Inference in Spatial Sample Selection Models",  2018, with Suleyman Taspinar, Oxford Bulletin of Economics and Statistics 80(1), pp. 90-12. Article.

30. "GMM Inference in Spatial Autoregressive Models", 2018, with Suleyman Taspinar and Wim P.M Vijverberg, Econometric Reviews 37(9), pp. 1-24. Article.

31. "GMM Gradient Tests for Spatial Dynamic Panel Data Models", 2017, with Suleyman Taspinar and Anil K. Bera, Regional Science and Urban Economics, 65, pp. 65-88. Article.

32. "Teaching Size and Power Properties of Hypothesis Tests through Simulations", 2016, with Suleyman Taspinar, Journal of Econometric Methods, 6(1). Article.

33. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term", 2015, Econometrics,  3(1). Article

34. "Spatial Autoregressive Models with Unknown Heteroskedasticity: A Comparison of Bayesian and Robust GMM Approach", 2014, with Suleyman Taspinar, Regional Science and Urban Economics, 45(1), pp. 1-21. Article.

35. "GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances", 2013, with Suleyman Taspinar, Regional Science and Urban Economics, 43(6), pp. 903-926. Article.

 Papers under review & Working papers:

1. "A Review of Cross-Sectional Matrix Exponential Spatial Models" with Suleyman Taspinar, Ye Yang, and Fei Jin, 2023. Article.

2.  "Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results" with Suleyman Taspinar and Philipp Otto, 2023. Article.

3. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," 2013, with Süleyman Taşpınar, The City University of New York, The Graduate Center, Ph.D. Program in Economics. Working Paper.

4. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term", 2013, The City University of New York, The Graduate Center, Ph.D. Program in Economics.  Working Paper.

5. "Robust LM Tests for SDPD Models: The sdpdlm R Package," 2017, with Anil K. Bera, Osman Dogan, and Yufan Leiluo.