Contact Information
225E DKH
1407 W Gregory Dr
M/C 707
Urbana, IL 61801
Research Areas
Additional Campus Affiliations
Professor, Finance
Professor, Agricultural and Consumer Economics
Professor, Statistics
Recent Publications
Bera, A. K., Doğan, O., & Taşpınar, S. (2021). Asymptotic Variance of Test Statistics in the ML and QML Frameworks. Journal of Statistical Theory and Practice, 15(1), [2]. https://doi.org/10.1007/s42519-020-00137-0
Arbia, G., Bera, A. K., Doğan, O., & Taşpınar, S. (2020). Testing Impact Measures in Spatial Autoregressive Models. International Regional Science Review, 43(1-2), 40-75. https://doi.org/10.1177/0160017619826264
Bera, A. K., Doǧan, O., & Taşplnar, S. (2020). Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices. Journal of Econometric Methods, 8(1), [20170015]. https://doi.org/10.1515/jem-2017-0015
Doğan, O., Taşpınar, S., & Bera, A. K. (Accepted/In press). A Bayesian robust chi-squared test for testing simple hypotheses. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2020.07.046
Doğan, O., Taşpınar, S., & Bera, A. K. (Accepted/In press). Bayesian estimation of stochastic tail index from high-frequency financial data. Empirical Economics. https://doi.org/10.1007/s00181-020-01969-2