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Asymptotic Variance of Test Statistics in the ML and QML Frameworks
JOURNAL OF STATISTICAL THEORY AND PRACTICE, Vol. 15, No. 1, Mart 2020, ISSN: 1559-8608
BERA ANİL K., DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale Variance Asymptotic variance MLE QMLE Inference Test statistics Skewness statistic Kurtosis statistic The Cox statistic The information matrix test Durbin's h-statistic
Robust LM tests for spatial dynamic panel data models
REGIONAL SCIENCE AND URBAN ECONOMICS, Vol. 76, Ocak 2019, ISSN: 0166-0462
DOĞAN OSMAN, BERA ANİL K., TAŞPINAR SÜLEYMAN, LEİLUO YUFAN
Osman Doğan Özgün Makale Spatial dynamic panel data model SDPD Rao's score tests LM tests MLE Spatial dependence Robust LM tests
Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
ECONOMETRICS, Vol. 3, No. 1, Ocak 2015, ISSN: EISSN 2225-1146
DOĞAN OSMAN
Osman Doğan Özgün Makale spatial dependence spatial moving average spatial autoregressive maximum likelihood estimator MLE asymptotics heteroskedasticity SARMA(11)
Testing Impact Measures in Spatial Autoregressive Models
INTERNATIONAL REGIONAL SCIENCE REVIEW, Vol. 43, Ocak 2020, ISSN: 0160-0176
ARBİA GİUSEPPE, BERA ANİL K., DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale spatial econometric models spatial autoregressive models impact measures asymptotic approximation standard errors inference MLE direct effects indirect effects total effects
Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach
REGIONAL SCIENCE AND URBAN ECONOMICS, Vol. 45, Ocak 2014, ISSN: 0166-0462
DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale Spatial autoregressive models Unknown heteroskedasticity Robustness GMM Asymptotics MLE Markov Chain Monte Carlo (MCMC)
Asymptotic Variance of Test Statistics in the ML and QML Frameworks
JOURNAL OF STATISTICAL THEORY AND PRACTICE, Vol. 15, No. 1, Ocak 2020, s. 26, ISSN: 1559-8608
BERA ANİL K., DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale Variance Asymptotic variance MLE QMLE Inference Test statistics Skewness statistic Kurtosis statistic The Cox statistic The information matrix test Durbin's h-statistic
Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, Vol. 51, No. 1, Ocak 2022, s. 20, ISSN: 1303-5010
BERA ANİL K., DOĞAN OSMAN, TAŞPINAR SÜLEYMAN
Osman Doğan Özgün Makale Normality tests skewness kurtosis asymptotic variance MLE QMLE inference test statistics parameter uncertainty

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