| Degrees |
Ph.D.,
Australian National University, 1983
M. Stat., Indian Statistical Institute, 1977
B. Sc., Calcutta University, 1975. |
| Positions
Held |
| At
the University of Illinois since 1983. Visitor, Center for Economic
Research, Tilburg University, Holland, 1991. Visiting scientist, Indian
Statistical Institute, Calcutta and Delhi campuses, 1991, 1997. Visitor
at Indiana University, University of Western Ontario, University of
California at San Diego, Monash University, University of Melbourne,
University of Hawaii at Manoa. Research fellow, CORE, Université Catholique
de Louvain, Belgium, 1982-83. |
| Recent
Publications |
| "Tests
for the Error Component Model in the Presence of Local
Misspecification", with W. Sosa-Escudero and M. J. Yoon, Journal
of Econometrics, (forthcoming). "General Hypothesis
Testing," with G. Premarathne, in Companion in Econometric
Theory, B. Baltagi, Editor, Blackwell Publishers (forthcoming). "Information Matrix Tests
for the Composed Error Frontier Model", with N. C. Mallick, India
International Statistical Association Volume, N. Balakrishnan,
Editor, Gordon and Breach Publishers (forthcoming). "Hypothesis
Testing in the 20th Century
with a Special Reference to Testing with Misspecified Models",
in Statistics for the 21st Century: Methodologies
for Applications of the Future, C. R. Rao and Gabor J. Szekely,
Editors, (Marcel Dekkar, 2000).
"Rao's
Score, Neyman's C(a) and Silvey's LM Tests: An Essay on Historical
Developments and Some New Results," with Y. Bilias, Journal of Statistical
Planning and Inference (forthcoming). "Estimating Production Uncertainty
in Stochastic Frontier Production Function Models," with S. Sharma, Journal of Productivity Analysis (1999). "Survey of ARCH
Models," with M. Higgins in Volatility New Techniques for Pricing
Derivatives and Managing Financial Portfolios, R. Jarrow, ed. (Risk
Publication, 1998). "Estimation of Time-Varying Hedge Ratios for Corn
and Soybeans: BG ARCH and Random Coefficient Approaches," with P.
Garcia and J-S. Roh, Sankhya (1998). "Spatial Dependence in Linear
Regression Model with an Introduction to Spatial Econometrics," in
Handbook of Applied Economic Statistics, A. Ullah and D. Giles, eds.
(Marcel Deckker, 1998). "Hypothesis Testing for Some Nonregular Cases
in Econometrics," with S. Ra and N. Sarkar, in Econometrics: Theory
and Practice, S. Chakravarty, D. Coondoo, and R. Mukherjee, eds. (Allied
Publishers, 1998). "ARCH and Bilinearity as Competing Models for Nonlinear
Dependence," with M. L. Higgins, Journal of Business and Economic
Statistics (1997). "Random Coefficient Formulation of Conditional
Heteroskedasticity and Augmented ARCH Models," with M.L. Higgins and
S. Lee, Sankhya (1996). "Simple Diagnostic Tests for Spatial Dependence,"
with L. Anselin, R. Florax, and M. Yoon, Regional Science and Urban
Economics (1996). "Specifications Tests for a Linear Regression Model
with ARCH Process," with X-L. Zuo, Journal of Statistical Planning
and Inference (1996). "A Test for the Presence of Conditional Heteroskedasticity
within ARCH-M' Framework," with S. Ra, Econometric Reviews (1995).
"Tests for Normality Using Estimated Score Function," with P. T. Ng,
Journal of Statistical Computation and Simulation (1995). |
| Honors
and Awards |
| Lansdowne
Visitor, University of Victoria, Canada, March 2000. Japan Society for the promotion of Science (JSPS) Fellowship, 1994.
Commerce Alumni Association Excellence in Graduate Teaching Award
(college award), 1991. |
| Academic
Service |
|
Guest editor, Journal of Statistical Planning and Inference, 1996-present.
Publication officer, Business and Economic Statistics Section, American
Statistical Association, 1996-98. Associate editor of: Econometric
Reviews, 1992-present; Abstracts of Working Papers in Economics, 1986-present;
and Journal of Business and Economic Statistics, 1993-present. Editorial
board member of Springer Verlag Services on Spatial Statistics and
Spatial Econometrics, 1999-present. Project Director for the
Illinois Econometric Model, 1994-1998. |
| Teaching
and Research |
| Teaches
theoretical and applied statistics and econometrics. Research interests
include developing procedures to test whether econometric models are
well specified. Much of his work involves using ARCH models to estimate
volatility and better predictions, ARCH and other nonlinear time-series
models, spatial econometrics, and stochastic frontier models. History
of estimation and testing in econometrics and statistics. |
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