Professor
Addresses
Department of Economics, BA-110
University at Albany
State University of New York
Albany, NY 12222
Office Location: BA-129E (Business Administration Building)
Telephone: (518) 442-4744
Fax: (518) 442-4736 (for the Department)
E-mail: [email protected]
Education
B.A. (Economics), State University of New York (Buffalo),1964.
Ph.D. (Economics), University of Minnesota, 1976.
Previous and Concurrent Positions
Assistant Professor, College of St. Thomas, 1967-80.
Visiting Professor, University of New South Wales and Monash University, 1986-87.
Professor, Dept. of Biometry and Statistics,1991-
Teaching
Ph.D.: Eco 620, 621, 720 Econometrics I, II, III. Eco 721 Applied Econometrics, Eco 802 Time Series.
M.A.: Eco 510 Math for Economists, Eco 520 Statistical Methods.
Undergraduate: Eco 300 Intermediate Microeconomics, Eco 410 Math for Economists.
Current Research Interests
Distribution theory for econometric estimators and tests.
Selected Publications
"The Existence of Moments of k-Class Estimators," Econometrica, 48 (1980), pp. 241-49.
"Specification Error Analysis with Stochastic Regressors," (with Kajal Lahiri) Econometrica, 51 (1983), pp. 1209-1219.
"On the Moments of Ordinary Least Squares and Instrumental Variable Estimators in a General Structural Equation," (with G. Hillier and V. K. Srivastava) Econometrica, 52 (1984), pp. 185-202.
"A Note on 'Selection of Regressors'," (with K. Lahiri) International Economic Review, 25 (1984), pp. 625-629
"A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy," (with J. Ratner) International Regional Science Review, 10 (1986), pp. 113-126.
"A Model for Ex Ante Real Interest Rates and Derived Inflation Forecasts," (with K. Lahiri), Journal of The American Statistical Association, 83 (1988), pp. 665-673.
"A Note on the Existence of Moments of k-Class Estimators When k is Negative," Journal of Econometrics, 48 (1991), pp. 409-410.
"Estimation of Simultaneous Equations Error Components Models with an Application to a Model of Developing Country Foreign Trade," (with K. Lahiri), Journal of Applied Econometrics, 8 (1993), pp. 81-92.
"Some Exact Distribution Results for the PRRF Estimator" (with J. Knight), Econometric Theory, 10 (1994), pp. 140-171.
Ph.D. Students
Gaminie Meepagala, Finite Sample Properties of Some Independence Test Statistics, 1986.
Gerd Schwartz, Banking on Development: Three Essays in Development Finance, 1989.
Elizabeth Verentizioutou, Flexible Models for Measuring Production Technology, 1993.
Yousef Daoud, Risk Premia in Foreign Exchange Markets: Theory and Evidence, 1995.
Kausik Chaudhuri, Econometrics of Real Exchange Rates, 1996.
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Last modified: 20 September 2000