Suleyman Taspinar

CUNY Queens College, Department of Economics

Flushing, NY 11367

United States

SCHOLARLY PAPERS

13

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1,081

SSRN CITATIONS
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in Total Papers Citations

20

CROSSREF CITATIONS

8

Scholarly Papers (13)

1.

Rising Sea Levels and Sinking Property Values: The Effects of Hurricane Sandy on New York's Housing Market

Number of pages: 51 Posted: 27 Nov 2017 Last Revised: 12 Oct 2018
Francesc Ortega and Suleyman Taspinar
City University of New York, CUNY Queens College - Department of Economics and CUNY Queens College, Department of Economics
Downloads 405 (134,376)
Citation 15

Abstract:

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Climate change, Real estate, Cities, Hurricane Sandy

2.

GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

Number of pages: 56 Posted: 03 Mar 2013 Last Revised: 25 Jul 2013
Osman Dogan and Suleyman Taspinar
CUNY The Graduate Center - Department of Economics and CUNY Queens College, Department of Economics
Downloads 152 (351,918)
Citation 3

Abstract:

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Spatial autoregressive models, Unknown heteroskedasticity, Robustness, GMM, Asymptotics, MLE

3.

Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago

Number of pages: 32 Posted: 01 Feb 2018 Last Revised: 22 Nov 2019
Suleyman Taspinar, Osman Dogan, Jiyoung Chae and Anil K. Bera
CUNY Queens College, Department of Economics, CUNY The Graduate Center - Department of Economics, University of Illinois at Urbana-Champaign, Department of Economics, Students and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 112 (445,229)

Abstract:

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Stochastic volatility, Spatial stochastic volatility, SAR model, Spatial dependence, Bayesian inference, MCMC, Bayes factor, Specification testing

4.

Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications

Number of pages: 41 Posted: 27 Nov 2017 Last Revised: 19 Apr 2019
Anil K. Bera, Yannis Bilias, Mann Yoon, Suleyman Taspinar and Osman Dogan
University of Illinois at Urbana-Champaign - Department of Economics, Athens University of Economics and Business, California State University, Los Angeles - Department of Economics & Statistics, CUNY Queens College, Department of Economics and CUNY The Graduate Center - Department of Economics
Downloads 108 (457,388)
Citation 6

Abstract:

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Rao's score test, Lagrange multiplier test, robust LM test, specification testing, locally misspecified model, QMLE, inference

5.

Robust LM Tests for Spatial Dynamic Panel Data Models

Number of pages: 44 Posted: 27 Nov 2017 Last Revised: 10 Mar 2018
Anil K. Bera, Osman Dogan, Suleyman Taspinar and Yufan Leiluo
University of Illinois at Urbana-Champaign - Department of Economics, CUNY The Graduate Center - Department of Economics, CUNY Queens College, Department of Economics and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 91 (513,302)
Citation 1

Abstract:

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Spatial dynamic panel data model, SDPD, LM tests, MLE, Spatial dependence, Robust LM tests

6.

Simple Tests for Endogeneity of Spatial Weights Matrices

Number of pages: 26 Posted: 27 Nov 2017 Last Revised: 26 Jan 2018
Anil K. Bera, Osman Dogan and Suleyman Taspinar
University of Illinois at Urbana-Champaign - Department of Economics, CUNY The Graduate Center - Department of Economics and CUNY Queens College, Department of Economics
Downloads 89 (520,494)
Citation 1

Abstract:

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Endogenous spatial weights matrix, SAR model, Rao's score test, LM test, Robust LM test, Inference, Specification testing, Parametric misspecification

7.

Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices

Number of pages: 44 Posted: 09 May 2018 Last Revised: 05 Aug 2018
Anil K. Bera, Osman Dogan and Suleyman Taspinar
University of Illinois at Urbana-Champaign - Department of Economics, CUNY The Graduate Center - Department of Economics and CUNY Queens College, Department of Economics
Downloads 65 (622,366)

Abstract:

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Endogenous Spatial Weights Matrix, SARAR Model, Rao's Score Test, Lagrange Multiplier Test, LM Test, Robust LM Test, Inference, Specification Testing, Parametric Misspecification

8.

Heteroskedasticity Consistent Covariance Matrix Estimators for Spatial Autoregressive Models

Number of pages: 31 Posted: 27 Nov 2017 Last Revised: 12 Oct 2018
Suleyman Taspinar, Osman Dogan and Anil K. Bera
CUNY Queens College, Department of Economics, CUNY The Graduate Center - Department of Economics and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 59 (653,277)

Abstract:

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Spatial Autoregressive Models, SARAR, GMM, Heteroskedasticity, HCCME, Asymptotic Variance, Efficiency, Standard Errors, Inference

9.

Specification Tests for Spatial Panel Data Models

Posted: 30 Oct 2018 Last Revised: 13 Jul 2020
Anil K. Bera, Osman Dogan, Suleyman Taspinar and Monalisa Sen
University of Illinois at Urbana-Champaign - Department of Economics, CUNY The Graduate Center - Department of Economics, CUNY Queens College, Department of Economics and University of Illinois at Urbana-Champaign, Department of Economics, Students

Abstract:

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Rao's Score Test, Lagrange Multiplier Test, LM Test, Robust LM Test, Specification Test, Spatial Models, Spatial Panel Data Models

10.

Asymptotic Variance of Test Statistics in ML and QML Frameworks

Posted: 27 Nov 2017 Last Revised: 25 Sep 2020
Anil K. Bera, Osman Dogan and Suleyman Taspinar
University of Illinois at Urbana-Champaign - Department of Economics, CUNY The Graduate Center - Department of Economics and CUNY Queens College, Department of Economics

Abstract:

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Variance, Asymptotic variance, MLE, QMLE, Inference, Test statistics, Skewness statistic, Kurtosis statistic, The Cox's statistic, The information matrix test, the Durbin's h-statistic

11.

Adjusted Rao's Score Test for Non-linear Hypotheses under Distributional and Local Parametric Misspecification

Posted: 27 Nov 2017 Last Revised: 21 Sep 2020
Anil K. Bera, Osman Dogan and Suleyman Taspinar
University of Illinois at Urbana-Champaign - Department of Economics, CUNY The Graduate Center - Department of Economics and CUNY Queens College, Department of Economics

Abstract:

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QMLE, Rao’s Score Test, Lagrange Multiplier Tests, LM Test, Robust LM Test, Inference, Specification Testing, Distributional Misspecification, Parametric Misspecification

12.

Spatial Autoregressive Models with Unknown Heteroskedasticity: A Comparison of Bayesian and Robust GMM Approach

Regional Science and Urban Economics, Vol. 45, 2014
Posted: 05 May 2014
Osman Dogan and Suleyman Taspinar
CUNY The Graduate Center - Department of Economics and CUNY Queens College, Department of Economics

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Spatial autoregressive models, Unknown heteroskedasticity, Robustness, GMM, Asymptotics, MLE, Markov Chain Monte Carlo (MCMC)

GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances

Posted: 28 Apr 2013 Last Revised: 20 Nov 2017
Suleyman Taspinar
CUNY Queens College, Department of Economics

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Spatial dependence, spatial autocorrelation, spatial moving average process, SMA, SARMA, GMM, Asymptotics

GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances

Regional Science and Urban Economics, Vol. 43, No. 6, 2013
Posted: 05 May 2014
Osman Dogan and Suleyman Taspinar
CUNY The Graduate Center - Department of Economics and CUNY Queens College, Department of Economics

Abstract:

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Spatial dependence, Spatial autocorrelation, Spatial moving average process, SMA, SARMA, GMM, Asymptotics