Details about Osman Dogan

Access statistics for papers by Osman Dogan.

Last updated 2025-10-11. Update your information in the RePEc Author Service.

Short-id: pdo399

Working Papers

2023

1. A Review of Cross-Sectional Matrix Exponential Spatial Models
   Papers, arXiv.org

2017

2. GMM Gradient Tests for Spatial Dynamic Panel Data Models
   MPRA Paper, University Library of Munich, Germany View citations (9)
   See also Journal Article GMM gradient tests for spatial dynamic panel data models, Regional Science and Urban Economics, Elsevier (2017) View citations (6) (2017)
3. Simple Tests for Social Interaction Models with Network Structures
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Simple tests for social interaction models with network structures, Spatial Economic Analysis, Taylor & Francis Journals (2018) View citations (4) (2018)

2016

4. Bayesian Inference in Spatial Sample Selection Models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Bayesian Inference in Spatial Sample Selection Models, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2018) (2018)

2013

5. GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
   Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics View citations (5)
6. Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term
   Working Papers, City University of New York Graduate Center, Ph.D. Program in Economics View citations (2)
   See also Journal Article Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term, Econometrics, MDPI (2015) (2015)

Journal Articles

2025

1. A spatial analysis of contagion in sovereign credit default swaps
   Journal of Financial Econometrics, 2025, 23, (3), 564-608
2. Spatial and spatiotemporal volatility models: A review
   Journal of Economic Surveys, 2025, 39, (3), 1037-1091 View citations (1)

2024

3. Dynamic spatiotemporal ARCH models
   Spatial Economic Analysis, 2024, 19, (2), 250-271 View citations (2)
4. Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
   Journal of Business & Economic Statistics, 2024, 42, (2), 469-484

2023

5. A new test for non-linear hypotheses under distributional and local parametric misspecification
   Studies in Nonlinear Dynamics & Econometrics, 2023, 27, (5), 669-685
6. Bayesian inference in spatial GARCH models: an application to US house price returns
   Spatial Economic Analysis, 2023, 18, (3), 410-428
7. Modified harmonic mean method for spatial autoregressive models
   Economics Letters, 2023, 223, (C)
8. Observed-data DIC for spatial panel data models
   Empirical Economics, 2023, 64, (3), 1281-1314
   Also in Empirical Economics, 2023, 65, (3), 1509-1509 (2023)

2022

9. Model selection and model averaging for matrix exponential spatial models
   Econometric Reviews, 2022, 41, (8), 827-858 View citations (2)

2021

10. A Bayesian robust chi-squared test for testing simple hypotheses
    Journal of Econometrics, 2021, 222, (2), 933-958 View citations (1)
11. Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago
    Oxford Bulletin of Economics and Statistics, 2021, 83, (5), 1243-1272 View citations (6)
12. Bayesian estimation of stochastic tail index from high-frequency financial data
    Empirical Economics, 2021, 61, (5), 2685-2711
13. Fast estimation of matrix exponential spatial models
    Journal of Spatial Econometrics, 2021, 2, (1), 1-50 View citations (2)

2020

14. Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications
    Journal of Econometric Methods, 2020, 9, (1), 29 View citations (1)
15. Specification tests for spatial panel data models
    Journal of Spatial Econometrics, 2020, 1, (1), 1-39
16. Testing Impact Measures in Spatial Autoregressive Models
    International Regional Science Review, 2020, 43, (1-2), 40-75 View citations (10)

2019

17. Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models
    Spatial Economic Analysis, 2019, 14, (2), 241-268 View citations (3)
18. Robust LM tests for spatial dynamic panel data models
    Regional Science and Urban Economics, 2019, 76, (C), 47-66 View citations (7)
19. Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices
    Journal of Econometric Methods, 2019, 8, (1), 33 View citations (1)

2018

20. Bayesian Inference in Spatial Sample Selection Models
    Oxford Bulletin of Economics and Statistics, 2018, 80, (1), 90-121
    See also Working Paper Bayesian Inference in Spatial Sample Selection Models, MPRA Paper (2016) (2016)
21. GMM inference in spatial autoregressive models
    Econometric Reviews, 2018, 37, (9), 931-954 View citations (4)
22. Simple tests for endogeneity of spatial weights matrices
    Regional Science and Urban Economics, 2018, 69, (C), 130-142 View citations (5)
23. Simple tests for social interaction models with network structures
    Spatial Economic Analysis, 2018, 13, (2), 212-246 View citations (4)
    See also Working Paper Simple Tests for Social Interaction Models with Network Structures, MPRA Paper (2017) (2017)

2017

24. GMM gradient tests for spatial dynamic panel data models
    Regional Science and Urban Economics, 2017, 65, (C), 65-88 View citations (6)
    See also Working Paper GMM Gradient Tests for Spatial Dynamic Panel Data Models, MPRA Paper (2017) View citations (9) (2017)
25. Teaching Size and Power Properties of Hypothesis Tests Through Simulations
    Journal of Econometric Methods, 2017, 6, (1), 15

2015

26. Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
    Econometrics, 2015, 3, (1), 1-27
    See also Working Paper Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term, Working Papers (2013) View citations (2) (2013)

2014

27. Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach
    Regional Science and Urban Economics, 2014, 45, (C), 1-21 View citations (3)

2013

28. GMM estimation of spatial autoregressive models with moving average disturbances
    Regional Science and Urban Economics, 2013, 43, (6), 903-926 View citations (4)