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Details about Sunil Sapra

E-mail:
Homepage:http://www.calstatela.edu/academic/business/economics/sapra.html
Postal address:Dept. of Economics and Statistics California State University 5151 State University Dr. Los Angeles, CA 90032
Workplace:Department of Economics and Statistics, California State University-Los Angeles, (more information at EDIRC)

Access statistics for papers by Sunil Sapra.

Last updated 2015-03-26. Update your information in the RePEc Author Service.

Short-id: psa73


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Working Papers

2007

  1. Asymmetry and Spillover Effects in the North American Equity Markets
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (4)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

Journal Articles

2010

  1. Robust vs. classical principalcomponent analysis in the presence of outliers
    Applied Economics Letters, 2010, 17, (6), 519-523 Downloads

2007

  1. Asymmetry and Spillover Effects in the North American Equity Markets
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-52 Downloads View citations (1)
    See also Working Paper (2007)
  2. Robust nonnested hypothesis testing
    Applied Economics Letters, 2007, 15, (1), 1-4 Downloads

2006

  1. Robust exogeneity tests in the presence of outliers
    Economics Bulletin, 2006, 3, (29), 1-6 Downloads

2005

  1. A regression error specification test (RESET) for generalized linear models
    Economics Bulletin, 2005, 3, (1), 1-6 Downloads View citations (1)

2004

  1. 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function Solution
    Econometric Theory, 2004, 20, (01), 225-226 Downloads

2003

  1. 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function
    Econometric Theory, 2003, 19, (01), 225-225 Downloads
  2. High-breakdown point estimation of some regression models
    Applied Economics Letters, 2003, 10, (14), 875-878 Downloads View citations (3)
  3. Pre-test estimation in Poisson regression model
    Applied Economics Letters, 2003, 10, (9), 541-543 Downloads View citations (1)

2002

  1. A jackknife maximum likelihood estimator for the probit model
    Applied Economics Letters, 2002, 9, (2), 73-74 Downloads View citations (1)
  2. Restricted EM algorithm with application to probit models
    Applied Economics Letters, 2002, 9, (12), 779-781 Downloads

1998

  1. Bias and inefficiency of an ordinary least squares estimator for logit regressions with continuous dependent variables measured with error
    Applied Economics Letters, 1998, 5, (12), 745-746 Downloads View citations (1)

1996

  1. Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring
    Econometric Theory, 1996, 12, (05), 867-868 Downloads

1993

  1. Consistent Estimation of a Limiting Covariance Matrix
    Bulletin of Economic Research, 1993, 45, (2), 161-63

1991

  1. Estimation of Type 3 Tobit Model via the EM Algorithm
    Econometric Theory, 1991, 7, (01), 142-144 Downloads
    Also in Econometric Theory, 1990, 6, (01), 113-114 (1990) Downloads

1989

  1. A Switching Regression Model with Imperfect Sample Separation and Several Regimes
    Econometric Theory, 1989, 5, (02), 319-319 Downloads
  2. Asymptotic Properties of Restricted Maximum-Likelihood Estimator of Parameters in Censored Regression Model
    Econometric Theory, 1989, 5, (03), 459-461 Downloads
    Also in Econometric Theory, 1988, 4, (03), 535-536 (1988) Downloads
  3. Instrumental Variable Estimation in Nonlinear Simultaneous Equation Models with Limited Dependent Variables
    Bulletin of Economic Research, 1989, 41, (4), 275-85

1986

  1. Distribution-free estimation in a disequilibrium market model
    Economics Letters, 1986, 22, (1), 39-43 Downloads View citations (1)
 
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