Details about Sunil Sapra

Access statistics for papers by Sunil Sapra.

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

Short-id: psa73

Working Papers

2007

1. Asymmetry and Spillover Effects in the North American Equity Markets
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (8)
   See also Journal Article Asymmetry and Spillover Effects in the North American Equity Markets, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (7) (2007)

Journal Articles

2010

1. Robust vs. classical principalcomponent analysis in the presence of outliers
   Applied Economics Letters, 2010, 17, (6), 519-523 View citations (2)

2007

2. Asymmetry and Spillover Effects in the North American Equity Markets
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-52 View citations (7)
   See also Working Paper Asymmetry and Spillover Effects in the North American Equity Markets, Economics Discussion Papers (2007) View citations (8) (2007)
3. Robust nonnested hypothesis testing
   Applied Economics Letters, 2007, 15, (1), 1-4 View citations (1)

2006

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

2005

5. A regression error specification test (RESET) for generalized linear models
   Economics Bulletin, 2005, 3, (1), 1-6 View citations (11)

2004

6. 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, (1), 225-226

2003

7. 03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function
   Econometric Theory, 2003, 19, (1), 225-225
8. High-breakdown point estimation of some regression models
   Applied Economics Letters, 2003, 10, (14), 875-878 View citations (4)
9. Pre-test estimation in Poisson regression model
   Applied Economics Letters, 2003, 10, (9), 541-543 View citations (1)

2002

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

1998

12. 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 View citations (2)

1993

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

1989

14. Instrumental Variable Estimation in Nonlinear Simultaneous Equation Models with Limited Dependent Variables
    Bulletin of Economic Research, 1989, 41, (4), 275-85

1986

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