| Adjustments of Rao's score test for distributional and local parametric misspecifications AK Bera, Y Bilias, M Yoon, S Taspinar, O Dogan Journal of Econometric Methods, https://doi.org/10.1515/jem-2017-0022, 2019 | 27 | 2019 |
| Robust LM tests for spatial dynamic panel data models AK Bera, O Doğan, S Taşpınar, Y Leiluo Regional Science and Urban Economics 76, 47-66, 2019 | 26 | 2019 |
| GMM estimation of spatial autoregressive models with moving average disturbances O Doğan, S Taşpınar Regional science and urban economics 43 (6), 903-926, 2013 | 25 | 2013 |
| Testing impact measures in spatial autoregressive models G Arbia, AK Bera, O Doğan, S Taşpınar International Regional Science Review 43 (1-2), 40-75, 2020 | 24 | 2020 |
| GMM gradient tests for spatial dynamic panel data models S Taşpınar, O Doğan, AK Bera Regional Science and Urban Economics 65, 65-88, 2017 | 22 | 2017 |
| Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach O Doğan, S Taşpınar Regional Science and Urban Economics 45, 1-21, 2014 | 22 | 2014 |
| Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models S Taşpınar, O Doğan, AK Bera Spatial Economic Analysis 14 (2), 241-268, 2019 | 17 | 2019 |
| GMM inference in spatial autoregressive models S Taşpınar, O Doğan, WPM Vijverberg Econometric Reviews 37 (9), 931-954, 2018 | 15 | 2018 |
| Simple tests for social interaction models with network structures O Doğan, S Taṣpınar, AK Bera Spatial Economic Analysis 13 (2), 212-246, 2018 | 15 | 2018 |
| Simple tests for endogeneity of spatial weights matrices AK Bera, O Doğan, S Taşpınar Regional Science and Urban Economics 69, 130-142, 2018 | 14 | 2018 |
| Bayesian inference in spatial sample selection models O Doğan, S Taşpinar Oxford Bulletin of Economics and Statistics 80 (1), 90-121, 2018 | 12 | 2018 |
| Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago S Taşpınar, O Doğan, J Chae, AK Bera Oxford Bulletin of Economics and Statistics 83 (5), 1243-1272, 2021 | 11 | 2021 |
| A Bayesian robust chi-squared test for testing simple hypotheses O Doğan, S Taşpınar, AK Bera Journal of econometrics 222 (2), 933-958, 2021 | 11 | 2021 |
| Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term O Doğan Econometrics 3 (1), 101-127, 2015 | 9 | 2015 |
| Testing spatial dependence in spatial models with endogenous weights matrices AK Bera, O Doğan, S Taşpınar Journal of Econometric Methods 8 (1), 20170015, 2019 | 8 | 2019 |
| GMM estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances O Dogan, S Taspinar Available at SSRN 2227163, 2013 | 7 | 2013 |
| Dynamic spatiotemporal ARCH models P Otto, O Doğan, S Taşpınar Spatial economic analysis, 1-22, 2023 | 5 | 2023 |
| Fast estimation of matrix exponential spatial models Y Yang, O Doğan, S Taşpınar Journal of Spatial Econometrics 2, 1-50, 2021 | 5 | 2021 |
| Model selection and model averaging for matrix exponential spatial models Y Yang, O Doğan, S Taspinar Econometric Reviews 41 (8), 827-858, 2022 | 4 | 2022 |
| Asymptotic variance of test statistics in the ML and QML frameworks AK Bera, O Doğan, S Taşpınar Journal of Statistical Theory and Practice 15, 1-26, 2021 | 4 | 2021 |
Suleyman TaspinarAssistant Professor of Economics, Queens CollegeVerified email at qc.cuny.edu
