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Home > Academics > Divisions > Social Sciences > Economics
Economics

​​​​​​
Suleyman Taspinar
Associate Professor
Director of the Quantitative Economics Program
Economics Department

Ph.D., CUNY​ Graduate Center


staspinar@qc.cuny.edu
Office: Powdermaker Hall 300S
Phone: (718) 997 5189
Personal Website
Professor Taspinar is an econometrician with the core area of interest in developing new estimation and inference methods for the econometric models with potential heterogeneity and cross-sectional dependence. He also works on developing estimation and inference methods for the models of risk in finance. Additionally, he is interested in identifying the effects of climate-change related risk on household and business behaviors.

Publications:
"Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago," 2021, with Anil K. Bera, Jiyoung Chae and Osman Dogan, forthcoming in Oxford Bulletin of Economics and Statistics.

"Asymptotic Variance of Test Statistics in the ML and QML Frameworks," 2021, with Osman Dogan and Anil K. Bera, Journal of Statistical Theory and Practice, 15(2), [article].

"Bayesian Estimation of Stochastic Tail Index from High-Frequency Financial Data," 2020, with Anil K. Bera and Osman Dogan, forthcoming in Empirical Economics, [article].

"A Bayesian Robust Chi-squared Test for Testing Simple Hypotheses," 2020, with Osman Dogan and Anil K. Bera, in press, Journal of Econometrics, [article].

"Hurricanes, Flood Risk and the Economic Adaptation of Businesses," 2020, with Agustin Indaco and Francesc Ortega, forthcoming in Journal of Economic Geography, [working paper].

''Specification Tests for Spatial Panel Data Models,'' 2020, with Anil K. Bera, Monalisa Sen and Osman Dogan, forthcoming in Journal of Spatial Econometrics, 1(3), pp.1-39 [article].

"Testing Impact Measures in Spatial Autoregressive Models," 2020, with Giuseppe Arbia, Osman Dogan and Anil K. Bera, International Regional Science Review, 43(1-2), pp.40-75, [article].

"Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications," 2019, with Anil K. Bera, Yannis Bilias, Mann J. Yoon and Osman Dogan, Journal of Econometric Methods 9(1), [article].

"The Effects of Flood Insurance on Housing Markets," 2019, with Agustin Indaco and Francesc Ortega, Cityscape, 21(2), pp.129-156, [article].

"Robust LM Tests for Spatial Dynamic Panel Data Models," 2019, with Anil K. Bera, Osman Dogan and Yufan Leiluo, Regional Science and Urban Economics, 76, pp.47-66, [article].

"Heteroskedasticity-Consistent Covariance Matrix Estimators for Spatial Autoregressive Models," 2019, with Osman Dogan and Anil K. Bera, Spatial Economic Analysis 14(2), pp.241-268, [article].

"Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," 2018, with Anil K. Bera and Osman Dogan, Journal of Econometric Methods, 8(1), [article].

"Rising Sea Levels and Sinking Property Values: Hurricane Sandy and New York's Housing Market," 2018, with Francesc Ortega, Journal of Urban Economics 106, pp.81-100, [article].

"Simple Tests for Endogeneity of Spatial Weights Matrices," 2018, with Anil K. Bera and Osman Dogan, Regional Science and Urban Economics 69, pp.130-142, [article].

"Simple Tests for Social Interaction Models with Network Structures," 2018, with Osman Dogan and Anil K. Bera, Spatial Economic Analysis 13(2), pp.212-246, [article].

"Bayesian Inference in Spatial Sample Selection Models," 2018, with Osman Dogan, Oxford Bulletin of Economics and Statistics 80(1), pp.90-121, [article].

"GMM Inference in Spatial Autoregressive Models," 2018, with Osman Dogan and Wim P.M Vijverberg, Econometric Reviews 37(9), pp.1-24, [article].

"GMM Gradient Tests for Spatial Dynamic Panel Data Models," 2017, with Osman Dogan and Anil K. Bera, Regional Science and Urban Economics 65, pp.65-88, [article].

"Linking Tukey's Legacy to Financial Risk Measurement," 2016, with Chu-Ping Vijverberg and Wim Vijverberg, Computational Statistics and Data Analysis 100, pp.595-615, [article].

"Teaching Size and Power Properties of Hypothesis Tests through Simulations", 2016, with Osman Dogan, Journal of Econometric Methods 6(1), [article].

"Spatial Autoregressive Models with Unknown Heteroskedasticity: A Comparison of Bayesian and Robust GMM Approach," 2014, with Osman Dogan, Regional Science and Urban Economics 45(1), pp.1-21, [article].

"GMM estimation of Spatial Autoregressive Models with Moving Average Disturbances," 2013, with Osman Dogan, Regional Science and Urban Economics 43(6), pp.903-926, [article].​
 
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