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Sanjiv Jaggia

Personal Details

First Name:Sanjiv
Middle Name:
Last Name:Jaggia
Suffix:
RePEc Short-ID:pja169
[This author has chosen not to make the email address public]

Affiliation

Orfalea College of Business
California Polytechnic State University

San Luis Obispo, California (United States)
http://www.cob.calpoly.edu/

:

1 Grand Avenue, San Luis Obispo, CA 93407
RePEc:edi:cbcapus (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Sanjiv Jaggia & Satish Thosar, 2017. "Pay-for-performance incentives in the finance sector and the financial crisis," Managerial Finance, Emerald Group Publishing, vol. 43(6), pages 646-662, June.
  2. Michael Anderson & Sanjiv Jaggia, 2012. "Return, purchase, or skip? Outcome, duration, and consumer behavior in the rent-to-own market," Empirical Economics, Springer, vol. 43(1), pages 313-334, August.
  3. Sanjiv Jaggia, 2011. "Identifiability of the misspecified split hazard models," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3441-3447.
  4. Jaggia, Sanjiv & Thosar, Satish, 2010. "A partial defense of the giant squid," Journal of Financial Transformation, Capco Institute, vol. 28, pages 8-11.
  5. Sanjiv Jaggia & Alison Kelly-Hawke, 2009. "Modelling skewness and elongation in financial returns: the case of exchange-traded funds," Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1305-1316.
  6. Anderson, Michael H. & Jaggia, Sanjiv, 2009. "Rent-to-own agreements: Customer characteristics and contract outcomes," Journal of Economics and Business, Elsevier, vol. 61(1), pages 51-69.
  7. Jaggia, Sanjiv & Thosar, Satish, 2004. "The medium-term aftermarket in high-tech IPOs: Patterns and implications," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 931-950, May.
  8. Bandopadhyaya, Arindam & Jaggia, Sanjiv, 2001. "An analysis of second time around bankruptcies using a split-population duration model," Journal of Empirical Finance, Elsevier, vol. 8(2), pages 201-218, May.
  9. Sanjiv Jaggia & Alison Kelly-Hawke, 1999. "An Analysis Of The Factors That Influence Student Performance: A Fresh Approach To An Old Debate," Contemporary Economic Policy, Western Economic Association International, vol. 17(2), pages 189-198, April.
  10. Sanjiv Jaggia, 1997. "Alternative Forms of the Score Test for Heterogeneity in a Censored Exponential Model," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 340-343, May.
  11. Jaggia, Sanjiv & Thosar, Satish, 1995. "Contested Tender Offers: An Estimate of the Hazard Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 113-119, January.
  12. Jaggia, Sanjiv & Trivedi, Pravin K., 1994. "Joint and separate score tests for state dependence and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 273-291.
  13. Jaggia, Sanjiv, 1991. "Tests of moment restrictions in parametric duration models," Economics Letters, Elsevier, vol. 37(1), pages 35-38, September.
  14. Jaggia, Sanjiv, 1991. "The choice of a mixing distribution in duration models," Economics Letters, Elsevier, vol. 37(4), pages 405-409, December.
  15. Jaggia, Sanjiv, 1991. "Specification Tests Based on the Heterogeneous Generalized Gamma Model of Duration: With an Application to Kennan's Strike Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 169-180, April-Jun.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Sanjiv Jaggia, 2011. "Identifiability of the misspecified split hazard models," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3441-3447.

    Cited by:

    1. Goldhaber, Dan & Krieg, John & Theobald, Roddy, 2014. "Knocking on the door to the teaching profession? Modeling the entry of prospective teachers into the workforce," Economics of Education Review, Elsevier, vol. 43(C), pages 106-124.

  2. Anderson, Michael H. & Jaggia, Sanjiv, 2009. "Rent-to-own agreements: Customer characteristics and contract outcomes," Journal of Economics and Business, Elsevier, vol. 61(1), pages 51-69.

    Cited by:

    1. Michael Anderson & Sanjiv Jaggia, 2012. "Return, purchase, or skip? Outcome, duration, and consumer behavior in the rent-to-own market," Empirical Economics, Springer, vol. 43(1), pages 313-334, August.

  3. Jaggia, Sanjiv & Thosar, Satish, 2004. "The medium-term aftermarket in high-tech IPOs: Patterns and implications," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 931-950, May.

    Cited by:

    1. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Valuation ratios and price deviations from fundamentals," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2325-2346, August.
    2. Hao, Qing, 2007. "Laddering in initial public offerings," Journal of Financial Economics, Elsevier, vol. 85(1), pages 102-122, July.
    3. Barros, Carlos Pestana & Ferreira, Candida & Williams, Jonathan, 2007. "Analysing the determinants of performance of best and worst European banks: A mixed logit approach," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2189-2203, July.
    4. Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2015. "Managerial overconfidence and corporate risk management," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 195-208.

  4. Bandopadhyaya, Arindam & Jaggia, Sanjiv, 2001. "An analysis of second time around bankruptcies using a split-population duration model," Journal of Empirical Finance, Elsevier, vol. 8(2), pages 201-218, May.

    Cited by:

    1. Chang, Hsin-Li & Yeh, Tsu-Hurng, 2007. "Exploratory analysis of motorcycle holding time heterogeneity using a split-population duration model," Transportation Research Part A: Policy and Practice, Elsevier, vol. 41(6), pages 587-596, July.
    2. Jaggia, Sanjiv & Thosar, Satish, 2004. "The medium-term aftermarket in high-tech IPOs: Patterns and implications," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 931-950, May.
    3. Agnieszka Bielinska-Kwapisz, 2014. "Do football teams learn from changing coaches? A test of the deceleration hypothesis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-9, December.
    4. Edward R. Morrison, 2007. "Bankruptcy Decision Making: An Empirical Study of Continuation Bias in Small-Business Bankruptcies," Journal of Law and Economics, University of Chicago Press, vol. 50, pages 381-419.

  5. Sanjiv Jaggia & Alison Kelly-Hawke, 1999. "An Analysis Of The Factors That Influence Student Performance: A Fresh Approach To An Old Debate," Contemporary Economic Policy, Western Economic Association International, vol. 17(2), pages 189-198, April.

    Cited by:

    1. Adel Ben Youssef & Mounir Dahmani, 2008. "The Impact of ICT on Student Performance in Higher Education: Direct Effects, Indirect Effects and Organisational Change," Post-Print halshs-00936560, HAL.
    2. Zhang, Lemin & Marsh, Dan, 2006. "How Can We Predict Performance in Tertiary Level Economics?," 2006 Conference, August 24-25, 2006, Nelson, New Zealand 31974, New Zealand Agricultural and Resource Economics Society.
    3. Mensah, Yaw M. & Schoderbek, Michael P. & Sahay, Savita P., 2013. "The effect of administrative pay and local property taxes on student achievement scores: Evidence from New Jersey public schools," Economics of Education Review, Elsevier, vol. 34(C), pages 1-16.

  6. Sanjiv Jaggia, 1997. "Alternative Forms of the Score Test for Heterogeneity in a Censored Exponential Model," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 340-343, May.

    Cited by:

    1. Orme, Chris D., 2000. "On the sensitivity of the overdispersion test in a Weibull model," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 95-100, January.
    2. James E. Prieger, 2003. "Conditional Moment Tests for Parametric Duration Models," Working Papers 010, University of California, Davis, Department of Economics.
    3. Anderson, Michael H. & Jaggia, Sanjiv, 2009. "Rent-to-own agreements: Customer characteristics and contract outcomes," Journal of Economics and Business, Elsevier, vol. 61(1), pages 51-69.
    4. Voß, Sebastian & Weißbach, Rafael, 2014. "A score-test on measurement errors in rating transition times," Journal of Econometrics, Elsevier, vol. 180(1), pages 16-29.

  7. Jaggia, Sanjiv & Thosar, Satish, 1995. "Contested Tender Offers: An Estimate of the Hazard Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 113-119, January.

    Cited by:

    1. Alan Marco & Gordon Rausser, 2011. "Complementarities and spillovers in mergers: an empirical investigation using patent data," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 20(3), pages 207-231.
    2. James E. Prieger, 2003. "Conditional Moment Tests for Parametric Duration Models," Working Papers 010, University of California, Davis, Department of Economics.
    3. Eduardo Beamonte & José Bermúdez, 2003. "A bayesian semiparametric analysis for additive Hazard models with censored observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(2), pages 347-363, December.
    4. Bandopadhyaya, Arindam & Jaggia, Sanjiv, 2001. "An analysis of second time around bankruptcies using a split-population duration model," Journal of Empirical Finance, Elsevier, vol. 8(2), pages 201-218, May.
    5. Sam K. Hui & Jehoshua Eliashberg & Edward I. George, 2008. "Modeling DVD Preorder and Sales: An Optimal Stopping Approach," Marketing Science, INFORMS, vol. 27(6), pages 1097-1110, 11-12.
    6. Das, Sanghamitra & Srinivasan, Krishna, 1997. "Duration of firms in an infant industry: the case of Indian computer hardware," Journal of Development Economics, Elsevier, vol. 53(1), pages 157-167, June.
    7. Keloharju, Matti & Hukkanen, Petri, 2014. "Initial Offer Precision and M&A Outcomes," Working Paper Series 1038, Research Institute of Industrial Economics.

  8. Jaggia, Sanjiv & Trivedi, Pravin K., 1994. "Joint and separate score tests for state dependence and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 273-291.

    Cited by:

    1. Kostas G. Mavromaras & Chris D. Orme, 2004. "Temporary layoffs and split population models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 49-67.
    2. Dagsvik, John K., 2012. "Behavioral Multistate Duration Models: What should they look like ?," Memorandum 17/2012, Oslo University, Department of Economics.
    3. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
    4. Steven Ongena & David C. Smith, 1997. "Empirical Evidence on the Duration of Bank Relationships," Finance 9703002, EconWPA.
    5. John K. Dagsvik, 2012. "Behavioral multistate duration models. What should they look like?," Discussion Papers 688, Statistics Norway, Research Department.
    6. Montes-Rojas, G., 2008. "Robust misspecification tests for the Heckman’s two-step estimator," Working Papers 08/01, Department of Economics, City University London.

  9. Jaggia, Sanjiv, 1991. "Tests of moment restrictions in parametric duration models," Economics Letters, Elsevier, vol. 37(1), pages 35-38, September.

    Cited by:

    1. Michael Huberman & Denise Young, 1995. "What Did Unions Do... An Analysis of Canadian Strike Data, 1901-14," CIRANO Working Papers 95s-17, CIRANO.
    2. Huberman, Michael & Young, Denise, 1999. "Cross-Border Unions: Internationals in Canada, 1901-1914," Explorations in Economic History, Elsevier, vol. 36(3), pages 204-231, July.
    3. James E. Prieger, 2003. "Conditional Moment Tests for Parametric Duration Models," Working Papers 010, University of California, Davis, Department of Economics.
    4. Geroski, P. A. & Van Reenen, J. & Walters, C. F., 1997. "How persistently do firms innovate?," Research Policy, Elsevier, vol. 26(1), pages 33-48, March.

  10. Jaggia, Sanjiv, 1991. "Specification Tests Based on the Heterogeneous Generalized Gamma Model of Duration: With an Application to Kennan's Strike Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 169-180, April-Jun.

    Cited by:

    1. Matsumoto, Shigeru, 2011. "A duration analysis of environmental alternative dispute resolution in Japan," Ecological Economics, Elsevier, vol. 70(4), pages 659-666, February.
    2. Abebe Damte & Steven F. Koch, 2011. "Clean Fuel-Saving Technology Adoption in Urban Ethiopia," Working Papers 229, Economic Research Southern Africa.
    3. E. Fe-Rodríguez & C. Orme, 2006. "On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives," The School of Economics Discussion Paper Series 0606, Economics, The University of Manchester.

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