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Sunil Sapra

Personal Details

First Name:Sunil
Middle Name:
Last Name:Sapra
Suffix:
RePEc Short-ID:psa73
http://www.calstatela.edu/academic/business/economics/sapra.html
Dept. of Economics and Statistics California State University 5151 State University Dr. Los Angeles, CA 90032

Affiliation

Department of Economics and Statistics
California State University-Los Angeles

Los Angeles, California (United States)
http://cbe.calstatela.edu/econ/

: (323) 343-2930

5151 State University Drive, Los Angeles, CA 90032-8530
RePEc:edi:dscslus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers 2007-35, Kiel Institute for the World Economy (IfW).

Articles

  1. Sunil Sapra, 2010. "Robust vs. classical principalcomponent analysis in the presence of outliers," Applied Economics Letters, Taylor & Francis Journals, vol. 17(6), pages 519-523.
  2. Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-52.
  3. Sunil Sapra, 2007. "Robust nonnested hypothesis testing," Applied Economics Letters, Taylor & Francis Journals, vol. 15(1), pages 1-4.
  4. Sunil Sapra, 2006. "Robust exogeneity tests in the presence of outliers," Economics Bulletin, AccessEcon, vol. 3(29), pages 1-6.
  5. Sunil Sapra, 2005. ""A regression error specification test (RESET) for generalized linear models"," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-6.
  6. Sapra, S.K., 2004. "03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function Solution," Econometric Theory, Cambridge University Press, vol. 20(01), pages 225-226, February.
  7. S. K. Sapra, 2003. "Pre-test estimation in Poisson regression model," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 541-543.
  8. Sapra, S.K., 2003. "03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function," Econometric Theory, Cambridge University Press, vol. 19(01), pages 225-225, February.
  9. Sunil Sapra, 2003. "High-breakdown point estimation of some regression models," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 875-878.
  10. Sunil Sapra, 2002. "Restricted EM algorithm with application to probit models," Applied Economics Letters, Taylor & Francis Journals, vol. 9(12), pages 779-781.
  11. Sunil Sapra, 2002. "A jackknife maximum likelihood estimator for the probit model," Applied Economics Letters, Taylor & Francis Journals, vol. 9(2), pages 73-74.
  12. Sunil Sapra, 1998. "Bias and inefficiency of an ordinary least squares estimator for logit regressions with continuous dependent variables measured with error," Applied Economics Letters, Taylor & Francis Journals, vol. 5(12), pages 745-746.
  13. Sapra, S.K., 1996. "Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring," Econometric Theory, Cambridge University Press, vol. 12(05), pages 867-868, December.
  14. Sapra, Sunil K, 1993. "Consistent Estimation of a Limiting Covariance Matrix," Bulletin of Economic Research, Wiley Blackwell, vol. 45(2), pages 161-163, April.
  15. Sapra, S.K., 1990. "Estimation of Type 3 Tobit Model via the EM Algorithm," Econometric Theory, Cambridge University Press, vol. 6(01), pages 113-114, March.
  16. Sapra, S.K., 1989. "A Switching Regression Model with Imperfect Sample Separation and Several Regimes," Econometric Theory, Cambridge University Press, vol. 5(02), pages 319-319, August.
  17. Sapra, Sunil K, 1989. "Instrumental Variable Estimation in Nonlinear Simultaneous Equation Models with Limited Dependent Variables," Bulletin of Economic Research, Wiley Blackwell, vol. 41(4), pages 275-285, October.
  18. Sapra, S.K., 1988. "Asymptotic Properties of Restricted Maximum-Likelihood Estimator of Parameters in Censored Regression Model," Econometric Theory, Cambridge University Press, vol. 4(03), pages 535-536, December.
  19. Sapra, Sunil K., 1986. "Distribution-free estimation in a disequilibrium market model," Economics Letters, Elsevier, vol. 22(1), pages 39-43.

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.

Working papers

  1. Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers 2007-35, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Libo Yin & Liyan Han, 2013. "Exogenous Shocks and Information Transmission in Global Copper Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(8), pages 724-751, August.
    2. Oscar Yesid Soto Suárez, Christian Camilo Neira Mendieta, 2011. "Canadá: Una Visión Macroeconómica 2002-2006," REVISTA ISOCUANTA 012288, UNIVERSIDAD SANTO TOMÁS.
    3. Galin Todorov & Prasad Bidarkota, 2013. "On international financial spillovers to frontier markets," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 5(4), pages 433-452.
    4. Arturo Lorenzo Valdés & Rocío Durán Vázquez & Leticia Armenta Fraire, 2012. "Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, October.

Articles

  1. Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-52.
    See citations under working paper version above.
  2. Sunil Sapra, 2005. ""A regression error specification test (RESET) for generalized linear models"," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-6.

    Cited by:

    1. Daniel A. Griffith & Yongwan Chun, 2016. "Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables," Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 1-12, June.

  3. S. K. Sapra, 2003. "Pre-test estimation in Poisson regression model," Applied Economics Letters, Taylor & Francis Journals, vol. 10(9), pages 541-543.

    Cited by:

    1. Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3309-3321.

  4. Sunil Sapra, 2003. "High-breakdown point estimation of some regression models," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 875-878.

    Cited by:

    1. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Macdonald, Ryan, 2007. "Estimation de la PTF en presence de points aberrants et de points leviers : examen de l'ensemble de donnees KLEMS," Serie de documents de recherche sur l'analyse economique (AE) 2007047f, Statistics Canada, Direction des etudes analytiques.
    3. Macdonald, Ryan, 2007. "Estimating TFP in the Presence of Outliers and Leverage Points: An Examination of the KLEMS Dataset," Economic Analysis (EA) Research Paper Series 2007047e, Statistics Canada, Analytical Studies Branch.

  5. Sunil Sapra, 2002. "A jackknife maximum likelihood estimator for the probit model," Applied Economics Letters, Taylor & Francis Journals, vol. 9(2), pages 73-74.

    Cited by:

    1. Reed, W. Robert & Webb, Rachel S., 2011. "Estimating standard errors for the Parks model: Can jackknifing help?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 5, pages 1-14.

  6. Sunil Sapra, 1998. "Bias and inefficiency of an ordinary least squares estimator for logit regressions with continuous dependent variables measured with error," Applied Economics Letters, Taylor & Francis Journals, vol. 5(12), pages 745-746.

    Cited by:

    1. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-44.

  7. Sapra, Sunil K., 1986. "Distribution-free estimation in a disequilibrium market model," Economics Letters, Elsevier, vol. 22(1), pages 39-43.

    Cited by:

    1. Mayer, Walter J. & Dorsey, Robert E., 1998. "Maximum score estimation of disequilibrium models and the role of anticipatory price-setting," Journal of Econometrics, Elsevier, vol. 87(1), pages 1-24, August.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2007-10-20

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