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Osman Dogan

Personal Details

First Name:Osman
Middle Name:
Last Name:Dogan
Suffix:
RePEc Short-ID:pdo399
[This author has chosen not to make the email address public]
https://sites.google.com/view/osmandogan/home
Terminal Degree:2015 Department of Economics; Graduate Center; City University of New York (CUNY) (from RePEc Genealogy)

Affiliation

Ekonomi Bölümü
İşletme Fakültesi
İstanbul Teknik Üniversitesi

İstanbul, Turkey
http://www.econ.itu.edu.tr/
RePEc:edi:deitutr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.
  2. Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017. "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper 82828, University Library of Munich, Germany.
  3. Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
  4. Dogan, Osman & Taspinar, Suleyman, 2016. "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper 82829, University Library of Munich, Germany.
  5. Osman Dogan, 2013. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term," Working Papers 2, City University of New York Graduate Center, Ph.D. Program in Economics.
  6. Osman Dogan & Suleyman Taspinar, 2013. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers 1, City University of New York Graduate Center, Ph.D. Program in Economics.

Articles

  1. Philipp Otto & Osman Doğan & Süleyman Taşpınar & Wolfgang Schmid & Anil K. Bera, 2025. "Spatial and spatiotemporal volatility models: A review," Journal of Economic Surveys, Wiley Blackwell, vol. 39(3), pages 1037-1091, July.
  2. Pelin Akçagün-Narin & Süleyman Taşpınar & Osman Doğan, 2025. "A spatial analysis of contagion in sovereign credit default swaps," Journal of Financial Econometrics, Oxford University Press, vol. 23(3), pages 564-608.
  3. Ye Yang & Osman Doğan & Süleyman Taşp Inar, 2024. "Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 469-484, April.
  4. Philipp Otto & Osman Doğan & Süleyman Taşpınar, 2024. "Dynamic spatiotemporal ARCH models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 19(2), pages 250-271, April.
  5. Osman Doğan & Süleyman Taşpınar, 2023. "Bayesian inference in spatial GARCH models: an application to US house price returns," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(3), pages 410-428, July.
  6. Doğan, Osman, 2023. "Modified harmonic mean method for spatial autoregressive models," Economics Letters, Elsevier, vol. 223(C).
  7. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 64(3), pages 1281-1314, March.
  8. Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2023. "A new test for non-linear hypotheses under distributional and local parametric misspecification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(5), pages 669-685, December.
  9. Ye Yang & Osman Doğan & Suleyman Taspinar, 2022. "Model selection and model averaging for matrix exponential spatial models," Econometric Reviews, Taylor & Francis Journals, vol. 41(8), pages 827-858, September.
  10. Osman Doğan & Süleyman Taşpınar & Anil K. Bera, 2021. "Bayesian estimation of stochastic tail index from high-frequency financial data," Empirical Economics, Springer, vol. 61(5), pages 2685-2711, November.
  11. Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
  12. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2021. "Fast estimation of matrix exponential spatial models," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-50, December.
  13. Süleyman Taşpınar & Osman DoĞan & Jiyoung Chae & Anil K. Bera, 2021. "Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1243-1272, October.
  14. Giuseppe Arbia & Anil K. Bera & Osman Doğan & Süleyman Taşpınar, 2020. "Testing Impact Measures in Spatial Autoregressive Models," International Regional Science Review, , vol. 43(1-2), pages 40-75, January.
  15. Anil K. Bera & Osman Doğan & Süleyman Taşpınar & Monalisa Sen, 2020. "Specification tests for spatial panel data models," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-39, December.
  16. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
  17. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman & Leiluo, Yufan, 2019. "Robust LM tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 47-66.
  18. Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-33, January.
  19. Süleyman Taşpınar & Osman Doğan & Anil K. Bera, 2019. "Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(2), pages 241-268, April.
  20. Osman Doğan & Süleyman Taşpinar, 2018. "Bayesian Inference in Spatial Sample Selection Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(1), pages 90-121, February.
  21. Osman Doğan & Süleyman Taṣpınar & Anil K. Bera, 2018. "Simple tests for social interaction models with network structures," Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(2), pages 212-246, April.
  22. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
  23. Süleyman Taşpınar & Osman Doğan & Wim P. M. Vijverberg, 2018. "GMM inference in spatial autoregressive models," Econometric Reviews, Taylor & Francis Journals, vol. 37(9), pages 931-954, October.
  24. Taşpınar Süleyman & Doğan Osman, 2017. "Teaching Size and Power Properties of Hypothesis Tests Through Simulations," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-15, January.
  25. Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017. "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 65-88.
  26. Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, vol. 3(1), pages 1-27, February.
  27. Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
  28. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.

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. Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017. "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper 82828, University Library of Munich, Germany.

    Cited by:

    1. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
    2. Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-33, January.
    3. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
    4. Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.

  2. Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.

    Cited by:

    1. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
    2. Liu, Xiaodong & Prucha, Ingmar R., 2025. "On testing for spatial or social network dependence in panel data allowing for network variability," Journal of Econometrics, Elsevier, vol. 247(C).
    3. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Correction to: Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 65(3), pages 1509-1509, September.
    4. Anil K. Bera & Osman Doğan & Süleyman Taşpınar & Monalisa Sen, 2020. "Specification tests for spatial panel data models," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-39, December.
    5. Zhenlin Yang, 2021. "Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity," Empirical Economics, Springer, vol. 60(1), pages 51-92, January.
    6. Ruslan Safarov & Zhanat Shomanova & Yuriy Nossenko & Zhandos Mussayev & Ayana Shomanova, 2024. "Digital Visualization of Environmental Risk Indicators in the Territory of the Urban Industrial Zone," Sustainability, MDPI, vol. 16(12), pages 1-40, June.
    7. Yu Hao & Shang Gao & Yunxia Guo & Zhiqiang Gai & Haitao Wu, 2021. "Measuring the nexus between economic development and environmental quality based on environmental Kuznets curve: a comparative study between China and Germany for the period of 2000–2017," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(11), pages 16848-16873, November.
    8. Carmelo Algeri & Antonio F. Forgione & Carlo Migliardo, 2022. "Do spatial dependence and market power matter in the diversification of cooperative banks?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.
    9. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.

  3. Osman Dogan, 2013. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term," Working Papers 2, City University of New York Graduate Center, Ph.D. Program in Economics.

    Cited by:

    1. Otto, Philipp & Sibbertsen, Philipp, 2023. "Spatial autoregressive fractionally integrated moving average model," Hannover Economic Papers (HEP) dp-712, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    2. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.

  4. Osman Dogan & Suleyman Taspinar, 2013. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers 1, City University of New York Graduate Center, Ph.D. Program in Economics.

    Cited by:

    1. Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, vol. 3(1), pages 1-27, February.
    2. Otto, Philipp & Sibbertsen, Philipp, 2023. "Spatial autoregressive fractionally integrated moving average model," Hannover Economic Papers (HEP) dp-712, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    3. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
    4. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.

Articles

  1. Philipp Otto & Osman Doğan & Süleyman Taşpınar & Wolfgang Schmid & Anil K. Bera, 2025. "Spatial and spatiotemporal volatility models: A review," Journal of Economic Surveys, Wiley Blackwell, vol. 39(3), pages 1037-1091, July.

    Cited by:

    1. Atika Aouri & Philipp Otto, 2025. "A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks," Papers 2508.20101, arXiv.org.

  2. Philipp Otto & Osman Doğan & Süleyman Taşpınar, 2024. "Dynamic spatiotemporal ARCH models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 19(2), pages 250-271, April.

    Cited by:

    1. Atika Aouri & Philipp Otto, 2025. "A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks," Papers 2508.20101, arXiv.org.
    2. Fayc{c}al Djebari & Kahina Mehidi & Khelifa Mazouz & Philipp Otto, 2025. "Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach," Papers 2507.15046, arXiv.org.

  3. Ye Yang & Osman Doğan & Suleyman Taspinar, 2022. "Model selection and model averaging for matrix exponential spatial models," Econometric Reviews, Taylor & Francis Journals, vol. 41(8), pages 827-858, September.

    Cited by:

    1. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera, 2023. "Spatial and Spatiotemporal Volatility Models: A Review," Papers 2308.13061, arXiv.org.
    2. Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.

  4. Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.

    Cited by:

    1. Hani Brdesee, 2021. "A Divergent View of the Impact of Digital Transformation on Academic Organizational and Spending Efficiency: A Review and Analytical Study on a University E-Service," Sustainability, MDPI, vol. 13(13), pages 1-16, June.

  5. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2021. "Fast estimation of matrix exponential spatial models," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-50, December.

    Cited by:

    1. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera, 2023. "Spatial and Spatiotemporal Volatility Models: A Review," Papers 2308.13061, arXiv.org.
    2. Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.

  6. Süleyman Taşpınar & Osman DoĞan & Jiyoung Chae & Anil K. Bera, 2021. "Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1243-1272, October.

    Cited by:

    1. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera, 2023. "Spatial and Spatiotemporal Volatility Models: A Review," Papers 2308.13061, arXiv.org.
    2. Osman Dou{g}an & Raffaele Mattera & Philipp Otto & Suleyman Tac{s}p{i}nar, 2024. "A Dynamic Spatiotemporal and Network ARCH Model with Common Factors," Papers 2410.16526, arXiv.org.
    3. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
    4. Philipp Otto & Wolfgang Schmid, 2023. "A general framework for spatial GARCH models," Statistical Papers, Springer, vol. 64(5), pages 1721-1747, October.
    5. Christian Glocker & Matteo Iacopini & Tam'as Krisztin & Philipp Piribauer, 2023. "A Bayesian Markov-switching SAR model for time-varying cross-price spillovers," Papers 2310.19557, arXiv.org.
    6. Philipp Otto, 2022. "A Multivariate Spatial and Spatiotemporal ARCH Model," Papers 2204.12472, arXiv.org.

  7. Giuseppe Arbia & Anil K. Bera & Osman Doğan & Süleyman Taşpınar, 2020. "Testing Impact Measures in Spatial Autoregressive Models," International Regional Science Review, , vol. 43(1-2), pages 40-75, January.

    Cited by:

    1. Benjamin Montmartin & Marcos Herrera-Gómez, 2022. "Imitative Pricing: the Importance of Neighborhood Effects in Physicians’ Consultation Prices," Working Papers 123, Red Nacional de Investigadores en Economía (RedNIE).
    2. Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.
    3. Zachary Knepper & Christopher Yencha, 2023. "Public skate-parks and community well-being: A spatial econometric study," Economics Bulletin, AccessEcon, vol. 43(2), pages 868-881.
    4. Montmartin, Benjamin & Herrera-Gómez, Marcos, 2023. "Spatial dependence in physicians’ prices and additional fees: Evidence from France," Journal of Health Economics, Elsevier, vol. 88(C).
    5. Sedithippa Janarthanan, Balaji & Munisamy, Gopinath, 2023. "Spatial Growth and Convergence in Indian Agriculture," 2023 Annual Meeting, July 23-25, Washington D.C. 335564, Agricultural and Applied Economics Association.
    6. Yong Bao & Gucheng Li & Xiaotian Liu, 2024. "A Spatial Sample Selection Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 928-950, August.
    7. J. Paul Elhorst, 2022. "The dynamic general nesting spatial econometric model for spatial panels with common factors: Further raising the bar," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 42(3), pages 249-267, December.
    8. Deng, Mingyu & Wang, Mingxi, 2022. "Artificial regression test diagnostics for impact measures in spatial models," Economics Letters, Elsevier, vol. 217(C).
    9. Bao, Yong & Bond, Timothy N. & Sun, Ruiting & Xiong, Xueping, 2025. "Voluntary retirement savings in China: A spatial ordered probit approach," Regional Science and Urban Economics, Elsevier, vol. 111(C).

  8. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.

    Cited by:

    1. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.

  9. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman & Leiluo, Yufan, 2019. "Robust LM tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 47-66.

    Cited by:

    1. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
    2. Subhash C. Sharma & Anil K. Bera, 2021. "Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 419-441, December.
    3. Liu, Xiaodong & Prucha, Ingmar R., 2025. "On testing for spatial or social network dependence in panel data allowing for network variability," Journal of Econometrics, Elsevier, vol. 247(C).
    4. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2023. "Correction to: Observed-data DIC for spatial panel data models," Empirical Economics, Springer, vol. 65(3), pages 1509-1509, September.
    5. Hasan Engin Duran & Andrzej Cieślik, 2021. "The distribution of city sizes in Turkey: A failure of Zipf’s law due to concavity," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(5), pages 1702-1719, October.
    6. Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
    7. Hasan Engin Duran & Burak Dindaroğlu, 2021. "Regional inflation persistence in Turkey," Growth and Change, Wiley Blackwell, vol. 52(1), pages 460-491, March.

  10. Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-33, January.

    Cited by:

    1. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.

  11. Süleyman Taşpınar & Osman Doğan & Anil K. Bera, 2019. "Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(2), pages 241-268, April.

    Cited by:

    1. Fei Jin & Lung‐fei Lee & Kai Yang, 2024. "Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 640-658, June.
    2. Kelejian, Harry H. & Mukerji, Purba, 2022. "Causal factors of terrorist attacks on countries, and corresponding spill-overs between them," European Journal of Political Economy, Elsevier, vol. 72(C).
    3. Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).

  12. Osman Doğan & Süleyman Taṣpınar & Anil K. Bera, 2018. "Simple tests for social interaction models with network structures," Spatial Economic Analysis, Taylor & Francis Journals, vol. 13(2), pages 212-246, April.
    See citations under working paper version above.
  13. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.

    Cited by:

    1. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
    2. Kena Mi & Rulong Zhuang, 2022. "Producer Services Agglomeration and Carbon Emission Reduction—An Empirical Test Based on Panel Data from China," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
    3. Yanchao Feng & Xiaohong Wang & Wenchao Du & Jun Liu, 2018. "Effects of Air Pollution Control on Urban Development Quality in Chinese Cities Based on Spatial Durbin Model," IJERPH, MDPI, vol. 15(12), pages 1-21, December.
    4. Glass, Anthony J. & Kenjegaliev, Amangeldi & Kenjegalieva, Karligash, 2020. "Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes," European Journal of Operational Research, Elsevier, vol. 284(2), pages 693-711.
    5. Jieun Lee, 2022. "Evidence and Strategy on Economic Distance in Spatially Augmented Solow-Swan Growth Model," Papers 2209.05562, arXiv.org.

  14. Süleyman Taşpınar & Osman Doğan & Wim P. M. Vijverberg, 2018. "GMM inference in spatial autoregressive models," Econometric Reviews, Taylor & Francis Journals, vol. 37(9), pages 931-954, October.

    Cited by:

    1. Ye Yang & Osman Doğan & Süleyman Taşpınar, 2021. "Fast estimation of matrix exponential spatial models," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-50, December.
    2. Zhang, Wenjie & Quan, Hao & Srinivasan, Dipti, 2018. "Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination," Energy, Elsevier, vol. 160(C), pages 810-819.
    3. Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
    4. Deng, Mingyu & Wang, Mingxi, 2022. "Artificial regression test diagnostics for impact measures in spatial models," Economics Letters, Elsevier, vol. 217(C).

  15. Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017. "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 65-88.
    See citations under working paper version above.
  16. Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, vol. 3(1), pages 1-27, February.
    See citations under working paper version above.
  17. Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.

    Cited by:

    1. Dogan, Osman & Taspinar, Suleyman, 2016. "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper 82829, University Library of Munich, Germany.
    2. Agovino, Massimiliano & Aprile, Maria Carmela & Garofalo, Antonio & Mariani, Angela, 2018. "Cancer mortality rates and spillover effects among different areas: A case study in Campania (southern Italy)," Social Science & Medicine, Elsevier, vol. 204(C), pages 67-83.
    3. James P. LeSage & R. Kelley Pace, 2018. "Spatial econometric Monte Carlo studies: raising the bar," Empirical Economics, Springer, vol. 55(1), pages 17-34, August.

  18. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.

    Cited by:

    1. Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
    2. Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
    3. Otto, Philipp & Sibbertsen, Philipp, 2023. "Spatial autoregressive fractionally integrated moving average model," Hannover Economic Papers (HEP) dp-712, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    4. Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.

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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 6 papers 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-ECM: Econometrics (6) 2013-12-20 2013-12-20 2018-02-05 2018-02-12 2018-02-12 2024-01-08. Author is listed
  2. NEP-ORE: Operations Research (4) 2013-12-20 2013-12-20 2018-02-05 2018-02-12
  3. NEP-URE: Urban and Real Estate Economics (4) 2013-12-20 2013-12-20 2018-02-05 2018-02-12
  4. NEP-GEO: Economic Geography (3) 2013-12-20 2013-12-20 2024-01-08
  5. NEP-INV: Investment (1) 2024-01-08

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