Prof. Sunil K. Sapra

Department of Economics and Statistics

California State University, Los Angeles, USA

Email: ssapra@calstatela.edu, sunsapra@gmail.com

Qualifications

Ph.D., Econometrics, Columbia University, USA

M.A., Economics, Delhi School of Economics, India

B.S., Mathematics, University of Delhi, India

Publications (Selected)

1. “Semi-parametric mixed effects models for longitudinal data with applications in business and economics”. International Journal of Advanced Statistics and Probability (2014), Vol 2, Issue 2, pp. 84-101.
2. “A Useful Role for Data-mining in Economics”. Business and Economics Journal (2014), Vol. 5, Issue 3, pp. 1-2.
3. “Generalized Additive Models in Business and Economics”. International Journal of Advanced Statistics and Probability (2013), Vol. 1, No. 3, pp. 64-81.
4. “A Generalized Additive Poisson Regression Model: An Application to Target Management Resistance”. Empirical Economics Letters (November 2012), Vol. 11, No.11, pp. 1105-1114.
5. “A Generalized Additive Logit Model of Brand Choice”. Journal of Contemporary Issues in Business Research (2012), Vol. 1, Issue 3, pp. 14-22.
6. “Semi-parametric Analysis of Multiple Bids as a Consequence of Target Management Resistance”. Proceedings of 2012 Hawaii International Conference on Business, pp. 937-954.
7. “Robust Bootstrap Multiple Imputation with Missing Data and Outliers”. International Journal of Mathematics and Applied Statistics (2012), Vol.3, No. 2, pp. 155-161.
8. Sapra S. (2011) Comment on “ Consistency of Normal Distribution-Based Pseudo Maximum Likelihood Estimators When Data are Missing at Random” by Yuan and Bentler. The American Statistician, 65, 1, 69.
9. Sapra S. (2010) Robust versus Classical Principal Components Analysis. Applied Economics Letters (2010), 17, 6, 519-523.
10. 8. Sapra S. (2009) Robust versus Classical Factor Analysis: An Empirical Analysis. Empirical Economics Letters (2009), 8, 12, 1187-1196.
11. Sapra S. (2008) Truncation and Unidentifiabilty-The Single Sample Case. Bulletin of Statistics and Economics (2008), 2, A08, 26-29.
12. Sapra S. (2008) Robust Nonnested Hypothesis Testing. Applied Economics Letters, 15, 1, 1-4.
13. Canarella G., Sapra S., and Pollard S. (2007) Asymmetric and Spillover Effects in the North American Equity Markets. Economics e-journal, 1, 12, 1-52.
14. Sapra S. (2006) Robust Exogeneity Tests in the presence of Outliers. Economics Bulletin (2006), 3, 29, 1-6.
15. Sapra S. (2006) A Regression Specification Error Test (RESET) for Generalized Linear Models. Economics Bulletin (2005), 3, 1, 1-6.
16. Sapra S. (2003) High-breakdown Point Estimation of Some Regression Models. Applied Economics Letters, 10, 14/15, 875-878.
17. Sapra, S. (2004) Deriving the Observed Information Matrix using the Complete Data Likelihood Function in Ordered Probit and Logit Models, P & S Series. Econometric Theory, 20, 1, 225-226.
18. Sapra S. (2002) Identification of Parameters in Two Competing Risks Models, P & S Series. Econometric Theory, 18, 6, 1463-1465.
19. Sapra S. (2003) Pre-test estimation in Poisson Regression Model. Applied Economics Letters, 10, 9, 541-543.
20. Sapra S. (2002) Restricted EM algorithm with an Application to Probit Models. Applied Economics Letters, 9, 779-781.

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