PhD Econometrics

Extensions of Goldfeld-Quandt Test for Heteroscedasticity for Unknown Break in Variance

Comparison Of Model Selection Methodologies With Application Of Economic Growth And Balance Of Trade

Agent Based Modelling for Monetary Policy Decisions

Tests Of Independence For Nominal And Ordinal Data; Comparison And Application

On Super Exogeneity: A Comparison Of Testing Procedures

Structural Break Detection And Model Selection: Comparison Of Regularization Techniques With Autometrics

Evaluating The Performance Of Variable Selection And Forecasting Methods Using Big Data

Comparison And Evaluation Of Methods For Handling Data Clusters In Regression Models

Model Selection Procedures; Comparison And Evaluation Through Monte Carlo Experiment

Evaluation Of Causality Methods And Tests For Panel Data

Tests For Causality In Time Series: Modification, Comparison And Application

ARDL Model as a Remedy for Spurious Regression: Problems, Performance and Prospects