İktisat Bölümü Yayın Koleksiyonu
Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/402
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Browsing İktisat Bölümü Yayın Koleksiyonu by WoS Q "Q3"
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Article Citation - WoS: 4Citation - Scopus: 4Inference in Multivariate Linear Regression Models With Elliptically Distributed Errors(Taylor & Francis Ltd, 2014) Yazici, Mehmet; Islam, M. Qamarul; Yildirim, FetihIn this study we investigate the problem of estimation and testing of hypotheses in multivariate linear regression models when the errors involved are assumed to be non-normally distributed. We consider the class of heavy-tailed distributions for this purpose. Although our method is applicable for any distribution in this class, we take the multivariate t-distribution for illustration. This distribution has applications in many fields of applied research such as Economics, Business, and Finance. For estimation purpose, we use the modified maximum likelihood method in order to get the so-called modified maximum likelihood estimates that are obtained in a closed form. We show that these estimates are substantially more efficient than least-square estimates. They are also found to be robust to reasonable deviations from the assumed distribution and also many data anomalies such as the presence of outliers in the sample, etc. We further provide test statistics for testing the relevant hypothesis regarding the regression coefficients.Article Citation - WoS: 3Citation - Scopus: 5Mahalanobis Distance Under Non-Normality(Taylor & Francis Ltd, 2010) Tiku, Moti L.; Islam, M. Qamarul; Qumsiyeh, Sahar B.We give a novel estimator of Mahalanobis distance D2 between two non-normal populations. We show that it is enormously more efficient and robust than the traditional estimator based on least squares estimators. We give a test statistic for testing that D2=0 and study its power and robustness properties.Article Multiple linear regression model under nonnormality(2004) Islam, M. Qamarul; Tiku, Moti L.We consider multiple linear regression models under nonnormality. We derive modified maximum likelihood estimators (MMLEs) of the parameters and show that they are efficient and robust. We show that the least squares esimators are considerably less efficient. We compare the efficiencies of the MMLEs and the M estimators for symmetric distributions and show that, for plausible alternatives to an assumed distribution, the former are more efficient. We provide real-life examples.Article Citation - WoS: 13Citation - Scopus: 13Multiple Linear Regression Model With Stochastic Design Variables(Taylor & Francis Ltd, 2010) Islam, M. Qamarul; Tiku, Moti L.In a simple multiple linear regression model, the design variables have traditionally been assumed to be non-stochastic. In numerous real-life situations, however, they are stochastic and non-normal. Estimators of parameters applicable to such situations are developed. It is shown that these estimators are efficient and robust. A real-life example is given.Article Republican citizenship in Turkey: historical development, perceptions and practices(Routledge Journals, 2011) Kardam, Filiz; Cengiz, KurtuluşThis article, the result of qualitative research conducted in Ankara, aims to depict the republican understanding of citizenship from the behaviour patterns and daily practices of citizens and to show how it diverges from various other forms of citizenship understanding. Republican citizenship-the most dominant and hegemonic understanding of citizenship in Turkey-was constituted in the process of foundation of the Turkish Republic as a nation-state. In Turkey's historical experience, this tradition, which is based on civil responsibilities, could not develop sufficiently in terms of individual rights and democratic values. As reflected in the perceptions and practices of citizens, Turkish society is still not very close to a democratic understanding of citizenship that strongly defends human rights, legitimacy of differences, equality between people as well as embodying responsibilities for the societyArticle Citation - WoS: 10Citation - Scopus: 15Sources and Channels of International Knowledge Spillovers in Asean-5: the Role of Institutional Quality(Wiley, 2020) Dogan, Ergun; Wong, Koi NyenAssociation of Southeast Asian Nations (ASEAN) is a dynamic and outward-looking regional economy, which has made notable progress in expanding trade and investment. This paper examines whether knowledge spillovers are prevalent among ASEAN-5, focusing on the issues of which channels and which sources are the potential drivers of total factor productivity. The findings reveal that the key spillover channels are exports and non-capital imports coming from source countries such as the Organisation for Economic Co-operation and Development (OECD) countries, the G7 countries. The institutional quality plays an instrumental role in increasing total factor productivity through foreign direct investment, especially when the spillovers originate from the OECD and the G7. (c) 2020 John Wiley & Sons, Ltd.Article Citation - WoS: 10Citation - Scopus: 15Trade Openness and Industrial Growth: Evidence From Nigeria(Savez Ekonomista Vojvodine, 2017) Adamu, Fahad Muhammad; Dogan, ErgunThis study examines the long-run and short-run relationship between industrial production and trade openness in Nigeria during the period from 1986 to 2008 by using quarterly data. It employs the ARDL bounds testing methodology developed by M. Hashem Pesaran, Yongcheol Shin, and Richard J. Smith (2001). The results of both the long-run analysis and the short-run error correction model (ECM) indicate that trade openness has a significant and positive impact on industrial production. The Toda-Yamamoto causality analysis shows that there is one-way Granger causality, running from trade openness to industrial production.
