İktisat Bölümü Yayın Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/402

Browse

Filters

2011 - 20142

Settings

Author: search.filters.author.Qamarul Islam, M.Scopus Q: search.filters.scopusQuartile.Q1

Search Results

Now showing 1 - 2 of 2
  • Article
    Citation - WoS: 2
    Citation - Scopus: 1
    Impact of Exchange Rate and Customs Union on Trade Balance at Commodity Level of Turkey With Eu (15)
    (Routledge Journals, Taylor & Francis Ltd, 2011) Islam, M. Qamarul; Yazici, Mehmet; Qamarul Islam, M.
    This paper investigates the short-run and long-run impact of exchange rate and customs union on the trade balance at commodity-group level of Turkey with EU (15). Bounds testing approach is employed where a new strategy in the model selection phase is odopted ensuring that optimal model is selected from those models satisfying both diagnostics and cointegration. Results indicate that in the short-run exchange rate matters in determination of trade balance of 13 commodity groups out of 21 and customs union in 8 cases. Pattern of response of trade balance to exchange rate does not suggest a J-curve effect in any of cases. As for the long-run effect, neither exchange rate nor customs union has a statistically significant effect on trade balance of any of commodity groups, suggesting that those significant short-run effects don't last into long-run.
  • Article
    Citation - WoS: 4
    Citation - Scopus: 4
    Estimation in Multivariate Nonnormal Distributions With Stochastic Variance Function
    (Elsevier Science Bv, 2014) Islam, M. Qamarul; Qamarul Islam, M.
    In this paper the problem of estimation of location and scatter of multivariate nonnormal distributions is considered. Estimators are derived under a maximum likelihood setup by expressing the non-linear likelihood equations in the linear form. The resulting estimators are analytical expressions in terms of sample values and, hence, are easily computable and can also be manipulated analytically. These estimators are found to be remarkably more efficient and robust as compared to the least square estimators. They also provide more powerful tests in testing various relevant statistical hypotheses. (C) 2013 Elsevier B.V. All rights reserved.