Mohammad Arshad Rahman

Department of Economic Sciences
Indian Institute of Technology Kanpur

marshad@iitk.ac.in

Research

Publications

  1. Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas,” with Phillip Li, Advances in Econometrics, 27, 269-288, 2011.
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  2. Binary and Ordinal Data Analysis in Economics: Modeling and Estimation,” with Ivan Jeliazkov, Mathematical Modeling with Multidisciplinary Applications, edited by X.S. Yang, 123-150, 2012. John Wiley & Sons Inc, Hoboken, New Jersey.
    Preprint

  3. Quantile Regression using Metaheuristic Algorithms,” International Journal of Computational Economics and Econometrics, 3(3/4), 205-233, 2013.
    Preprint

  4. Bayesian Quantile Regression for Ordinal Models,” Bayesian Analysis, 11(1), 1-24, 2016.
    PDF Typos Data: Education Data: Tax R-package: bqror

  5. To Drill or Not to Drill? An Econometric Analysis of US Public Opinion,” with Deep Mukherjee, Energy Policy, 91, 341-351, 2016.
    Media Coverage

  6. Are Strategies for Success Different in Test Cricket and One-day Internationals? Evidence from England-Australia Rivalry,” with Nafisa Lohawala, Journal of Sports Analytics, 4(3), 175-191, 2018.
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  7. Estimation and Applications of Quantile Regression for Binary Longitudinal Data,” with Angela Vossmeyer, Advances in Econometrics, 40B, 157-191, 2019.
    PDF Preprint R-package: qbld

  8. Flexible Bayesian Quantile Regression in Ordinal Models,” with Shubham Karnawat, Advances in Econometrics, 40B, 211-251, 2019.
    PDF Preprint

  9. Bayesian Updating of Structural Model with a Conditionally Heteroscedastic Error Distribution,” with Gideon Arthur Lyngdoh and Sudib Kumar Mishra, Journal of Engineering Mechanics – ASCE, 145(12), 1-18, 2019 (Article No. 04019091).

  10. Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada,” with Georges Bresson and Guy Lacroix, Empirical Economics, 60(1), 227-259, 2021. (The article was published in a special issue honouring Professor Badi Baltagi’s contribution to the field of econometrics.)

  11. Seemingly Unrelated Regression with Measurement Error: Estimation via MCMC and Mean Field Variational Bayes Approximation,” with Georges Bresson, Anoop Chaturvedi, and Shalabh, International Journal of Biostatistics, 17(1), 75-97, 2021.
    Preprint Supplementary Material

  12. Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression,” with Manini Ojha, Education Policy Analysis Archives, 29(85), 1-25, 2021.
    Preprint

  13. Heterogeneity in Food Expenditure among US families: Evidence from Longitudinal Quantile Regression,” with Arjun Gupta and Soudeh Mirghasemi, Indian Economic Review, 56(1), 25-48, 2021.

  14. denotes that the co-author is my student.


Working Papers


Work in Progress

  • “Bayesian Quantile Regression for Misclassified Binary Data: An Application to Female Employment and Intimate Partner Violence in India,” with Joon Jin Song and Yoo-Mi Chin.

  • “Exploring the Usefulness of Instrumental Variables via Bayesian Variable Selection,” with Rahul Sharma.

  • “Bayesian Quantile Regression for Binary Models with Applications to Environmental Studies,” with Deep Mukherjee.