Mohammad Arshad Rahman

Department of Economic Sciences
Indian Institute of Technology Kanpur

marshad@iitk.ac.in

About

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I am a tenured Associate Professor in the Department of Economic Sciences at the Indian Institute of Technology Kanpur (IITK), India. I joined IITK as an Assistant Professor in July 2013 and was promoted to Associate Professor in December 2019. Before joining IITK, I completed my Ph.D. in Economics from the Department of Economics at the University of California, Irvine, where I worked under the supervision of Ivan Jeliazkov (Chair), Dale J. Poirier, David Brownstone and Fabio Milani.

While on leave from IITK, I have worked as an Associate Professor in the College of Business at Zayed University, United Arab Emirates, between December 2020—December 2022. I have also worked as a lecturer in the Department of Economics at the University of California, Irvine, United States, in the summer of 2014. Besides, I have held the visiting scientist position in the Economics and Planning Unit at the Indian Statistical Institute, Delhi.

Typically, I teach courses on Econometrics, Statistics, and Finance to undergraduate and graduate students. My research interests encompass a range of areas, including Bayesian Econometrics, Quantile Regression, Discrete Choice Modeling, Markov chain Monte Carlo Techniques, Time Series Analysis, Machine Learning, Empirical Finance, and Applied Econometrics.

I have held various administrative positions at both IIT Kanpur and Zayed University, with further details provided in my CV. In addition, I have actively contributed to the broader academic community. This includes serving as a referee for leading journals such as the Journal of Econometrics, Bayesian Analysis, and The Annals of Applied Statistics. I have also participated as a judge for the CAUSE Undergraduate Statistics Project Competition (USPROC) organized by the American Statistical Association, and have mentored Ph.D. students through the Association for Mentoring and Inclusion in Economics (AMIE).