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.
    PDF

  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 Data: WLFP Data: Education

  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.
    PDF

  7. Estimation and Applications of Quantile Regression for Binary Longitudinal Data,” with Angela Vossmeyer, Advances in Econometrics, 40B, 157-191, 2019.
    PDF Preprint Data: FLFP Data: HO R-package: qbld

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

  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 Data: Teaching Mode

  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.
    Data: Food Expenditure

  14. bqror: An R Package for Bayesian Quantile Regression in Ordinal Models,” with Prajual Maheshwari, The R Journal, 15(2), 39-55, 2023.
    PDF Codes: V 1.7.0

  15. Binary and Ordinal Probit Regression: Applications to Public Opinion on Marijuana Legalization in the United States,” with Mohit Batham, Manini Ojha, and Soudeh Mirghasemi, Applied Econometric Analysis using Cross Section and Panel Data, edited by Deep Mukherjee, 33-60, 2023. Contribution to Economics, Springer Singapore, Singapore.
    Preprint Data and Codes

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


Working Papers


Work in Progress

  • “Towards a New BRICS Currency: Bayesian Analysis of Weight Allocation, Risk Attributes, and Spillover Dynamics” with Sourish Das.

  • “Bayesian Quantile Analysis of Semiparametric Additive Models for Sequential Data,” with Ivan Jeliazkov.

  • “Bayesian Variable Selection: Different Methods and Applications”.

  • “What is the Impact of Zinc Use on Paddy Production? Evidence from Quantile Analysis using data from Andhra Pradesh, India,” with Deep Mukherjee.