Mohammad Arshad Rahman

Department of Economic Sciences
Indian Institute of Technology Kanpur

marshad@iitk.ac.in

About

Welcome to my homepage!

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. 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, and as a lecturer in the Department of Economics at the University of California, Irvine, United States, in the summer of 2014.

I received my Ph.D. in Economics from the Department of Economics at the University of California, Irvine (2013) under the guidance of Ivan Jeliazkov (Chair), Dale J. Poirier, David Brownstone and Fabio Milani.

My research interest includes Bayesian Econometrics, Quantile Regression, Markov chain Monte Carlo Techniques, Measurement Error, Time Series Analysis, Machine Learning, Program and Policy Evaluation, and Applied Econometrics.

Some R-packages based on my research and the model it implements are listed below.
1. bqror: An R Package for Bayesian Quantile Regression in Ordinal Models.
2. qbld: Bayesian quantile regression for longitudinal data (or panel data) with binary outcomes.