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    Current Research Interests

Microeconometrics: Inference for Income Distribution, Inequality and Poverty      

Measures; Nonparametric Inference; Bayesian IV

Index Numbers: in particular Purchasing Power Parities

Productivity: Efficiency and Productivity Measurement

Bayesian and Simulation Based Econometrics: MCMC, Variational Bayes,  

Bayesian Large Macroeconometric Models, Maximum Simulated Likelihood

    Articles       

    A* Publications

     Income Distribution

     Purchasing Power Parities (PPP)

      Productivity Measurement

    Bayesian and Simulation Based Econometrics: 
 Submitted Papers

           Hajargasht G. and W. Griffiths (2016) "Inference for Parametric Lorenz Curves" , Submitted. Code


Hajargasht G. and W. Griffiths (2016), "Estimation and Testing of Stochastic Frontier Models using Variational Bayes", Submitted.   Code


    
Works in Progress:

 Flexible Estimation of Stochastic Frontiers (1):  A Bayesian Penalized Spline Approach.

 Flexible Estimation of Stochastic Frontiers (2): Panel Data Models.

 Flexible Estimation of Stochastic Frontiers (3): Time-Varying Panel Data Models.

 Variational Bayes Methods for Large Bayesian VARs

 Accurate Computation of Marginal Data Density using Variational Bayes

 A Minimum Distance and the Generalized EKS Approaches to Multilateral Comparisons of    Prices  and Real Incomes

 Panel Data Models with Endogeniety and Sample Selection

 Stochastic Frontiers Using Maximum Simulated Likelihood