Ph. D, Indian Statistical Institute, 1983
Box-Cox Transformation and the Problem of Heteroscedasticity, Communications in Statistics: Theory and Methods, 14, No. 2, 1985, 363 379.
Consistency and Asymptotic Normality of the ML Estimator of Limited Dependent Variable Models with Heteroscedastcity, Journal of Quantitative Economics, 1, No. 2, 1985, 253 263.
Estimation and Testing in an Autocorrelated Linear Regression Model with Decomposed Error Term: The Case of Two AR(1) Components, Sankhya - Series B, 47, 1985, 144 157.
Comparisons Among Some Estimators in Misspecified Linear Models with Multicollinearity, Annals of the Institute of Statistical Mathematics, 41, No. 4, 1989, 717 724.
A New Estimator Combining the Ridge Regression and the Restricted Least Squares Methods of Estimation, Communications in Statistics: Theory and Methods, 21, No. 7, 1992, 1987 2000.
Denominationwise Imbalance Between Currency Requirements and Availability in India: Findings of a Recent Survey, Artha Vijnana, 34, No. 4, 1992, 388 398 (jointly with P. Maiti and D. Coondoo).
On Forecasting Denominational Requirements of Currency in India, Journal of Quantitative Economics, 9, No. 2, 1993, 301 313 (jointly with P. Maiti and D. Coondoo).
Mean Square Error Matrix Comparison of Some Estimators in Linear Regressions with Multicollinearity, Statistics and Probability Letters, 30, 1996, 133 138.
Hypothesis Testing for Some Nonregular Cases in Econometrics, in Quantitative Economics: Theory and Practice (eds. Chakravarty, S., Coondoo, D. and Mukherjee, R.), Allied Publishers, India, 1998, 319 357, (jointly with A.K. Bera and S.S. Ra).
An ARCH in the Nonlinear Mean (ARCH-NM) Model, Sankhya - Series B, 62, 2000, 327 344 (jointly with S. Das).
ARCH Model with Box-Cox Transformed Dependent Variable, Statistics and Probability Letters, 50, 2000, 365 374.
Has There Been an Acceleration in the Growth of Agriculture in West Bengal: A Fresh Look Using Modern Time Series Techniques, Sankhya - Series B, 63, 2001, 89 107 (jointly with D. Mukhopadhyay).
Day of the Week Effect on Stock Returns in India: Effect of Economic Reforms, Asian Economic Review, 44, 2002, 103 110.
Stability of the Day of the Week Effect in Returns and in Volatility at the Indian Capital Market: A GARCH Approach with Proper Mean Specification, Applied Financial Economics, 13, 2003, 553 563. (jointly with K. Bhattacharya and D. Mukhopadhyay).
Testing Predictability and Nonlinear Dependence in the Indian Stock Market, Emerging Markets Finance and Trade, 41, No. 6, 2005, 7 44, (jointly with D. Mukhopadhyay).
Mean and Volatility Dynamics of Indian Rupee/US Dollar Exchange Rate Series: An Empirical Investigation, Asia Pacific Financial Markets, 13, 2006, 41 69 (jointly with Rituparna Kar).
Unit Root Tests in Econometries in Themes in Quantitative Economics (ed. Dhar, A.), Allied Publishes, forthcoming (jointly with S. Das)
Analysis of Long-Run Economic Relationships: The Cointegration Methodology in Themes in Quantitative Economics (ed. Dhar, A.), Allied Publishers, forthcoming (jointly with D. Mukhopadhyay).
Is the Relative Risk Aversion Porameter Constant Over Time? A Multi-Country Study, Emperical Economics, 38, 3, 605-617, 2010
Stock Returns under Alternative
Volatility and Distributional Assumptions: The Case for India, International Econometric Review,
5, 2013, 1-19,
(jointly with D. Mukhopadhyay).
Forecasting House Prices in the United States with Multiple Structural Breaks, International Econometric Review, forthcoming, (jointly with M. Barari, S. Kundu and K. B. Chowdhury).
Last Updated Septemberr 2013 - Nityananda Sarkar