Professional Documents
Culture Documents
(January 2015)
SUNIL K. SAPRA
E-mail: ssapra@calstatela.edu
EDUCATION
Ph.D. (Economics), Columbia University, New York, 1983.
Thesis title: Three Essays in Dynamic Econometrics
STATEMENT OF ACCOMPLISHMENT, Statistical Learning/Data Mining, Stanford
Online OpenEdX, April 8, 2014
Certificate in Online Teaching, Harcourt Online University, 2000.
EMPLOYMENT HISTORY
Professor, Department of Economics and Statistics, California State University, Los
Angeles, September 1994-present.
Fellow, ASA/NSF/Census, Bureau of the Census, Department of Commerce,
Washington, D.C., 1989-90.
PROFESSIONAL AND ACADEMIC HONORS
Outstanding Professor Award (2002-03), California State University, Los Angeles.
Member, Phi Kappa Phi, 2004.
Listed in Marquis Whos Who in the World (2001, 2002, 2003,2004); Whos Who in
America (2002, 2003,2004,2005,2006,2007),Whos Who Among American Teachers and
Educators (11th Edition, 2007), Whos Who in American Education (2006,2007), Who's
Who in Outstanding Professionals in Business Higher Education (2003), 1000 Great
Americans (2001, 2002), 2000 Outstanding Intellectuals of the 21st Century (2001)
published by International Biographical Centre, Cambridge, England.
Roundtable Group Fellow (2001-).
Authored a lead articles on Discriminant analysis in The American Statistician (Nov.,
1992) and Robust Testing in Applied Economics Letters (Jan. 2008).
Received an innovative instruction award (with Stephen Pollard) for 1996-97.
Interviewed by the University Times (California State University) on an article the state
of the US economy by Nghi Lam in Vol. 173, No. 64/August 4, 2003.
Received PSSI and FMI for 1994-95, 1995-96, 1996-97, 1997-98, 1998-99, 1999-2000.
Received early tenure and promotion to Professor, Department of Economics and
Statistics, CSULA, effective Fall 1994.
Fellow, ASA/NSF/CENSUS, 1989-90.
President's Fellow, Columbia University, 1979-83
CITATIONS OF PUBLISHED WORK
Published papers have been cited in the following lead economics, econometrics and
statistics journals and books:
International Journal of Research in Marketing, Journal of Political Economy, Journal
of Econometrics, Econometric Reviews, Journal of Applied Econometrics, The American
Statistician, Health Care Management Science, World Politics, Journal of Marketing
Research, Journal of Educational and Behavioral Statistics, Computational Statistics and
Data Analysis, Statistics and Probability Letters, Canadian Journal of Statistics,
Ekonomicka Revue, Brazilian Journal of Probability and Statistics, A Guide to
Econometrics (2003) by Peter Kennedy, MIT Press, Microeconometrics: Methods and
Applications (2005) by Cameron, A.C. and P. K. Trivedi, Cambridge University Press,
Distributions in Statistics, Vol. 3 (2002) by Balakrishnan, N., N. Johnson, and S. Kotz,
Wiley, Econometrics (2008) by B. Baltagi, Springer-Verlag, Berlin-Heidelberg, "Robust
Econometrics" Chapter by P. Cizek and W. K. Hardle in The New Palgrave Dictionary of
Economics (2008), 2nd Edition and GQOPT, Version 7.20 Manual, Applied Analysis of
Variance in Behavioral Sciences (1995), Marcel Dekker, The Econometrics of
Disequilibrium Models (1990) by Srivastava, V. K. and B. Bhaskara Rao, BMDP Version
7 manual.
Published algorithm for Jackknife Maximum Likelihood Estimator for Limited
Dependent Variable Models has been programmed in the popular Econometrics
software package GQOPT, Version 7.20.
PROFESSIONAL MEMBERSHIPS
Member and Institutional Representative for CSULA to the Western Economic
Association (1991-2006).
Member and Institutional Representative for CSULA to the American Statistical
Association (1991-1998).
Member, Indian Econometric Society (1985-present).
PROFESSIONAL ACTIVITIES
Editorial Boards
1. Field Chief Editor, Statistics, Optimization and Information Computing, 20132. Associate Editor, International Journal of Accounting and Economic Studies, 20133. Associate Editor, International Journal of Advanced Statistics and Probability, 20134. Editorial Board Member, Advances in Economics, 20135. Editorial Board Member, Current Advances in Mathematics, 20136. Editorial Board Member, Statistics Research Letters, 20127. Editorial Board Member, Open Journal of Statistics, 20118. Co-editor, Economics-e-journal, Kiel Institute for World Economics, Germany, 20079. Editorial Board, International Journal of Contemporary Issues in Business Research,
201210. Editorial Board, British Journal of Management and Economics, 201111. Editorial Board Member, InterStat (An Electronic journal of Statistics published on
the world-wide-web), 2001-2014.
12. Editorial Board Member, Bulletin of Statistics and Economics, 2009.
13. Editorial Advisory Board, Scientific Journals International, 200614. Open Directory Editor for Econometrics for Netscape, 2001-2005.
Refereeing for Journals, Organizations and Conferences
Referee for
Journal of the American Statistical Association
Econometrica
Econometric Theory
Econometric Reviews
Economics Bulletin
Journal of Econometrics
Journal of Applied Econometrics
Journal of Educational and Behavioral Statistics
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PUBLICATIONS
a. Refereed Publications
1. Semi-parametric mixed effects models for longitudinal data with applications in
business and economics, International Journal of Advanced Statistics and
Probability, 2 (2) (2014) 84-101.
2.
155-161.
8. Comment on Consistency of Normal Distribution-Based Pseudo Maximum
Likelihood Estimators When Data are Missing at Random by Yuan and Bentler
(2011), The American Statistician (2011), Vol. 65, No.1, p. 69.
9. Robust versus Classical Principal Components Analysis, Applied Economics
Letters (2010), Vol. 17, No. 6, pp. 519-523.
10. Robust versus Classical Factor Analysis: An Empirical Analysis, Empirical
Economics Letters (2009), Vol. 8, No. 12, pp. 1187-1196.
11. Truncation and Unidentifiabilty-The Single Sample Case, Bulletin of Statistics and
Economics (2008), Vol. 2, No. A08, pp. 26-29.
12. Robust Nonnested Hypothesis Testing, Applied Economics Letters (2008), Vol. 15,
No. 1, pp. 1-4.
13. Asymmetric and Spillover Effects in the North American Equity Markets, with
Giorgio Canarella and Stephen Pollard, Economics e-journal (October 2007).
14. Robust Exogeneity Tests in the presence of Outliers, Economics Bulletin (2006),
Vol. 3, No. 29, pp. 1-6.
15. A Regression Specification Error Test (RESET) for Generalized Linear Models,
Economics Bulletin (2005), Vol. 3, No. 1, pp.1-6.
16. " Deriving the Observed Information Matrix using the Complete Data Likelihood
Function in Ordered Probit and Logit Models", Solution, Econometric Theory
(2004), Vol. 20, No. 1, pp. 225-226.
17. "Comment on Liao and McGee (2003)", The American Statistician (2004), Vol. 58,
No. 1, p. 90.
18. "High-breakdown Point Estimation of Some Regression Models", Applied Economics
Letters, November 2003, Vol. 10, No. 14/15, pp. 875-878.
19. "Effects of Heterogeneity on Unconditional (Population) Hazard Functions", Solution
to Problem SP02/3, Statistical Papers, 2003, 44/3, pp. 445-446.
20. " Pre-test estimation in Poisson Regression Model", Applied Economics Letters, July
2003, Vol. 10, No. 9, pp. 541-543.
21. " Deriving the Observed Information Matrix using the Complete Data Likelihood
Function in Ordered Probit and Logit Models", Problem, Econometric Theory
(2003), Vol. 19, No. 1, p. 225.
50. " Comment on Bradstreet (1996)", The American Statistician (1996), Vol. 50, No. 4,
p. 389.
51. " A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case)",
Solution in Econometric Theory (1995), Vol. 11, No. 4, pp. 802-803.
52. " Equivalence Between OLS and GLS Estimators for Linear Regression Models with
AR(1) and MA(1) Errors", Problem in Econometric Theory (1995), Vol. 11, No. 1, p.
152.
53. " Comment on Cain (1994)", The American Statistician (1995), Vol. 49, p. 71.
54. " A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case)",
Problem in Econometric Theory (1994), Vo. 10, p. 226.
55. " Comment on " On Generalized Score Tests" by D. D. Boos", The American
Statistician (1993), Vol. 47, pp. 311-312.
56. " Quasi-maximum Likelihood Estimation and Testing in a Two-limit Probit Model
with Serial Correlation", Journal of Quantitative Economics (1994), Vol. 10, pp. 93-104.
57. " Consistent Estimation of a Limiting Covariance Matrix", Bulletin of Economic
Research (1993), Vol. 45, No. 2, pp. 184-186.
58. " Reply to McLachlan", The American Statistician (1993), Vol. 47, No. 2, p. 88.
59. " Asymptotic Properties of a Quasi-maximum Likelihood Estimator for the
Truncated Regression Model with Serial Correlation", Econometric Reviews (1992), Vol.
11, No. 2, pp. 253-260.
60. " A Connection Between the Logit Model, Normal Discriminant Analysis and
Multivariate Mixtures of Normal Distributions", The American Statistician (1991), Vol.
45, No. 4, pp. 265-268.
61. " Estimation of Type 3 Tobit Model via the EM algorithm", Solution in Econometric
Theory (1991), Vol. 7, No. 1, pp. 141-144.
62. " Interpreting the Milliken-Graybill Test as a Conditional Moment Test", The
American Statistician (1990), Vol. 44, No.4, p. 328.
63. " Comment on Thurman (1990)", The American Statistician (1990), Vol. 44, No. 2, p.
193.
64. " Estimation of Type 3 Tobit Model via the EM algorithm", Problem in Econometric
Theory (1990), Vol. 6, No. 1, pp. 113-114.
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