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Prof Nityananda Sarkar

vidwan id: 275495
Male

Retired Professor, Economic Research Unit (ERU)
Indian Statistical Institute, Kolkata

Expertise

  • Economics

Publications

Total Articles 16
Books 0
Proceedings 0

Publications

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Scopus

Citations 276
h-index 9

CrossRef

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Citations 162
h-index 5
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Bio

Econometrics, Time Series Analysis, etc.

Personal Details

  • Male
  • Retired Professor , Indian Statistical Institute, Kolkata
  • 203, Barrackpore Trunk Road
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Retired Professor Feb 2020 – Present
Indian Statistical Institute, Kolkata | Economic Research Unit (ERU)
Professor (HAG) Oct 1985 – Jan 2020
Indian Statistical Institute, Kolkata | Economic Research Unit (ERU)

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Scholarly Work

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Scholarly Publications

Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: An empirical investigation

Open Access
Article

Testing predictability and nonlinear dependence in the Indian stock market

Open Access
Review

Stability of the day of the week effect in return and in votality at the Indian capital market: A GARCH approach with proper mean specification

Open Access
Article
Authors: Bhattacharya K.;Sarkar N.;Mukhopadhyay D.

Arch model with Box-Cox transformed dependent variable

Open Access
Article

Mean square error matrix comparison of some estimators in linear regressions with multicollinearity

Open Access
Article

A new estimator combining the ridge regression and the restricted least squares methods of estimation

Open Access
Article

Comparisons among some estimators in misspecified linear models with multicollinearity

Open Access
Article

Box-cox transformation and the problem of heteroscedasiility

Open Access
Article