Mehdi Hosseinkouchack
Economics and Business Administration
Frankfurt University
Germany
Biography
Dr. Mehdi Hosseinkouchack Education: 1998-2002 B.s. in Industrial Engineering, Iran University of Science and Technology, Tehran 2003-2005 M.Sc. in Industrial Engineering, Sharif University of Technology, Tehran. Academic / Professional Positions Since 2012: Post Doctoral Research Assistant, Goethe Universtiy, Frankfurt. 2010: Allianz Group Co., Research Fellow at the Macroeconomics Research Group
Research Interest
Theoretical and Applied Econometrics
Publications
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Hassler, U., & Hosseinkouchack, M. (2015). Distribution of the Durbin–Watson Statistic in Near Integrated Processes. In Empirical Economic and Financial Research (pp. 421-436). Springer International Publishing.
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Westerlund, J., Hosseinkouchack, M., & Solberger, M. (2016). The local power of the CADF and CIPS panel unit root tests. Econometric Reviews, 35(5), 845-870.
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Hosseinkouchack, M., & Hassler, U. (2016). Powerful Unit Root Tests Free of Nuisance Parameters. Journal of Time Series Analysis, 37(4), 533-554.
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Westerlund, J., & Hosseinkouchack, M. (2016). Modified CADF and CIPS Panel Unit Root Statistics with Standard Chiâ€squared and Normal Limiting Distributions. Oxford Bulletin of Economics and Statistics, 78(3), 347-364.
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Hassler, U., & Hosseinkouchack, M. (2016). Panel Cointegration Testing in the Presence of Linear Time Trends. Econometrics, 4(4), 45.
