My Students

Ph.D. Theses

Waqar Masood Khan: Towards an Interest Free Islamic Economics System: A theoretical analysis of prohibiting debt-financing. 1984. BostonUniversity

Sidika Basci: Computer Intensive Techniques for Model Selection. May 1998, Bilkent University

Mehmet Orhan: Robust Regression, HCCM Estimators, and an Empirical Bayes Application, May 1999, Bilkent University

Yasemin Bal-Gunduz: The Estimators of Random Coefficient Models, May 1999, Bilkent University

Asiye Ozlem-Onder: Asymptotic Expansions for Test Statistics and Tests for Normality Based on Robust Regression, June 1999, Bilkent University

Zahid Asghar: Sensitivity and Simulation Analysis of Granger Causality:An Empirical Investigation, Pakistan Institute of Development Economics, 2007.

Saima Mahmood: Efficiency Wages and Non-Monetary Motivational Strategies: An Experimental Approach. Pakistan Institute of Development Economics, 2011

Mohmmad Rehman: Resolving Controversies about Determinants of Inflation, IIIE, International Islamic University of Islambad, 2011

Atiqur-Rahman Kashmiri: Model Specification and Unit Root Tests. IIIE, International Islamic University of Islamabad, 2011

Iftikhar Hussain AdilDetecting Outliers in Skewed Distributions.IIIE, International Islamic University of Islamabad, 2012

Mumtaz Ahmed: Analytical Formulae for Biases of Heteroskedasticity Consistent Covariance Matrix Estimators, IIIE, IIUI, 2012

Saud Ahmed Khan: Hedging, An Islamic Approach.

Rafi Amir-ud-din: An Inter-Temporal Comparison Of International Poverty As An Achieved Functioning Deprivation

Tanweer-ul-Islam: Testing for Normality: New Directions in Test Comparisons

Mr. Mudassar Rashid: Model Specification Methods: Comparison of Autometrics with other Strategies

Ateeq-ur-Rehman Irshad: Comparison of Parametric and Non-Parametric Approaches to Measure Performance Theory and Applications.

Ahsan ul Haq Satti : Conduct of monetary policy in uncertain world; The case of Pakistan

Taseer SalahuddinExploring The Relation Between Empowerment And Multidimensional Deprivation Spectrum Among Pakistani Women: A Mixed Method Approach , NCBAE, Lahore, 2018

Farrukh Mahmood: Comparison between the Bayesian and Frequentist Estimators : Univariate GARCH Type Models, 2018

Ayesha tuz Zehra: Agent Based Modelling for Monetary Policy Decisions, 2018

Ms. Uzma Bashir: Essays in Monetary Economics: An Insight from Quantity Theory of Credit, 2018

Abida Nourin: Evaluation of Causality Methods and Tests for Panel Data

Maria Qubtia: A Re-examination of Empirical Evidence of Export Led Growth Hypothesis

Uzma Bashir: Essays in Monetary Economics: An Insight from Quantity Theory of Credit

Atiq-uz-Zafar Khan: Islamic insurance in Theory and Practice: A Critical Appraisal

Waqar Muhammad Khan: Assessing Independence and Causality in Time Series

Asad ul Islam Khan: Theoretical and Empirical Comparison of Cointegration Tests

Irfan Malik: Modeling Financial time series in the presence of outliers

Gulfam Haider: Comparative Analysis of Nonparametric Approaches Dealing with Endogeneity in Finite Samples

Khan Bahadur Khan: The Classical Bayes Empirical Bayes and Hierarchical Bayes Estimation of Panel Data Models

Surayya Mukhtar: Alternative Specifications of Fisher Hypothesis and Empirical Investigations

Mahmood Ul Hasan: Monte Carlo Comparison of Panel Data Cointegration Tests and their Economics Application

Co-Supervisor for:

Han Yung-Jung: Bayesian Tests for Ricardian Equivalence, JohnsHopkinsUniversity, 1993 – Supervisor: Dr L. Maccini

Sajid Amin Javed: Uncertainty, Foreign Direct Investment and Economic Growth: Evidence from Developing Asia,IIIE, International Islamic University of Islamabad, 2012 Supervisor: Prof. Dr. Nasim Shah Shirazi

Hendri,Samsul Bahri: Export Led Growth Hypothesis: An Analysis of Indonesia’s Trade Policy Pre and Post 1997 Financial Crises. IIIE, International Islamic University of Islamabad, 2012 Supervisor: Prof. Dr. Nasim Shah Shirazi

Muhammad Azhar Khan: Determinants of  Basic  Need Fulfillment The Case of Pakistan. IIIE, International Islamic University of Islamabad, 2012 Supervisor: Prof. Dr. Nasim Shah Shirazi

M.A. Theses

Faker Zouaoui: Quality Measurement Plan Using Monte Carlo Methods, May 1997, Bilkent University

Arzdar Kiraci: Robust Regression and Applications, September 1996, Bilkent University

Yener Kandogan: Predictive Residual Sum of Squares Compared with J and Ja in Nonnested Hypothesis Testing, May 1996, Bilkent University

Sidika Basci: Detecting Structural Change when the Change Point is Unknown, May 1995, BilkentUniversity

Mehmet Orhan: Comparison of Several Estimators for the Covariance of the Coefficient Matrix, September 1995, Bilkent University

Mustafa Cenk Tire: Bootstrap and its Applications.September 1995, Bilkent University

KeremTomak: Evaluation of the Goldfeld-Quandt test and Alternatives, June 1994, BilkentUniversity.

M.Phil. Theses

M. Shahid Razzaque: The Ultimatum Game: Experimental Evidence on the effect of Gender and Raising Stakes. March 2008, IIIE, IIUI

Syed Kanwar Abbas: Efficiency Wage Hypothesis in Pakistan. Nov., 2006, M.Phil, IIIE, IIUI.

M. Faiz-ur-Rahim: Aspects of Corruption Measurement. Dec 2006, M.Phil, IIIE, IIUI.

Mubashir Mukhtar: Islamic Microfinance: Business in the name of Welfare. May 2009, M. S. IIIE, IIUI

Taseer Salahuddin: Poverty Measurement: A Multidimensional Approach, October 2010. MS IIIE, IIUI.

Gulfam Haider: Changing Points and Parameter Instability with Heteroskeydastic Models,  2012. MS Econometrics IIIE, IIUI.

Khan Bahadar: Bayesian and Frequentist Approaches of Estimation: A Forecast Based Comparison on Panel Data, 2012. MS Econometrics IIIE, IIUI.

Asad-ul-Islam Khan: Comparison of Different Measures of Correlation for Categorical Data, 2012. MS Econometrics IIIE, IIUI.

Abdul Ghafar Shah: Getting the Result that you want from the Unit Root, 2012. MS Econometrics IIIE, IIUI

Muhammad Irfan Malik: Spectral Density Estimators and  NG-Perron Unit Root Test, 2012. MS Econometrics IIIE, IIUI

Mubashir Mukhar, Investigating Causes of Inflation in Pakistan: Incorporating Paradox of Monetary Profits, 2012. MS Econometrics IIIE, IIUI

Saba Mumtaz: Advance Bayesian Analysis Using Panel Data of European Union Consumption Function, 2018

Hanzala Zulfiqar: Evaluation of Density forecasts, 2018

Rana M. Imran Irshad: Testing for Unimodality

Waqar Muhammad Khan: How One Can Use Granger Causality to Get Desired Results.

Ali Raza: Comparison of Bootstrap SkewnessVersus Classical Tests of Skewness.  

Shahid Akbar: Detecting Outliers in Stock Returns.

Uzma Bashir Awan: Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange.

Munazza Jabeen: A Comprehensive Look at Modelling Exchange Rate Volatility   by Macroeconomic Fundamentals in Pakistan.

Currently under Way:

MS/M.Phil Theses

Rubina Kiran: Welfare Impact of Rising Food Prices on Households in Pakistan.

Mamoona Sadaf: Provinical Trade and Virtual Water Flows in Pakistan

Mehmood Hussain: Measuring the Stock Returns Using Bayesian Techniques: A Case of Islamabad Stock Exchange


Obituary for Arif Naveed: My Student from IIIE, IIUI – I encouraged him to go on for higher studies in England, and enabled the process.