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CURRICULUM VITAE

(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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Journal of the Royal Statistical Society


Explorations in Economic History
Applied Economics
Journal of Quantitative Economics
Journal of Business and Economic Statistics
Bulletin of Economic Research
Review of International Economics
Health Care Management Science
National Science Foundation
International Business Association Conferences
Hawaii Conference on Business (2001).
Proceedings of Far Eastern Econometric Society (1998)

TEACHING AND RESEARCH FIELDS


Econometrics, Business Statistics, International Economics and Microeconomics.

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.

A Useful Role for Data-mining in Economics Business and Economics Journal


(2014), Vol. 5, Issue 3, pp. 1-2.

3. Generalized Additive Models in Business and Economics, International Journal of


Advanced Statistics and Probability (2013), Vol. 1, No. 3, pp. 64-81.
4. A Generalized Additive Poisson Regression Model: An Application to Target
Management Resistance, Empirical Economics Letters (November 2012), Vol. 11,
No.11, pp. 1105-1114 .
5. A Generalized Additive Logit Model of Brand Choice, Journal of Contemporary
Issues in Business Research (2012), Vol. 1, Issue 3, pp. 14-22.
6. Semi-parametric Analysis of Multiple Bids as a Consequence of Target Management
Resistance, Proceedings of 2012 Hawaii International Conference on Business, pp.
937-954.
7. Robust Bootstrap Multiple Imputation with Missing Data and Outliers.
International Journal of Mathematics and Applied Statistics (2012), Vol.3, No. 2, pp.

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.

22. " Identification of Parameters in Two Competing Risks Models", Solution,


Econometric Theory (2002), Vol. 18, No. 6, p. 1463-1465.
23. "Effects of Heterogeneity on Unconditional (Population) Hazard Functions", Problem
SP02/3, Statistical Papers (2002), 43/2, p. 301.
24. "Restricted EM algorithm with an Application to Probit Models", Applied Economics
Letters, October 2002, Vol. 9, pp. 779-781.
25. " IFR and DFR in multivariate hazard function models", Problem 360, Statistica
Neerlandica (Journal of the Netherlands Society for Statistics and Operations
Research) (2001), Vol. 55, No. 3, p. 380.
26. Simple Applications of the Cox-Tsiatis Result on Unidentifiability of Dependent
Competing Risks Model without Regressors, Solution, Econometric Theory (2001),
Vol. 17, No. 4, pp. 855-856.
27. " Identification of Parameters in Two Competing Risks Models", Problem,
Econometric Theory (2001), Vol. 17, No. 6, p. 1158.
28. A Jackknife Maximum Likelihood Estimator for the Probit Model, Applied
Economics Letters (2002), Vol. 9, pp. 73-74.
29. Comment on Waldman (2000), The American Statistician (2001), Vol. 55, No. 1
p. 261.
30. Effects of Transforming the Duration Variable in Accelerated Failure Time (AFT)
Models, Solution, Econometric Theory (2001), Vol. 17, No. 2, pp. 486-487.
31. Variances of Truncated versus Full Distributions for Continuous Random
Variables, Solution, Econometric Theory (2000), Vol. 16, No. 6, pp. 1045-1046.
32. Variances of Censored versus Full Distributions for Continuous Random
Variables, Solution, Econometric Theory (2000), Vol. 16, No. 6, pp. 1046-1047.
33. Simple Applications of the Cox-Tsiaitis Result on Unidentifiability of Dependent
Competing Risks Model without Regressors, Problem, Econometric Theory (2000),
Vol. 16, No. 5, p. 619.
34. Asymptotic Bias of the OLS Estimator for a Censored Pareto Rgression Model,
Solution, Econometric Theory (2000), Vol. 16, No. 4, pp. 457-458.
35. Effects of Transforming the Duration Variable in Accelerated Failure Time (AFT)
Models, Problem, Econometric Theory (2000), Vol. 16, No. 2, p. 288.

36. Variances of Truncated versus Full Distributions for Continuous Random


Variables, Problem, Econometric Theory (1999), Vol. 15, No. 6, p. 902.
37. Variances of Censored versus Full Distributions for Continuous Random
Variables, Problem, Econometric Theory (1999), Vol. 15, No. 6, p. 902.
38. Further Examples of Accelerated Failure Time Regression Models that are not
Proportional Hazard Models, Solution, Econometric Theory (1999), Vol. 15, No. 5, pp.
786-787.
39. Asymptotic Bias of the OLS Estimator for a Censored Pareto Regression Model,
Problem, Econometric Theory (1999), Vol. 15, No. 4, pp. 631-632.
40. Partial Observability in a Bivariate Logit Model, Solution in Econometric Theory
(1999), Vol. 15, No. 2, pp. 262-264.
41. Further Examples of Accelerated Failure Time Models which are not Proportional
Hazard Models, Problem, Econometric Theory (1998), Vol. 14, No. 5, p. 688.
42. Coherency Conditions in a Simultaneous Equation Model with an Interval Censored
Endogenous Variable, Solution in Econometric Theory (1998), Vol. 14, No. 4, pp. 383384.
43. " Partial Observability in a Bivariate Logit Model", Problem, Econometric Theory
(1998), Vol.14, No.2, pp. 285-286.
44. " Bias and Inefficiency of Ordinary Least Squares Estimator for Logit Regressions
with Continuous Dependent Variables Measured with Error", Applied Economics Letters
(1998), Vol.5, pp. 745-746.
45. " Coherency Conditions in a Simultaneous Equation Model with an Interval Censored
Endogenous Variable", Problem, Econometric Theory (1997), Vol.13, No.4, p. 605.
46. " Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression
Model", Problem, Econometric Theory (1997), Vol.13, No.3, p. 464.
47. " Equivariance of the Maximum Likelihood (ML) Estimator in a Log-logistic
Duration Data Model with Right-Censoring", Econometric Theory (1996), Vol. 12, No. 4,
p. 867.
48. " Equivalence Between OLS and GLS Estimators with AR(1) and MA(1) Errors",
Solution in Econometric Theory (1996), Vol. 12, No. 2, p. 404.
49. " Global Concavity of the Likelihood Functions for Two Binary Choice Models",
Econometric Theory (1996), Vol. 12, No. 2, p. 393.

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.

65. " Asymptotic Properties of Restricted Maximum Likelihood Estimator in Censored


Regression Model", Solution in Econometric Theory (1989), Vol. 5, No. 3, pp. 459-461.
66. " A Switching Regression Model with Imperfect Sample Separation and Several
Regimes", Problem in Econometric Theory (1989), Vol. 5, No. 3, p. 319.
67. " Instrumental Variable Estimation in Nonlinear Simultaneous Equation Models with
Limited Dependent Variables", Bulletin of Economic Research (1989), Vol. 41, No. 4,
pp. 275-285.
68. " Asymptotic Properties of Restricted Maximum Likelihood Estimator in Censored
Regression Model", Problem in Econometric Theory (1988), Vol. 4, No. 3, pp. 535-536.
69. " Nonlinear Instrumental Variable Estimation with Exact Linear Restrictions",
Sankhya, Series B (1987), Vol. 49, No. 3, pp. 262-268.
70. " Distribution-free Estimation in a Disequilibrium Model ", Economics Letters
(1986), Vol. 22, pp. 39-43.
71. " A Conditional Least Squares Estimation Procedure for a Disequilibrium Market
Model with Autocorrelated Errors", Economics Letters (1986), Vol. 20, pp. 251-254.
a. Conference Proceedings and Other Publications
1. " Truncation and unidentifiability" at the Mathematics Preprint Server on the world
wide web, July 30, 2001.
2. " Quasi-maximum Likelihood Estimation and Testing in Dynamic Logit Models",
Proceedings of the American Statistical Association (1993), Business and Economic
Statistics Section, pp. 149-152.
3. " Quasi-maximum Likelihood Estimation and Testing in a Two-limit Probit Model
with Serial Correlation", Proceedings of the American Statistical Association (1992),
Business and Economic Statistics Section, pp. 311-315
4. " Old Inputs, New Inputs and Productivity" with Michael Gort and Byoung Bahk, in
Proceedings of the Fifth Annual Research Conference (1990) on Productivity, Bureau of
the Census, US Department of Commerce, pp. 185-196.
b. Honorable Mentions of Research
1. Solution to the problem Upper Bounds for Eigenvalues of Nonnegative Definite
Matrices received honorable mention in Econometric Theory (1999), Vol. 15, No. 1, p.
137.
2. Solution to the problem Equivariance of an Instrumental Variable Estimator in the

Linear Regression Model received honorable mention in Econometric Theory (1998),


Vol. 14, No.2, p. 292.
c. Research submitted for publication and work in progress.
Robust Methods for Generalized Linear Models in the Presence of Outliers.
REVIEWS OF TEXTS AND SOFTWARE
1. Quantitative Methods for Business Decisions (1994) by Lawrence Lapin, Harcourt
Brace and Jovanovich.
2. Applied Demand Analysis (1987) by R. L. Thomas, Longman Publishing Co.,
London.
3. Proposal for a new text entitled Introduction to Statistics and Econometrics by Mark
Watson and James Stock, Addison Wesley Publishing Co.
4. Manuscript for a new text entitled Introduction to Statistics and Econometrics by
Mark Watson and James Stock, Addison Wesley Publishing Co.
5. Modern Quantitative Methods by Lapin and Whisler, Duxbury Press.
6. Statistical package, NAG.
7. Microeconomics- Part I by Campbell and Pereira, Prentice Hall Publishing Co..
8. Essentials Management Science by David Pentico, Duxbury Press.
9. Business Statistics in Practice by James Bowerman, Irwin/McGraw-Hill Publishers.
10. Introduction to Applied Business Statistics, 7th Edition by Plavin, South-West
Publishers.
11. Manuscript (Chs. 12 and 13) for Practical Statistics, 5th Edtion to be published by
Pearson publishers.
12. International Economics, 9th Edition by Dominick Salvatore, Wiley Publishers.
13. Introduction to International Economics, 2nd Edition by Dominick Salvatore, Wiley
Publishers.
14. Manuscript for PreMBA Analytical Primer by Regina Trevino, Blackwell Publishing.

15. Business Statistics by Devore, W. H. Freeman Publishing Co.

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16. Business Statistics by Sharpe/De Veaux/Velleman's, Pearson Publishing Co.


17. Business Statistics by Robert Donnelly, Pearson Publishing Co.
18. Economics of International Trade by John McLaren, Wiley Publishers.
19. Statistics for Business and Economics, 8th Edition by Paul Newbold, Pearson
Publishers.
PRESENTATIONS
1. Generalized Additive Mixed Models for Longitudinal Data in Business and
Economics, presented at the IJAS conference in Barcelona, June 15-20, 2014.
2. Generalized Additive Models in Business and Economics, presented at the IJAS
conference in Bad Hofgastein, June 16-21, 2013.
3. Semi-parametric Analysis of Multiple Bids as a Consequence of Target Management
Resistance, presented at Hawaii International conference on Business in Honolulu, May
2012.
4. Robust Nonnested Hypothesis Testing, presented at the Western Economic
Association, 81st Annual Conference in San Diego, July 2006.
3. Discussant in Session # 16 (Quantitative Methods) and Session # 36 (International
Finance) at the Western Economic Association, 78th Annual Conference in Denver, July
2003.
4. Session # 22 (Econometric Analysis and Applications) at the Western Economic
Association, 76th Annual Conference in San Francisco, July 2001.
5. Resources for teaching Statistics on World Wide Web, presented at the symposium
organized by Center for Effective Teaching & Learning, CSULA, April 1998.
6. " Innovations in Teaching Business Statistics- Using World Wide Web and Microsoft
Excel in the Classroom", presented at the CSU Regional Symposium on University
Teaching, February 1998.
7. " Quasi-maximum Likelihood Estimation in Censored and Truncated Regression
Models with Serial Correlation-a Small Sample Study", presented at the Joint Statistical
Meetings in Anaheim, CA in August 1997.
8. " Quasi-maximum Likelihood Estimation and Testing in Dynamic Logit Models",
presented at the Joint Statistical Meetings in San Francisco, CA, August 1993.
9. " Consistent Estimation and Testing in a Two-limit Probit Model with Serial

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Correlation", presented at the Joint Statistical Meetings in Boston, August 1992.


10. " Quasi-maximum Likelihood Estimation in an Ordered Probit Model with Serial
Correlation", presented at Department of Economics, California State University, Los
Angeles, February 1992.
11. " Asymptotic Properties of a Quasi-maximum Likelihood Estimator for a Truncated
Regression Model with Serial Correlation", presented at the Department of Economics,
Columbia University, March 1991.
12. " Old Inputs, New Inputs and Productivity", with Michael Gort and Byoung Bahk,
presented at the Bureau of Census, Washington, D. C., November 1989.
13. " Instrumental Variable Estimation in Nonlinear Simultaneous Equation Models with
Limited Dependent Variables", presented at the State University of New York, Buffalo,
October 1988.
14. " Recent Developments in Limited Dependent Variable Models", presented at
Argonne National Labs., Chicago, June 1987.
15. " Generalized Method of Moments Estimators for a Nonlinear Measurement Error
Model", presented at the London School of Economics, January 1986.
16. " Orthogonality Conditions Estimators for Mixtures of Normal Distributions and
Switching Regression Models", presented at the 1985 Econometric Society Meetings in
New York.
SESSIONS CHAIRED AT CONFERENCES
1. Chaired session # 42 at the IJAS conference in Barcelona, June 15-20, 2014.
2. Chaired Session # 63 at the IJAS conference in Bad Hofgastein, June 16-21, 2013.
3. Chaired a session entitled Econometrics at Hawaii International conference on
Business in Honolulu, May 2012.
4. Chaired a session entitled Applied Statistics-Survey at the Joint Statistical Meetings in
San Francisco, August 1993.
5. Chaired a session entitled Econometrics at the Joint Statistical Meetings in Boston,
August 1992.
6. Chaired session # 73 entitled Economics at the Hawaii International conference on
Business in Honolulu, May 2012.
CONFERENCES ATTENDED WITHOUT PRESENTATION

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1. Econometric Society, Summer Conference (1997) at CALTECH.


2. Mini-conference on Nonlinear and Non-stationary Time Series at CALTECH, October
2004.
3. Mini-conference on Financial Econometrics at CALTECH, April 2005.
4. NSF/CBMS Regional Conference in the Mathematical Sciences on Convex Duality
Methods in Mathematical Finance, hosted by UCSB Probability and Statistics
Department, June 22-27, 2008
5. Conference in Genetics, Probability and Statistics, Stanford University, Palo Alto, June
17-18, 2011.
GRANTS RECEIVED
1. Innovative Instruction Award (1996-97) for the project " Innovations in Teaching
Business Statistics-Using World Wide Web and Microsoft Excel in the Classroom".
2. National Science Foundation (1989-90) (with M. Gort): $ 130,000 for the project,
"Old Inputs, New Inputs and Productivity".
3. Research and Development Funds, State University of New York, Buffalo for the
project, "Instrumental Variable Estimation in Simultaneous Equation Models with Error
Components".
CONSULTING ASSIGNMENTS
Consultant and Reviewer for California American University, D.B.A. program, 2002.
Consultant to Addison Wesley Publishers, Blackwell Publishing, Harcourt, Brace, and
Jovanovic Publishers, and Prentice Hall Publishing Co. on evaluation of manuscripts for
publication.
Consultant to BARKSDALE/CRANE, Inc.: 1995.
Consultant to Argonne National Labs: 1984-87.
SERVICE
Served on several department, school and university committees at CSULA.
REFERENCES
Available upon request.

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