Curriculum Vitae

August 2020

 

Name: Iraj Kazemi

 

Office Address:

Department of Statistics, University of Isfahan, Isfahan 81746-73441, Iran

Tel.: +98 (0)31 37934596

Fax: +98 (0)31 37934601

Email Address: i.kazemi@stat.ui.ac.ir

i.kazemi47@gmail.com (private)

 

Date of Birth: May 23, 1968

Marital Status: Married, two children

 

Education

Title: The Initial Conditions Problem in Dynamic Panel Data Models with Random Effects

Supervisor: R.B. Davies & R. Crouchley

Title: The EM Algorithm

Supervisor: S.M. Sadooghi-Alvandi

 

Positions

Visiting Faculty, The University of Texas at Austin, Department of Statistics & Data Sciences, 2017.

Head of Department of Statistics, University of Isfahan, Iran, 2012-2016.

Associate Professor, University of Isfahan, Iran, 2015-present.

Assistant Professor, University of Isfahan, Iran, 2005-2014.

Teaching Fellow in Applied Statistics, part time, The University of Lancaster, England, 2003-2005.

Teaching Short Courses in Training Programee, part time, the University of Lancaster, England, 2002-2003.

Lecturer, full time, University of Isfahan, Iran, 1993-2000.

Lecturer, part time, Bahonar Institute, Iran, 1992-1993.

Consultant in Statistics and Computer Lab, Part time, Shiraz University, Iran, 1990-1992.

 

Teaching Experience

Postgraduate Courses:

(University of Lancaster, England)

v Bayesian Methods

v Multilevel Models

v Methods for Missing Data

v Identification Problems in the Social Sciences

v Questionnaire Design

 

(University of Isfahan, Iran)

v  Advanced Bayesian Models

v  Generalized Linear Mixed-Effects Models

v  Advanced Statistical Computing

v  Advanced Topics in Statistics

v  Statistical Models in Economics

 

Undergraduate Courses: (University of Isfahan, Iran)

v Advanced Statistical Methods

v Mathematical Statistics

v Linear Algebra with Applications in Statistics

v Data Analysis

v Statistical Computing with Computer

v Regression Models

 

 

Scientific Societies Memberships

  Member of Economic & Social Research Council (ESRC), England, 2002-2005.

  Member of the Statistical Modelling Society (SMS), 2002-Present.

  Member of the Iranian Statistical Society, 1992-Present.

  Member of the Iranian Student Competition Committee, 2005-Present.

  Member of the Executive Committee of the 9th Iranian Statistical Conference, 2008.

  The Collaborator for Quantitative e-Social Science Support (CQeSS), Lancaster University, 2003 2006.

 

Research Interests

      Semi-parametric Bayesian Approach

      Flexible Modelling of Random Effects using Elliptical & Skew Elliptical Distributions,

      Generalized Linear Mixed-Effects Models,

      Copula Functions and Their Applications in GLMMs,

      Dynamic Panel Data Models with Random Effects,

      Bayesian Models (Parametric & Semi-parametric),

      Gibbs Sampling and MCMC

 

Working Papers

        Hassanzadeh F. and Kazemi I. (2020). Marginalized random-effects models for clustered binomial data through innovative link functions. Revised.

        Hassanzadeh F. and Kazemi I. (2020). Analysis of multivariate, overdispersed count data with correlated and non-normal heterogeneity effects. Revised.

        Mohammadi R. and Kazemi I. (2020). A robust analysis of correlated data with multivariate huber distribution. Under Review.

        Mohammadi R. and Kazemi I. (2020). A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution. Submitted.

        Nekoee-Zahraei H., Kazemi I., Nafteux P. and Verbeke G. (2020). Marginalized modeling of mixed binary and proportion responses for longitudinal data. Submitted.

        Tourani-Farani F. and Kazemi I. (2020). The generalized Johnson system of transformations for linear regression modeling of bounded and unbounded responses. Submitted.

        Tourani-Farani F. and Kazemi I. (2020). An innovative joint mixed-effects modeling of multiple correlated responses using the multivariate Johnson system of transformations. Submitted.

        Aghabazaz Z., Kazemi I. and Nematollahi A. (2020). A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility. Under Review.

        Aghabazaz Z., Kazemi I. and Nematollahi A. (2020). Mixed-effects modeling of dynamic panel data with heterogeneous variance-covariance components using the GARCH process. Under Review.

        Akell H., Sajadi F.A. and Kazemi I. (2020). Generalized Dirichlet process, its joint distribution, and some properties. Submitted.

        Golestaneh F. and Kazemi I. (2020). The asymptotic bias of MLEs for panel data models with random effects and autoregressive disturbances. Submitted.

 

Publications

      Mahdiyeh Z., Kazemi I. and Verbeke G. (2020). A Copula-based Approach to Joint Modeling of Multiple Longitudinal Responses with Multimodal Structures. Statistical Modelling: An International Journal. Accepted.

      Najarzadegan H., Alamatsaz M.H., Kazemi I. and Kundu D. (2020). Weighted bivariate geometric distribution: Simulation and estimation. Communications in Statistics - Simulation and Computation 49 (9): 2419-2443. DOI:10.1080/03610918.2018.1520870.

      Aliyari R., Hajizadeh E., Aminorroaya A., Sharifi F., Kazemi I. and Baghestani A.R. (2020). Multistate Models to Predict Development of Late Complications of Type 2 Diabetes in an Open Cohort Study. Diabetes, Metabolic Syndrome and Obesity: Targets and Therapy 13: 18631872.

      Hadi-Alijanvand M., Aminorroaya A., Kazemi I., Amini M., Aminorroaya-Yamini S., and Mansourian M. (2020). Prevalence and predictors of prediabetes and its coexistence with high blood pressure in first‑degree relatives of patients with type 2 diabetes: A 9‑year cohort study. Journal of Research in Medical Sciences 25(31): DOI: 10.4103/jrms.JRMS_472_18.

      Mansouri S., Kazemi I., Baghestani A.R., Zayeri F., and Ghorbanifar Z. (2020). Evaluating the effect of Coriandrum sativum syrup on being migraine-free using mixture models. Medical Journal of the Islamic Republic of Iran (MJIRI) 34(44). https://doi.org/10.34171/mjiri.34.44.

      Haghnejad A., Samadi S., Nasrollahi K., Azarbayjani K. and Kazemi I. (2019). Market Power and Efficiency in the Iranian Banking Industry. Emerging Markets Finance and Trade, DOI: 10.1080/1540496X.2019.1643716.

      Mahdiyeh Z. and Kazemi I. (2019). An innovative strategy on the construction of multivariate multimodal linear mixed-effects models. Journal of Multivariate Analysis 174, 104533, https://doi.org/10.1016/j.jmva.2019.104533.

      Najarzadegan H., Alamatsaz M.H., and Kazemi I. (2019). Discrete Bivariate Distributions Generated By Copulas: DBEEW Distribution. Journal of Statistical Theory and Practice 13(47), https://doi.org/10.1007/s42519-019-0046-7.

      Hadi-Alijanvand M., Aminorroaya A., Kazemi I., Aminorroaya-Yamini S., Janghorbani M., Amini M., and Mansourian M. (2019). Cross-sectional and longitudinal assessments of risk factors associated with hypertension and moderately increased albuminuria comorbidity in patients with type 2 diabetes: a 9-year open cohort study. Diabetes, Metabolic Syndrome and Obesity: Targets and Therapy 12: 11231139. doi: 10.2147/DMSO.S189726.

      Sharifonnasabi Z., Alamatsaz M.H. and Kazemi I. (2018). On Properties of a Class of Bivariate FGM Type Distributions. J. Statist. Res. Iran 15: 275300.

      Kelishadi R., Heidari Z., Kazemi I., Jafari-Koshki T., Mansourian M., Motlagh M.E. and Heshmat R. (2018). A hierarchical Bayesian tri-variate analysis on factors associated with anthropometric measures in a large sample of children and adolescents: the CASPIAN-IV study. J Pediatr Endocrinol Metab 31(4): 443449. doi: 10.1515/jpem-2017-0213.

      Mansouri S., Kazemi I., Baghestani A.R., Zayeri F., Nahidi F. and Gazerani N. (2018). A placebo-controlled clinical trial to evaluate the effectiveness of massaging on infantile colic using a random-effects joint model. Pediatric Health, Medicine and Therapeutics 9: 157163. doi: 10.2147/PHMT.S185214.

      Hassannejad R., Kazemi I., Sadeghi M., Mohammadifard N., Roohafza H., Sarrafzadegan N., Talaei M., and Mansourian M. (2017). Longitudinal association of metabolic syndrome and dietary patterns: A 13-year prospective population-based cohort study. Nutrition, Metabolism and Cardiovascular Diseases 28(4): 352-360. doi: 10.1016/j.numecd.2017.10.025.

      Khoshhali M., Kazemi I., Hosseini S.M., and Seirafian S. (2017). Predicting tree-year clinical outcomes using the baseline and trajectories of serum albumin in patients on peritoneal dialysis. Iran Red Crescent Med J. 19(10):e59741.

      Hassanzadeh F. and Kazemi I. (2017). Regression modeling of one-inflated positive count data. Statistical Papers, 58(3), 791-809.

      Khoshhali M., Kazemi I., Hosseini S.M. and Seirafian S. (2017). Relationship between trajectories of serum albumin levels and technique failure according to diabetic status in peritoneal dialysis patients: A joint modeling approach. Kidney Res Clin Pract 36, 182-191.

      Sharifonnasabi Z., Alamatsaz M.H., and Kazemi, I. (2017). A large class of new bivariate copulas and their properties. Brazilian Journal of Probability and Statistics 32(3): 497524. https://doi.org/10.1214/17-BJPS351.

      Rikhtehgaran R., Kazemi I. and Verbeke, G. (2017). A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension. Journal of Statistical Computation and Simulation 87(1), 171-186.

      Kazemi, I. and Hassanzadeh, F. (2017). An extension of mixed Poisson models with correlated and non-normal heterogeneity effects. Submitted.

      Rikhtehgaran, R. and Kazemi, I. (2016). The determination of uncertainty levels in robust clustering of subjects with longitudinal observations using the Dirichlet process mixture.
Advances in Data Analysis and Classification 10(4), 541
562.

      Hassanzadeh, F. and Kazemi, I. (2016). Analysis of over-dispersed count data with extra zeros using the Poisson log-skew-normal distribution. Journal of Statistical Computation and Simulation 86(13), 2644 2662.

      Taherpour, F., Rajaeepour, S., Siadat, A., and Kazemi, I. (2016). Analysis of bilateral effects between social undermining and co-creation among university faculty members. International Education Studies 9(7), 135-144.

      Kazemi, I., Hassannejad, F., Mansourian, M. and Faghihimani, E. (2016). Bayesian analysis of trivariate mixed-effects models for a prospective cohort study: application to diabetic data. Under Revision.

      Rikhtehgaran, R., Kazemi I., and Verbeke, G. (2014). Effects of time-invariant covariates on the estimation of longitudinal trends for transition mixed models, Statistics in Medicine 33(27), 4743-4755.

      Kazemi I. and Rikhtehgaran R. (2014). Topics on dynamic panel data models with random effects using semi-parametric Bayesian approach. Communications in Statistics: Theory & Methods 43(8), 1630-1648.

      Mansourian, M., Kazemi, I. and Kelishadi, R. (2014). Pediatric metabolic syndrome and cell blood counts: bivariate Bayesian modeling. Journal of Tropical Pediatrics 60(1), 61-67.

      Rikhtehgaran, R. and Kazemi, I. (2013). Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution. Computational Statistics 28, 2007-2027.

      Rikhtehgaran, R., Kazemi, I., Verbeke, G., de Kort, W., and Lesaffre, E. (2012). Piecewise transition models with random effects for unequally-spaced longitudinal measurements. Statistical Modelling, 12(6), 503-525.

      Salehi-Marzijarani, M., Yadegarfar, G., Kazemi, I., Sanati, J., and Hassanzadeh, A. (2013). Influence of baseline weight on relationship between shift work and longitudinal changes of cholesterol. Iranian Journal of Environmental Health Science & Engineering 2(2), 1-5.

      Kazemi, I., Mahdiyeh. Z., Mansourian, M. and Park, J.J. (2013). Bayesian analysis of multivariate mixed models for a prospective cohort study using skew-elliptical distributions. Biometrical Journal, 55(4), 495-508.

      Tazhibi, M., Kazemi, I., Momenyan, S. and Haghshenas, H. (2013). Multivariate Poisson-lognormal model for modeling related factors in crash frequency by severity. International Journal of Environmental Health Engineering, 2(2), 1-6.

      Shavaran, H.R., Rajaeipour, S., Kazemi, I., and Zamani, B.E. (2012). Development and validation of faculty members' efficacy inventory in higher education. International Education Studies 5(2), 175-184

      Mansourian, M., Kazemnejad, A., Kazemi, I., Zayeri, F. and Soheilian, M. (2011). Using skew-symmetric mixed models for investigating the effect of different diabetic macular edema treatments. Journal of Research in Medical Sciences 16(10), 1319-1325.

      Mansourian, M. Kazemnejad, A., Kazemi I., Zayeri, F., and Soheilian, M. (2011). Bayesian analysis of longitudinal ordered data with flexible random effects: application to diabetic macular edema data. Journal of Applied Statistics 39(5), 1087-1100.

      Rezaei, Z., Ganjali, M. and Kazemi, I. (2010). Models for longitudinal analysis of binary response data for identifying the effects of different treatments on insomnia. Applied Mathematical Sciences, 62(4), 3067- 3082.

      Agha-Hoseini, Rajaeipour, S., Siyadat, and Kazemi, I. (2010). Analysis of relationship among organizational multiple intelligences in Iranian teacher education centres. Asian Journal of Development Matters, 4, 1-20.

      Siadat, S.A., Mokhtaripour, M. and Kazemi, I. (2009). Relationship between moral intelligence and the team leadership in administrators from faculty members point of view at the medical sciences university of Isfahan, Journal of Health Administration, 12(36), 61-69.

      Penn, R., Kazemi, I. and Berridge, D. (2008). Attitudes toward fertility amongst Italian women: an exploratory analysis. Working Paper Series, Lancaster University.

      Kazemi, I., and Crouchley, R. (2006). Modelling the initial conditions in dynamic regression models of panel data with random effects, in Badi H. Baltagi (ed.) Panel Data Econometrics Theoretical Contributions and Empirical Applications (Contributions to Economic Analysis, Volume 274) Emerald Group Publishing Limited, pp.91 - 117

      Kazemi, I. (2006). Linear mixed-effects modelling of panel data: a cautionary note, In Hinde, J., Einbeck, J., and Newell, J. (eds), Proceedings of the 21st International Workshop on Statistical Modelling, Galway, Ireland.

      Kazemi, I. and Davies, R.B. (2002). The asymptotic bias of MLEs for dynamic panel data models, In Stasinopoulos M. and Touloumi G. (eds), Proceedings of the 17th IWSM, Chania, Greece, 391-395.

 

Some Research Papers (Text in Persian)

        Naderi-beni A.A., Arabsalehi M. and Kazemi I. (2019). Asset pricing anomalies at the firm level. quarterly financial accounting journal 11(42): 52-74. http://qfaj.ir/article-1-1764-en.html.

        Naderi-beni A.A., Arabsalehi M. and Kazemi I. (2019). The examination of accounting anomalies of Fama & French three factor model at the firm level by hierarchical Bayesian and standard Markov chain Monte Carlo simulation Journal of Financial Accounting Research 11(3): 97-116. https://dx.doi.org/10.22108/far.2019.117062.1465.

        Ohadi-Esfahani S., Tayebi S.K. and Kazemi I. (2019). Nonparametric Effect of Technological Distance on Irans Bilateral Trade and its Trading Partners. Iranaina Journal of Economic Research 24(79):1--32. https://dx.doi.org/10.22054/ijer.2019.10886.

      Kazemi I., Hassanzadeh F., Mansourian, M., and Kheirabadi, G.R. (2016). Risk Factors Associated with Repeated Suicide Attempts among Adolescents and Adults in Isfahan, Iran: One-inflated Positive Count Models. J Health Syst Res, 12(3), 323-328.

      Zamani Z., Tayebi S.K., and Kazemi, I. (2016). Spectral Analysis of Causality Relationship between Production and International Trade Cycles in the Selected Economic. Economic Research 41(114), 113-135.

      Abedini M. and Kazemi I. (2015). The family of scale-mixture of skew-normal distributions and its application in Bayesian nonlinear regression models. Andishe-ye Amari 2(37), 11-19.

      Kazemi I., Tazhibi M., Moamenian S. and Hagh-Shenas H. (2013). Factors determining the number of accidents according to severity using Bayesian multivariate log-normal Poisson regression. Journal of Health System Research, 8 (4), 672-680.

      Shekabadi, R. and Kazemi, I. (2013). Applications of scale-mixture of multivariate normal distributions in multilevel models. Advances in Mathematical Modeling 2(2), 71-88.

      Shekabadi, R. and Kazemi, I. (2013). Scale mixture of normal distributions and its application in fitting panel data regression models. Andishe-ye Amari 17(1), 1-14.

      Mohammadi, R. and Kazemi, I. (2012). Bayesian analysis of random-intercept models with the skew-Laplace distribution. Advances in Mathematical Modeling 1(2), 85-101.

      Hassanzadeh F., Kazemi, I., and Kelishadi, R. (2011). A survey on the relationship of metabolic syndrome components and the number of blood cells using count data regression models. Journal of Isfahan Medical School 29 (125), 28-35.

      Sadeghi, S. and Kazemi, I. (2010). Fitting dynamic regression models for panel data using maximum likelihood and Bayesian methods. Journal of Statistical Sciences 1(5), 79-94.

 

 

Seminar and Conferences Presentations

      Sharif-o-nasssabi, Z., Alamatsaz, M.H., and Kazemi, I. (2015). A new bivariate exponential distribution, The Proceeding of the 10th Seminar on Probability and Stochastic Processes, Yazd, pp 501-508.

      Hassanzadeh, F., Kazemi, I., and Mansourian, M. (2014). One-inflated zero-truncated count regression models. Proceedings of the 12th Iranian Statistical Conference: Contributed Papers, Kermanshah, pp 109-114.

      Mahdiyeh, Z. and Kazemi, I. (2014). Bayesian multivariate mixed models with skew-elliptical distributions: a case study on the low back pain. Proceedings of the 12th Iranian Statistical Conference: Abstracts, Kermanshah, pp 64.

      Rikhtegaran, R. and Kazemi, I. (2014). Robust clustering of longitudinal data using a semiparametric Bayesian approach based on the Dirichlet-t distribution. Proceedings of the 12th Iranian Statistical Conference: Contributed Papers, Kermanshah, pp 227-222.

      Rikhtegaran, R. and Kazemi, I. (2013). Dirichlet process as a mixing prior for Normal/independent distributions in fitting linear mixed models. Proceedings of the 9th Seminar on Probability & Stochastic Processes, Sistan & Baluchestan, pp 494-501.

      Rikhtegaran, R. and Kazemi, I., Verbeke, G., Kort, W.D. and Lesaffre, E. (2012). Piecewise transition models with random effects for unequally-spaced measurements. Proceeding of the International Workshop on Statistical Modeling, Prague, Czech Republic, pp 279-284.

      Rikhtegaran, R. and Kazemi, I. (2012). An application of the multivariate skew-normal distribution for Dirikhlet processes in mixed-effects modeling. Proceedings of the 11th Iranian Statistics Conference, Tehran, pp 534-541.

      Sheklabadi, R. and Kazemi, I. (2012). Application of the scale-mixture of multivariate normal distributions in multilevel models using Markov chain Monte Carlo simulation. Proceedings of the 11th Iranian Statistics Conference, Tehran pp, 624-632.

      Mohammadi, R. and Kazemi, I. (2012). Bayesian estimation of random-intercept models using the skew-Laplace distribution. Proceedings of the 11th Iranian Statistics Conference, Tehran, pp 367-374.

      Rikhtegaran, R. and Kazemi, I. (2010). Semiparametric Bayesian models for transition longitudinal data. Proceedings of the 10th Iranian Statistics Conference, Tabriz, Iran.

      Hassanzadeh, F. and Kazemi, I. (2010). Poisson generalized-gamma models. The 41 Annual Iranian Mathematics Conference, Urmia, Iran.

      Kazemi, I. (2009). A comprehensive review on fitting dynamic panel data models. The 11th Research Week, University of Isfahan, Iran.

      Mansourian, M., Kazemi, I. and Soleimani, B. (2008). Large efficiency issues in generalized estimating equations for randomized clinical trials. Proceedings of the 9th Iranian Statistical Conference, Isfahan, 325-335.

      Kazemi, I. (2007). A study on dynamic panel data models using h-Likelihood. The 9th Research Week, University of Isfahan, Iran.

      Kazemi, I. (2006). Bayesian analysis of dynamic panel data using random-effects models. The 8th Research Week, University of Isfahan, Iran.

      Kazemi, I. (2005). Dynamic panel data models with random effects. The 7th Research Week, University of Isfahan, Iran.

      Kazemi, I. (2002). The inconsistency of MLEs for dynamic panel data models, Lancaster University, CAS, UK.

      Kazemi, I. (2001). Estimating first-order dynamic panel data models with the initial conditions, 8th ISS, Manchester, UK.

 

Theses & Dissertations Supervised (in Persian)

PhD Candidates

      Moluk Hadi (2020). Bayesian bivariate modeling of longitudinal ordinal-binary responses with incomplete covariates and their application in medical contexts 2nd Supervisor (with Dr Marjan Mansourian).

      Zahra Mahdiyeh (2019). Fitting regression models using some multivariate multimodal distributions.

      Fatemeh Hassanzadeh (2016). Some strategies in fitting mixed Poisson models using flexible distributions.

      Fatemeh Taherpour (2016). The relationship between social undermining and co-creation with mediating role of organizational based self- esteem among faculty members of selected Iranian universities. Advisor.

      Zahra Zamani (2015). Modeling synchronization of business cycles and financial crisis in the framework of spectral analysis. Advisor.

      Reyhaneh Rikhtehgaran (2012). Fitting mixed models using flexible random- effects distributions in a Bayesian perspective.

      Hamidreza Shavaran (2011). An analysis of multivariate correlations among faculty members trust, efficacy, and research performance at Isfahan selected public universities. Advisor.

      Marjan Mansourian (2011). Multivariate mixed models with non-normal random effects for the analysis of longitudinal data and their application in medical data. Co-supervisor.

      Sousan Bahrami (2011). An analytical study of multiple relationships among strategic human resource management practices, intellectual capital and organizational innovation at Isfahan state universities. Advisor.

      Marziyeh Mokhtari (2009). A comparative study of the relationship between organizational intelligence and moral intelligence with team leadership among administrators (academic & non- academic) at the public universities of Isfahan. Advisor.

      Taqi Aqahosseini (2009). The analysis of the relationships among organizational multiple in Iranian teacher education centres. Advisor.

 

Theses & Dissertations Supervised (in Persian)

MSc Students

      Amirali Karimzadeh (2016). State space mixed models for binary responses with flexible links.

      Leyla Khoshkholq (2016). Bayesian binary regression with exponential-power link.

      Samira Masaratfar (2015). Beta regression models for proportional responses.

      Zahra Shah-Mohammadi (2015). Fitting Tobit regression models.

      Atiyeh Shabanian (2014). Fitting nonlinear mixed-effects models using multivariate elliptical distributions.

      Zahra Belbasi (2014). Robust fitting of regression models with mixture distributions. Co-supervisor.

      Ashkan Khalifeh (2014). The finite mixture of multivariate skew-t component distributions. Co-supervisor.

      Sima Khish-doost (2014). Measurement error regression models with scale mixture of normal distributions.

      Mohammad-ali Shamohammadi (2013). The effect of the agency problem and corporate governance on the asymmetrical behaviour of selling general and administrative costs in Tehran stock exchange (2000-2010). Advisor.

      Bahareh Salehi (2013). Bayesian analysis of linear mixed models with heterogeneity in the random-effects.

      Akram Soltani (2013). Joint modeling of location and scale parameter in students-t distribution.

      Ayoob Ahmadi (2013). The realized Laplace transform of volatility. Co-supervisor.

      Samira Shirvani (2013). A study on multivariate control charts for monitoring variability.

      Mahsa Abedini (2012). The scale-mixture of skew-normal distributions and their applications in nonlinear regression models.

      Mehri Monajemi (2012). Fitting null intercept measurement error models using a robust Bayesian approach.

      Reyhaneh Sheklabadi (2011). Applications of scale mixture distributions in linear models.

      Raziyeh Mohammadi (20011). Topics in using of multivariate Laplace distribution in regression models.

      Aboozar Shakeri (2010). Analysis of dynamic energy demand in the Iranian manufacturing industries. Advisor.

      Ameneh Bagheri (2010). A study on objective Bayesian methods in linear model selection. Advisor.

      Fatemeh Asadi (2010). The generalized estimating equations method in longitudinal data analysis.

      Fatemeh Hassanzadeh (2010). A comparative study of modelling correlated count data.

      Hajar Esmaili-falah (2010). Fitting stochastic volatility models in Bayesian framework. Co-supervisor.

      Azam Sabaghi (2010). Linear mixed models with skew-normal distribution and related topics.

      Zahra Baba-ahmadi (2010). The multivariate Kotz-type distributions and their application in regression models.

      Farzaneh Agherian (2009). Generalized linear models for time series data. Co-supervisor.

      Keivan Asali-saf (2009). The semi-parametric Bayesian approach and its application in mixed-effects models.

      Zahra Mahdiyeh (2009). A study on mixed-effects regression models with non-normal distributions.

      Hoda Rashidi-nejad (2009). Various likelihoods in generalized linear mixed-effects models. Co-supervisor.

      Mahbobeh Khalafi (2009). Topics in the analysis of mixture models: skew-normal and skew-t distributions.

      Elahe Zakeri (2008). A study on asymptotic bias of estimators in dynamic panel data models. Co-supervisor.

      Raziyeh Jafar-aghaei (2008). A study on properties of some mixture models and their application.

      Leila Jabari (2008). Bayesian mixed- effects models with heavy- tailed distribution.

      Sakineh Sadekgi (2008). A study on linear models with censored data.

      Behrokh Mehrasa (2007). A comparative study of estimation methods for binary panel data models.

      Fereshteh Kaji (2007). Generalized method of moments in dynamic panel data models.

      Alireza Ebrahimi (2006). ARCH and GARCH models and their applications in economic data analysis. Co-supervisor.

      Fatemeh Rezvani (2006). Gibbs sampling for Bayesian inference in normal data models. Co-supervisor.