Prof. Arnab Bhattacharjee
Arnab's research interests lie primarily in applied econometrics focussing on foundations and methods to analyse spatial, panel and cross-section data, with applications to several areas within the disciplines of economics and allied social sciences. He holds Ph.D. degrees in economics (2002) and statistics (2009). His current research focuses in econometric and statistical methodology for modeling and identification of structural models using observational data, including Big Data settings. He is currently Co-Editor of Spatial Economic Analysis and Sankhya.
Arnab joined Heriot-Watt University in 2013, where he has been Director of Spatial Economics & Econometrics Centre (SEEC), and is currently Professor and Head of Economics. He started his career as a central banker (Reserve Bank of India, 1994-2006) but has spent the past 20 years primarily in academia. Prior to joining Heriot-Watt University, he has worked at Cambridge University (2001-2004), St Andrews University (2004-2010), and Dundee University (2010-2013).
In 2016, Arnab received the Hind Rattan Award, one of the highest Indian diasporic awards granted annually on the eve of India's Republic Day. He is also recipient of Top 10 papers 2005-15 award from Spatial Economic Analysis, a Distinguished Paper Award from the Academy of Management (2010), and was elected to a Life Membership of the International Statistical Institute (2004).
"Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator" (with L. Cai, R. Calantone and T. Maiti), 2019, Sankhyā Series B 81(1 Supp.), P.C. Mahalanobis 125th Anniv. Special Issue on Econometrics, 146-200.
"Causal Ordering and Inference on Acyclic Networks" (with G. Basak and S. Das), 2018, Empirical Economics 55(1), Special Issue in Honor of Ingmar Prucha, 213-232.
"Endogenous Spatial Structure and Delineation of Housing Submarkets" (with E.A. de Castro, T. Maiti and J.L. Marques), 2016, Journal of Applied Econometrics 31, 32-57.
"Influence, Interactions and Heterogeneity: Taking Personalities out of Monetary Policy Decision-Making" (with S. Holly), 2015, Manchester School 83(2), 153–182.
"Firms, Markets and the State: Institutional Change and Manufacturing Sector Profitability Variances in India" (with S. Majumdar), 2014, Organization Science 25(2), 509–528.
"General equilibrium effects of spatial structure: Health outcomes and health behaviours in Scotland" (with T. Maiti and D.J. Petrie), 2014, Regional Science and Urban Economics 49, 286–297.
"Financial Distress of Chinese Firms: Microeconomic, Macroeconomic and Institutional Influences" (with J. Han), 2014, China Economic Review 30, 244-262.
"Estimation of the Spatial Weights Matrix under Structural Constraints" (with (Late) C.J.-Butler), 2013, Regional Science and Urban Economics 43, 617–634.
"Understanding Interactions in Social Networks and Committees" (with S. Holly), 2013, Spatial Economic Analysis 8(1), 23–53.
"Partial Orders with respect to Continuous Covariates and Tests for the Proportional Hazards Model", 2011, Journal of Statistical Planning and Inference 141(1), 243–261.
"Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms" (with C. Higson, S. Holly and P. Kattuman), 2009, Economica, 76(301), 108–131.