Gulfam Haider

Assistant Professor
  • FAST School of Management
  • haider.gulfam@nu.edu.pk
  • (041) 111-128-128
  • Ext: 258

Introduction

Dr. Gulfam Haider is working as Assistant Professor at FAST School of Management, FAST National University of Computer and Emerging Sciences (NUCES), Chiniot Faisalabad Campus Since 2016. He did his PhD in Econometrics from International Islamic University Islamabad, Pakistan. He also holds M.Phil. degree in Econometrics from International Islamic University Islamabad and MSc in Economics from GC University (GCU) Faisalabad. He Joined FAST NUCES in 2013 as Lecturer in Economics. He has more than ten years of teaching experience in various institutes. Previously, he also served as a lecturer in Economics and Statistics department, at Arid Agriculture University Rawalpindi. He also has hands-on experience working on different projects with ACNielsen Company, UNICEF, and CIDA (Canadian Investigation Development Agency).

His main research areas are Time-series Econometrics, Applied Econometrics and Theoretical Econometrics. His PhD research is on Non-Parametric Models and Information-Theoretic Approach dealing with Endogeneity in Finite Samples. He also published his research on Detecting Structural Breaks with Heteroskedasticity.

He also has hands-on in following theoretical and applied research-related software.

  • Data Analysis (SPSS, STATA)
  • Reference Management (Endnote, Mendeley)
  • R Studio
  • Microsoft Excel
  • MATLAB

Field of Interest

Time Series Econometrics, Structural Break Testing in Regression Models, Non-parametric Approaches dealing with Endogeneity in finite Samples.

Education

PhD (Econometrics), International Islamic University, Pakistan (2021)
MPhil (Econometrics), International Islamic University, Pakistan (2012)
MSc (Economics), G.C University Faisalabad, Pakistan (2006)
BSc (Mathematics/ Statistics & Economics), Government Municipal Degree College Faisalabad, Pakistan (2004)

Publications

  • Haider, G., Jabbar, A., & Rashid, M. (2019). Maximum Empirical Likelihood as an Alternative to Generalized Method of Moments for a Finite Sample Case.

 

  • Ahmed, M., Haider, G., & Zaman, A. (2017). Detecting structural change with heteroskedasticity. Communications in Statistics -Theory and Methods, 46(21), 10446-10455.

 

  • S, et al. (2010). “Modeling and Forecasting of the wheat yield of Pakistan” Int. J. Agric. Appl. Sci. Vol. 2, No.1.