Details about Esfandiar Maasoumi
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Short-id: pma134
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Working Papers
2019
- Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)
Papers, arXiv.org View citations (1)
See also Journal Article Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet), Journal of Quantitative Economics, Springer (2021) View citations (1) (2021)
2017
- General Aggregation of Misspecified Asset Pricing Models
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
2015
- A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (1)
- Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (3)
See also Journal Article Choosing expected shortfall over VaR in Basel III using stochastic dominance, International Review of Economics & Finance, Elsevier (2019) View citations (10) (2019)
2014
- A Stochastic Dominance Approach to Financial Risk Management Strategies
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
See also Journal Article A stochastic dominance approach to financial risk management strategies, Journal of Econometrics, Elsevier (2015) View citations (10) (2015)
- The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
See also Chapter The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering, Advances in Econometrics, Emerald Group Publishing Limited (2014) (2014)
2013
- Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions
Department of Economics Working Papers, McMaster University
- Robust Ranking of Journal Quality: An Application to Economics
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) View citations (26) Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) View citations (27) KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (41) Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
See also Journal Article Robust Ranking of Journal Quality: An Application to Economics, Econometric Reviews, Taylor & Francis Journals (2016) View citations (12) (2016)
2012
- Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
2009
- Multidimensional Poverty Measures from an Information Theory Perspective
OPHI Working Papers, Queen Elizabeth House, University of Oxford View citations (21)
Also in Working Papers, ECINEQ, Society for the Study of Economic Inequality (2008) View citations (24)
2006
- A reexamination of the equity-premium puzzle: A robust non-parametric approach
Departmental Working Papers, Southern Methodist University, Department of Economics View citations (4)
See also Journal Article A reexamination of the equity-premium puzzle: A robust non-parametric approach, The North American Journal of Economics and Finance, Elsevier (2006) View citations (4) (2006)
- Economic Reform, Growth and Convergence in China
Departmental Working Papers, Southern Methodist University, Department of Economics View citations (8)
See also Journal Article Economic Reform, Growth and Convergence in China, Econometrics Journal, Royal Economic Society (2008) View citations (24) (2008)
- GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY
Departmental Working Papers, Southern Methodist University, Department of Economics View citations (7)
See also Journal Article Growth and convergence: A profile of distribution dynamics and mobility, Journal of Econometrics, Elsevier (2007) View citations (120) (2007)
- The Information Basis of Matching with Propensity Score
Departmental Working Papers, Southern Methodist University, Department of Economics View citations (1)
- The Information Basis of Multivariate Poverty Assessments
Departmental Working Papers, Southern Methodist University, Department of Economics View citations (4)
See also Chapter The Information Basis of Multivariate Poverty Assessments, Palgrave Macmillan Books, Palgrave Macmillan (2008) View citations (41) (2008)
2005
- Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (13)
Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2003) View citations (3)
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (3)
See also Journal Article Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments, Econometric Reviews, Taylor & Francis Journals (2009) View citations (1) (2009)
- The Distribution of Returns to Marriage
Departmental Working Papers, Southern Methodist University, Department of Economics View citations (1)
2004
- Consistent Testing for Stochastic Dominance: A Subsampling Approach
FMG Discussion Papers, Financial Markets Group
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) View citations (13) FMG Discussion Papers, Financial Markets Group (2002) View citations (7) CeMMAP working papers, Institute for Fiscal Studies (2002) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (4) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) View citations (4) STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) View citations (4) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations (7)
- Discounting The Equity Premium Puzzle
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (2)
2003
- A Robust Entropy-Based Test for Asymmetry
Departmental Working Papers, Southern Methodist University, Department of Economics
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (23)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (22)
See also Journal Article Consistent Testing for Stochastic Dominance under General Sampling Schemes, The Review of Economic Studies, Review of Economic Studies Ltd (2005) View citations (314) (2005)
2002
- Antitrust Issues in International Comparisons of Market Structure
Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
See also Journal Article Antitrust issues in international comparisons of market structure, Journal of Econometrics, Elsevier (2003) View citations (1) (2003)
2001
- A retrospective on J. Denis Sargan and his contributions to econometrics
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
- Clusters of Attributes and Well-Being in the US
Department of Economics - Working Papers Series, The University of Melbourne View citations (7)
See also Journal Article Clusters of attributes and well-being in the USA, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001) View citations (11) (2001)
- Socio-Economic Composition and Uniform Partial Ranking of US County-Level Environmental Quality
Departmental Working Papers, Southern Methodist University, Department of Economics
2000
- A Dependence Metric for Nonlinear Time Series
Econometric Society World Congress 2000 Contributed Papers, Econometric Society
1998
- Stochastic Dominance Amongst Swedish Income Distributions
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (11)
See also Journal Article Stochastic dominance amongst swedish income distributions, Econometric Reviews, Taylor & Francis Journals (2000) View citations (43) (2000)
- The Environment and the Quality of Life in the United States Over Time
Department of Economics - Working Papers Series, The University of Melbourne View citations (4)
1997
- A Cluster Analysis of the Quality of Life in the United States over Time
Department of Economics - Working Papers Series, The University of Melbourne
1980
- On the Behavior of Inconsistent Instrumental Variable Estimators
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
See also Journal Article On the behavior of inconsistent instrumental variable estimators, Journal of Econometrics, Elsevier (1982) View citations (27) (1982)
Journal Articles
2022
- Best Paper Award Econometric Reviews, 2017–2018
Econometric Reviews, 2022, 41, (1), 115-115
- Best Paper Award Econometric Reviews, 2019–2020
Econometric Reviews, 2022, 41, (1), 116-116
- Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests
Journal of Business & Economic Statistics, 2022, 40, (3), 937-949
2021
- Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact
JRFM, 2021, 14, (9), 1-15 View citations (6)
- Econometric Reviews Honors Cheng Hsiao
Econometric Reviews, 2021, 40, (6), 535-539
- Fellows and Scholars of Econometric Reviews
Econometric Reviews, 2021, 40, (3), 217-219
Also in Econometric Reviews, 2019, 38, (1), 1-3 (2019)
- Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)
Journal of Quantitative Economics, 2021, 19, (1), 363-381 View citations (1)
See also Working Paper Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet), Papers (2019) View citations (1) (2019)
- Generalized aggregation of misspecified models: With an application to asset pricing
Journal of Econometrics, 2021, 222, (1), 451-467 View citations (1)
- Green innovations and patenting renewable energy technologies
Empirical Economics, 2021, 60, (1), 513-538 View citations (11)
2020
- Best Paper Award
Econometric Reviews, 2020, 39, (5), 539-539
- Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician
Econometric Reviews, 2020, 39, (7), 649-654
- Quantile aggregation and combination for stock return prediction
Econometric Reviews, 2020, 39, (7), 715-743 View citations (2)
2019
- An Analysis of the Determinants of Household Consumption Expenditure and Poverty in India
Economies, 2019, 7, (4), 1-27 View citations (7)
- Choosing expected shortfall over VaR in Basel III using stochastic dominance
International Review of Economics & Finance, 2019, 60, (C), 95-113 View citations (10)
See also Working Paper Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance, Econometric Institute Research Papers (2015) View citations (2) (2015)
- The Gender Gap between Earnings Distributions
Journal of Political Economy, 2019, 127, (5), 2438 - 2504 View citations (41)
2018
- A test of general asymmetric dependence
Journal of Applied Econometrics, 2018, 33, (7), 1026-1043 View citations (2)
2017
- Peter Schmidt: Econometrician and consummate professional
Econometric Reviews, 2017, 36, (1-3), 1-5
- What can we learn about the racial gap in the presence of sample selection?
Journal of Econometrics, 2017, 199, (2), 117-130 View citations (3)
2016
- A solution to aggregation and an application to multidimensional ‘well-being’ frontiers
Journal of Econometrics, 2016, 191, (2), 374-383 View citations (5)
- Moment and IV Selection Approaches: A Comparative Simulation Study
Econometric Reviews, 2016, 35, (8-10), 1562-1581 View citations (1)
- Robust Ranking of Journal Quality: An Application to Economics
Econometric Reviews, 2016, 35, (1), 50-97 View citations (12)
See also Working Paper Robust Ranking of Journal Quality: An Application to Economics, Tinbergen Institute Discussion Papers (2013) View citations (2) (2013)
- Special Section on Meritocracy and Assessment of Scholarly Outcomes
Econometric Reviews, 2016, 35, (1), 1-1
2015
- A stochastic dominance approach to financial risk management strategies
Journal of Econometrics, 2015, 187, (2), 472-485 View citations (10)
See also Working Paper A Stochastic Dominance Approach to Financial Risk Management Strategies, Documentos de Trabajo del ICAE (2014) (2014)
- Editorial Note
Econometric Reviews, 2015, 34, (3), 255-255
- Entropy testing for nonlinear serial dependence in time series
Biometrika, 2015, 102, (3), 661-675 View citations (8)
- The Special Issue in Honor of Aman Ullah: An Overview
Econometric Reviews, 2015, 34, (6-10), 653-658 View citations (2)
- Weights and substitution degree in multidimensional well-being in China
Journal of Economic Studies, 2015, 42, (1), 4-19 View citations (8)
2014
- Arnold Zellner: Scientist, Leader, Mentor, and Friend
Econometric Reviews, 2014, 33, (1-4), 1-2
- Overview
Econometric Reviews, 2014, 33, (5-6), 429-430
2013
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
Econometric Reviews, 2013, 32, (5-6), 543-546 View citations (4)
- Evaluating inflation targeting based on the distribution of inflation and inflation volatility
The North American Journal of Economics and Finance, 2013, 26, (C), 497-518 View citations (9)
- Introduction to Robustness in Multidimensional Wellbeing Analysis
Econometric Reviews, 2013, 32, (1), 1-6 View citations (8)
- Robust growth-equity decomposition of change in poverty: The case of Iran (2000–2009)
The Quarterly Review of Economics and Finance, 2013, 53, (3), 268-276 View citations (4)
2010
- Tests for structural change, aggregation, and homogeneity
Economic Modelling, 2010, 27, (6), 1382-1391 View citations (5)
- The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Econometric Reviews, 2010, 29, (5-6), 470-475 View citations (1)
2009
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
Econometric Reviews, 2009, 28, (1-3), 246-261 View citations (8)
- A nonparametric test for equality of distributions with mixed categorical and continuous data
Journal of Econometrics, 2009, 148, (2), 186-200 View citations (87)
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Econometric Reviews, 2009, 28, (6), 522-554 View citations (1)
See also Working Paper Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments, DEA Working Papers (2005) View citations (3) (2005)
- Who Benefits from Marriage?*
Oxford Bulletin of Economics and Statistics, 2009, 71, (1), 1-33 View citations (14)
2008
- Economic Reform, Growth and Convergence in China
Econometrics Journal, 2008, 11, (1), 128-154 View citations (24)
See also Working Paper Economic Reform, Growth and Convergence in China, Departmental Working Papers (2006) View citations (8) (2006)
- Information Theoretic and Entropy Methods: An Overview
Econometric Reviews, 2008, 27, (4-6), 317-328 View citations (9)
- Realized Volatility and Long Memory: An Overview
Econometric Reviews, 2008, 27, (1-3), 1-9 View citations (12)
2007
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Journal of Econometrics, 2007, 138, (2), 547-567 View citations (17)
- Growth and convergence: A profile of distribution dynamics and mobility
Journal of Econometrics, 2007, 136, (2), 483-508 View citations (120)
See also Working Paper GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY, Departmental Working Papers (2006) View citations (7) (2006)
2006
- A reexamination of the equity-premium puzzle: A robust non-parametric approach
The North American Journal of Economics and Finance, 2006, 17, (2), 173-189 View citations (4)
See also Working Paper A reexamination of the equity-premium puzzle: A robust non-parametric approach, Departmental Working Papers (2006) View citations (4) (2006)
- Multivariate Stochastic Volatility: An Overview
Econometric Reviews, 2006, 25, (2-3), 139-144 View citations (31)
2005
- Class Size and Educational Policy: Who Benefits from Smaller Classes?
Econometric Reviews, 2005, 24, (4), 333-368 View citations (9)
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
The Review of Economic Studies, 2005, 72, (3), 735-765 View citations (314)
See also Working Paper Consistent Testing for Stochastic Dominance under General Sampling Schemes, SFB 373 Discussion Papers (2003) View citations (23) (2003)
- Robust inference concerning recent trends in US environmental quality
Journal of Applied Econometrics, 2005, 20, (1), 55-77 View citations (17)
Also in Journal of Applied Econometrics, 2005, 20, (1), 55-77 (2005)
2004
- A Dependence Metric for Possibly Nonlinear Processes
Journal of Time Series Analysis, 2004, 25, (5), 649-669 View citations (81)
2003
- Antitrust issues in international comparisons of market structure
Journal of Econometrics, 2003, 113, (1), 129-158 View citations (1)
See also Working Paper Antitrust Issues in International Comparisons of Market Structure, Department of Economics - Working Papers Series (2002) View citations (1) (2002)
- Dynamics of Market Power and Concentration Profiles
Econometric Reviews, 2003, 22, (2), 155-177 View citations (2)
2002
- Entropy and predictability of stock market returns
Journal of Econometrics, 2002, 107, (1-2), 291-312 View citations (100)
2001
- Clusters of attributes and well-being in the USA
Journal of Applied Econometrics, 2001, 16, (3), 445-460 View citations (11)
See also Working Paper Clusters of Attributes and Well-Being in the US, Department of Economics - Working Papers Series (2001) View citations (7) (2001)
- Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures
The Review of Economics and Statistics, 2001, 83, (3), 551-559 View citations (87)
- On the relevance of first-order asymptotic theory to economics
Journal of Econometrics, 2001, 100, (1), 83-86 View citations (5)
2000
- Introduction
Econometric Reviews, 2000, 19, (3), 5-5
- Introduction
Econometric Reviews, 2000, 19, (4), 5-5
- Reflections
Journal of Economic Surveys, 2000, 14, (4), 501-509
- Stochastic dominance amongst swedish income distributions
Econometric Reviews, 2000, 19, (3), 287-320 View citations (43)
See also Working Paper Stochastic Dominance Amongst Swedish Income Distributions, SSE/EFI Working Paper Series in Economics and Finance (1998) View citations (11) (1998)
1999
- Ordering univariate distributions by entropy and variance
Journal of Econometrics, 1999, 90, (2), 317-336 View citations (25)
1992
- Fellow's opinion: Rules of thumb and pseudo-science
Journal of Econometrics, 1992, 53, (1-3), 1-4 View citations (4)
1991
- Cluster analysis for measuring welfare and quality of life across countries
Journal of Econometrics, 1991, 50, (1-2), 131-150 View citations (62)
- Editor's introduction
Journal of Econometrics, 1991, 50, (1-2), 1-5
1990
- Generalized entropy measures of mobility for different sexes and income levels
Journal of Econometrics, 1990, 43, (1-2), 121-133 View citations (31)
- How to live with misspecification if you must
Journal of Econometrics, 1990, 44, (1-2), 67-86 View citations (10)
- Specification Analysis in Dynamic Models
Journal of Business & Economic Statistics, 1990, 8, (4), 443-51
1989
- Continuously distributed attributes and measures of multivariate inequality
Journal of Econometrics, 1989, 42, (1), 131-144 View citations (17)
- Transaction Costs and the Interest Parity Theorem: Comment
Journal of Political Economy, 1989, 97, (1), 236-43 View citations (3)
1988
- 5 On Econometric Methodology
The Economic Record, 1988, 64, (4), 340-343
- A comparison of GRF and other reduced-form estimators in simultaneous equations models
Journal of Econometrics, 1988, 37, (1), 115-134 View citations (1)
- Macroeconomic Implications of the Information Revolution
American Economic Review, 1988, 78, (2), 178-81
- Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data
Journal of Business & Economic Statistics, 1988, 6, (3), 326-34 View citations (40)
1986
- A class of generalized measures of mobility with applications
Economics Letters, 1986, 22, (1), 97-102 View citations (34)
- Moments of OLS estimators in an autoregressive moving average model with explanatory variables
Economics Letters, 1986, 21, (3), 265-269 View citations (1)
- Reduced form estimation and prediction from uncertain structural models: A generic approach
Journal of Econometrics, 1986, 31, (1), 3-29 View citations (5)
- The Measurement and Decomposition of Multi-dimensional Inequality
Econometrica, 1986, 54, (4), 991-97 View citations (190)
1985
- The trend and the measurement of world inequality over extended periods of accounting
Economics Letters, 1985, 19, (3), 295-301 View citations (14)
1982
- On the behavior of inconsistent instrumental variable estimators
Journal of Econometrics, 1982, 19, (2-3), 183-201 View citations (27)
See also Working Paper On the Behavior of Inconsistent Instrumental Variable Estimators, Cowles Foundation Discussion Papers (1980) View citations (5) (1980)
1980
- A ridge-like method for simultaneous estimation of simultaneous equations
Journal of Econometrics, 1980, 12, (2), 161-176 View citations (2)
1979
- Misspecified polynomial detrending
Economics Letters, 1979, 4, (4), 329-331 View citations (1)
- Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
Journal of Econometrics, 1979, 9, (3), 379-385 View citations (1)
- The effect of the shape of the income distribution on two inequality measures
Economics Letters, 1979, 4, (3), 289-291 View citations (2)
1978
- A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
Econometrica, 1978, 46, (3), 695-703 View citations (21)
Edited books
2015
- Poverty Reduction Policies and Practices in Developing Asia
Economic Studies in Inequality, Social Exclusion, and Well-Being, Springer View citations (17)
Chapters
2022
- Women’s Potential Earnings Distributions
A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 229-252
2016
- The Wage Premium of Naturalized Citizenship
A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 315-348
2015
- Introduction and Summary to Poverty Reduction Policies and Practices in Developing Asia
Springer
2014
- The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering
A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 587-612
See also Working Paper The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering, Federal Reserve Bank of Atlanta (2014) (2014)
2008
- The Information Basis of Multivariate Poverty Assessments
Palgrave Macmillan View citations (41)
See also Working Paper The Information Basis of Multivariate Poverty Assessments, Southern Methodist University, Department of Economics (2006) View citations (4) (2006)
1992
- Mixing Forecasts in Linear Simultaneous Equations Under Quadratic Loss
Palgrave Macmillan
Editor
- Econometric Reviews
Taylor & Francis Journals
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