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Details about Esfandiar Maasoumi

Homepage:https://sites.google.com/view/esfandiarmaasoumi/home
Phone:404 727-9817
Postal address:Department of Economics, Emory University, Rich Building, Atlanta, GA 30322 USA
Workplace:Department of Economics, Emory University, (more information at EDIRC)

Access statistics for papers by Esfandiar Maasoumi.

Last updated 2023-06-07. Update your information in the RePEc Author Service.

Short-id: pma134


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Working Papers

2019

  1. Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)
    Papers, arXiv.org Downloads 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) Downloads View citations (1) (2021)

2017

  1. General Aggregation of Misspecified Asset Pricing Models
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (4)

2015

  1. 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 Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (1)
  2. 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 Downloads View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads 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) Downloads View citations (10) (2019)

2014

  1. 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 Downloads
    See also Journal Article A stochastic dominance approach to financial risk management strategies, Journal of Econometrics, Elsevier (2015) Downloads View citations (10) (2015)
  2. 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 Downloads
    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) Downloads (2014)

2013

  1. Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions
    Department of Economics Working Papers, McMaster University Downloads
  2. Robust Ranking of Journal Quality: An Application to Economics
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads View citations (26)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads View citations (27)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads View citations (41)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads

    See also Journal Article Robust Ranking of Journal Quality: An Application to Economics, Econometric Reviews, Taylor & Francis Journals (2016) Downloads View citations (12) (2016)

2012

  1. Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (3)

2009

  1. Multidimensional Poverty Measures from an Information Theory Perspective
    OPHI Working Papers, Queen Elizabeth House, University of Oxford Downloads View citations (21)
    Also in Working Papers, ECINEQ, Society for the Study of Economic Inequality (2008) Downloads View citations (24)

2006

  1. A reexamination of the equity-premium puzzle: A robust non-parametric approach
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads 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) Downloads View citations (4) (2006)
  2. Economic Reform, Growth and Convergence in China
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (8)
    See also Journal Article Economic Reform, Growth and Convergence in China, Econometrics Journal, Royal Economic Society (2008) View citations (24) (2008)
  3. GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (7)
    See also Journal Article Growth and convergence: A profile of distribution dynamics and mobility, Journal of Econometrics, Elsevier (2007) Downloads View citations (120) (2007)
  4. The Information Basis of Matching with Propensity Score
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (1)
  5. The Information Basis of Multivariate Poverty Assessments
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (4)
    See also Chapter The Information Basis of Multivariate Poverty Assessments, Palgrave Macmillan Books, Palgrave Macmillan (2008) View citations (41) (2008)

2005

  1. Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (13)
    Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2003) Downloads View citations (3)
  2. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads View citations (3)
    See also Journal Article Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments, Econometric Reviews, Taylor & Francis Journals (2009) Downloads View citations (1) (2009)
  3. The Distribution of Returns to Marriage
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (1)

2004

  1. Consistent Testing for Stochastic Dominance: A Subsampling Approach
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) Downloads View citations (13)
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (7)
    CeMMAP working papers, Institute for Fiscal Studies (2002) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (4)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) Downloads View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) Downloads View citations (7)
  2. Discounting The Equity Premium Puzzle
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (2)

2003

  1. A Robust Entropy-Based Test for Asymmetry
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads
  2. 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 Downloads View citations (23)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads 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) Downloads View citations (314) (2005)

2002

  1. Antitrust Issues in International Comparisons of Market Structure
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
    See also Journal Article Antitrust issues in international comparisons of market structure, Journal of Econometrics, Elsevier (2003) Downloads View citations (1) (2003)

2001

  1. 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.) Downloads View citations (2)
  2. Clusters of Attributes and Well-Being in the US
    Department of Economics - Working Papers Series, The University of Melbourne Downloads 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) Downloads View citations (11) (2001)
  3. Socio-Economic Composition and Uniform Partial Ranking of US County-Level Environmental Quality
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads

2000

  1. A Dependence Metric for Nonlinear Time Series
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads

1998

  1. 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) Downloads View citations (43) (2000)
  2. 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

  1. 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

  1. 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) Downloads View citations (27) (1982)

Journal Articles

2022

  1. Best Paper Award Econometric Reviews, 2017–2018
    Econometric Reviews, 2022, 41, (1), 115-115 Downloads
  2. Best Paper Award Econometric Reviews, 2019–2020
    Econometric Reviews, 2022, 41, (1), 116-116 Downloads
  3. Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests
    Journal of Business & Economic Statistics, 2022, 40, (3), 937-949 Downloads

2021

  1. Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact
    JRFM, 2021, 14, (9), 1-15 Downloads View citations (6)
  2. Econometric Reviews Honors Cheng Hsiao
    Econometric Reviews, 2021, 40, (6), 535-539 Downloads
  3. Fellows and Scholars of Econometric Reviews
    Econometric Reviews, 2021, 40, (3), 217-219 Downloads
    Also in Econometric Reviews, 2019, 38, (1), 1-3 (2019) Downloads
  4. Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)
    Journal of Quantitative Economics, 2021, 19, (1), 363-381 Downloads View citations (1)
    See also Working Paper Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet), Papers (2019) Downloads View citations (1) (2019)
  5. Generalized aggregation of misspecified models: With an application to asset pricing
    Journal of Econometrics, 2021, 222, (1), 451-467 Downloads View citations (1)
  6. Green innovations and patenting renewable energy technologies
    Empirical Economics, 2021, 60, (1), 513-538 Downloads View citations (11)

2020

  1. Best Paper Award
    Econometric Reviews, 2020, 39, (5), 539-539 Downloads
  2. Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician
    Econometric Reviews, 2020, 39, (7), 649-654 Downloads
  3. Quantile aggregation and combination for stock return prediction
    Econometric Reviews, 2020, 39, (7), 715-743 Downloads View citations (2)

2019

  1. An Analysis of the Determinants of Household Consumption Expenditure and Poverty in India
    Economies, 2019, 7, (4), 1-27 Downloads View citations (7)
  2. Choosing expected shortfall over VaR in Basel III using stochastic dominance
    International Review of Economics & Finance, 2019, 60, (C), 95-113 Downloads View citations (10)
    See also Working Paper Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance, Econometric Institute Research Papers (2015) Downloads View citations (2) (2015)
  3. The Gender Gap between Earnings Distributions
    Journal of Political Economy, 2019, 127, (5), 2438 - 2504 Downloads View citations (41)

2018

  1. A test of general asymmetric dependence
    Journal of Applied Econometrics, 2018, 33, (7), 1026-1043 Downloads View citations (2)

2017

  1. Peter Schmidt: Econometrician and consummate professional
    Econometric Reviews, 2017, 36, (1-3), 1-5 Downloads
  2. What can we learn about the racial gap in the presence of sample selection?
    Journal of Econometrics, 2017, 199, (2), 117-130 Downloads View citations (3)

2016

  1. A solution to aggregation and an application to multidimensional ‘well-being’ frontiers
    Journal of Econometrics, 2016, 191, (2), 374-383 Downloads View citations (5)
  2. Moment and IV Selection Approaches: A Comparative Simulation Study
    Econometric Reviews, 2016, 35, (8-10), 1562-1581 Downloads View citations (1)
  3. Robust Ranking of Journal Quality: An Application to Economics
    Econometric Reviews, 2016, 35, (1), 50-97 Downloads View citations (12)
    See also Working Paper Robust Ranking of Journal Quality: An Application to Economics, Tinbergen Institute Discussion Papers (2013) Downloads View citations (2) (2013)
  4. Special Section on Meritocracy and Assessment of Scholarly Outcomes
    Econometric Reviews, 2016, 35, (1), 1-1 Downloads

2015

  1. A stochastic dominance approach to financial risk management strategies
    Journal of Econometrics, 2015, 187, (2), 472-485 Downloads View citations (10)
    See also Working Paper A Stochastic Dominance Approach to Financial Risk Management Strategies, Documentos de Trabajo del ICAE (2014) Downloads (2014)
  2. Editorial Note
    Econometric Reviews, 2015, 34, (3), 255-255 Downloads
  3. Entropy testing for nonlinear serial dependence in time series
    Biometrika, 2015, 102, (3), 661-675 Downloads View citations (8)
  4. The Special Issue in Honor of Aman Ullah: An Overview
    Econometric Reviews, 2015, 34, (6-10), 653-658 Downloads View citations (2)
  5. Weights and substitution degree in multidimensional well-being in China
    Journal of Economic Studies, 2015, 42, (1), 4-19 Downloads View citations (8)

2014

  1. Arnold Zellner: Scientist, Leader, Mentor, and Friend
    Econometric Reviews, 2014, 33, (1-4), 1-2 Downloads
  2. Overview
    Econometric Reviews, 2014, 33, (5-6), 429-430 Downloads

2013

  1. An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
    Econometric Reviews, 2013, 32, (5-6), 543-546 Downloads View citations (4)
  2. 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 Downloads View citations (9)
  3. Introduction to Robustness in Multidimensional Wellbeing Analysis
    Econometric Reviews, 2013, 32, (1), 1-6 Downloads View citations (8)
  4. 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 Downloads View citations (4)

2010

  1. Tests for structural change, aggregation, and homogeneity
    Economic Modelling, 2010, 27, (6), 1382-1391 Downloads View citations (5)
  2. The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
    Econometric Reviews, 2010, 29, (5-6), 470-475 Downloads View citations (1)

2009

  1. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
    Econometric Reviews, 2009, 28, (1-3), 246-261 Downloads View citations (8)
  2. A nonparametric test for equality of distributions with mixed categorical and continuous data
    Journal of Econometrics, 2009, 148, (2), 186-200 Downloads View citations (87)
  3. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
    Econometric Reviews, 2009, 28, (6), 522-554 Downloads View citations (1)
    See also Working Paper Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments, DEA Working Papers (2005) Downloads View citations (3) (2005)
  4. Who Benefits from Marriage?*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (1), 1-33 Downloads View citations (14)

2008

  1. 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) Downloads View citations (8) (2006)
  2. Information Theoretic and Entropy Methods: An Overview
    Econometric Reviews, 2008, 27, (4-6), 317-328 Downloads View citations (9)
  3. Realized Volatility and Long Memory: An Overview
    Econometric Reviews, 2008, 27, (1-3), 1-9 Downloads View citations (12)

2007

  1. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
    Journal of Econometrics, 2007, 138, (2), 547-567 Downloads View citations (17)
  2. Growth and convergence: A profile of distribution dynamics and mobility
    Journal of Econometrics, 2007, 136, (2), 483-508 Downloads View citations (120)
    See also Working Paper GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY, Departmental Working Papers (2006) Downloads View citations (7) (2006)

2006

  1. 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 Downloads View citations (4)
    See also Working Paper A reexamination of the equity-premium puzzle: A robust non-parametric approach, Departmental Working Papers (2006) Downloads View citations (4) (2006)
  2. Multivariate Stochastic Volatility: An Overview
    Econometric Reviews, 2006, 25, (2-3), 139-144 Downloads View citations (31)

2005

  1. Class Size and Educational Policy: Who Benefits from Smaller Classes?
    Econometric Reviews, 2005, 24, (4), 333-368 Downloads View citations (9)
  2. Consistent Testing for Stochastic Dominance under General Sampling Schemes
    The Review of Economic Studies, 2005, 72, (3), 735-765 Downloads View citations (314)
    See also Working Paper Consistent Testing for Stochastic Dominance under General Sampling Schemes, SFB 373 Discussion Papers (2003) Downloads View citations (23) (2003)
  3. Robust inference concerning recent trends in US environmental quality
    Journal of Applied Econometrics, 2005, 20, (1), 55-77 Downloads View citations (17)
    Also in Journal of Applied Econometrics, 2005, 20, (1), 55-77 (2005) Downloads

2004

  1. A Dependence Metric for Possibly Nonlinear Processes
    Journal of Time Series Analysis, 2004, 25, (5), 649-669 Downloads View citations (81)

2003

  1. Antitrust issues in international comparisons of market structure
    Journal of Econometrics, 2003, 113, (1), 129-158 Downloads View citations (1)
    See also Working Paper Antitrust Issues in International Comparisons of Market Structure, Department of Economics - Working Papers Series (2002) Downloads View citations (1) (2002)
  2. Dynamics of Market Power and Concentration Profiles
    Econometric Reviews, 2003, 22, (2), 155-177 Downloads View citations (2)

2002

  1. Entropy and predictability of stock market returns
    Journal of Econometrics, 2002, 107, (1-2), 291-312 Downloads View citations (100)

2001

  1. Clusters of attributes and well-being in the USA
    Journal of Applied Econometrics, 2001, 16, (3), 445-460 Downloads View citations (11)
    See also Working Paper Clusters of Attributes and Well-Being in the US, Department of Economics - Working Papers Series (2001) Downloads View citations (7) (2001)
  2. 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 Downloads View citations (87)
  3. On the relevance of first-order asymptotic theory to economics
    Journal of Econometrics, 2001, 100, (1), 83-86 Downloads View citations (5)

2000

  1. Introduction
    Econometric Reviews, 2000, 19, (3), 5-5 Downloads
  2. Introduction
    Econometric Reviews, 2000, 19, (4), 5-5 Downloads
  3. Reflections
    Journal of Economic Surveys, 2000, 14, (4), 501-509 Downloads
  4. Stochastic dominance amongst swedish income distributions
    Econometric Reviews, 2000, 19, (3), 287-320 Downloads 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

  1. Ordering univariate distributions by entropy and variance
    Journal of Econometrics, 1999, 90, (2), 317-336 Downloads View citations (25)

1992

  1. Fellow's opinion: Rules of thumb and pseudo-science
    Journal of Econometrics, 1992, 53, (1-3), 1-4 Downloads View citations (4)

1991

  1. Cluster analysis for measuring welfare and quality of life across countries
    Journal of Econometrics, 1991, 50, (1-2), 131-150 Downloads View citations (62)
  2. Editor's introduction
    Journal of Econometrics, 1991, 50, (1-2), 1-5 Downloads

1990

  1. Generalized entropy measures of mobility for different sexes and income levels
    Journal of Econometrics, 1990, 43, (1-2), 121-133 Downloads View citations (31)
  2. How to live with misspecification if you must
    Journal of Econometrics, 1990, 44, (1-2), 67-86 Downloads View citations (10)
  3. Specification Analysis in Dynamic Models
    Journal of Business & Economic Statistics, 1990, 8, (4), 443-51

1989

  1. Continuously distributed attributes and measures of multivariate inequality
    Journal of Econometrics, 1989, 42, (1), 131-144 Downloads View citations (17)
  2. Transaction Costs and the Interest Parity Theorem: Comment
    Journal of Political Economy, 1989, 97, (1), 236-43 Downloads View citations (3)

1988

  1. 5 On Econometric Methodology
    The Economic Record, 1988, 64, (4), 340-343 Downloads
  2. A comparison of GRF and other reduced-form estimators in simultaneous equations models
    Journal of Econometrics, 1988, 37, (1), 115-134 Downloads View citations (1)
  3. Macroeconomic Implications of the Information Revolution
    American Economic Review, 1988, 78, (2), 178-81 Downloads
  4. 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

  1. A class of generalized measures of mobility with applications
    Economics Letters, 1986, 22, (1), 97-102 Downloads View citations (34)
  2. Moments of OLS estimators in an autoregressive moving average model with explanatory variables
    Economics Letters, 1986, 21, (3), 265-269 Downloads View citations (1)
  3. Reduced form estimation and prediction from uncertain structural models: A generic approach
    Journal of Econometrics, 1986, 31, (1), 3-29 Downloads View citations (5)
  4. The Measurement and Decomposition of Multi-dimensional Inequality
    Econometrica, 1986, 54, (4), 991-97 Downloads View citations (190)

1985

  1. The trend and the measurement of world inequality over extended periods of accounting
    Economics Letters, 1985, 19, (3), 295-301 Downloads View citations (14)

1982

  1. On the behavior of inconsistent instrumental variable estimators
    Journal of Econometrics, 1982, 19, (2-3), 183-201 Downloads 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

  1. A ridge-like method for simultaneous estimation of simultaneous equations
    Journal of Econometrics, 1980, 12, (2), 161-176 Downloads View citations (2)

1979

  1. Misspecified polynomial detrending
    Economics Letters, 1979, 4, (4), 329-331 Downloads View citations (1)
  2. Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
    Journal of Econometrics, 1979, 9, (3), 379-385 Downloads View citations (1)
  3. The effect of the shape of the income distribution on two inequality measures
    Economics Letters, 1979, 4, (3), 289-291 Downloads View citations (2)

1978

  1. A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
    Econometrica, 1978, 46, (3), 695-703 Downloads View citations (21)

Edited books

2015

  1. Poverty Reduction Policies and Practices in Developing Asia
    Economic Studies in Inequality, Social Exclusion, and Well-Being, Springer View citations (17)

Chapters

2022

  1. 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 Downloads

2016

  1. The Wage Premium of Naturalized Citizenship
    A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 315-348 Downloads

2015

  1. Introduction and Summary to Poverty Reduction Policies and Practices in Developing Asia
    Springer

2014

  1. 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 Downloads
    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) Downloads (2014)

2008

  1. 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) Downloads View citations (4) (2006)

1992

  1. Mixing Forecasts in Linear Simultaneous Equations Under Quadratic Loss
    Palgrave Macmillan

Editor

  1. Econometric Reviews
    Taylor & Francis Journals
 
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