← All authors Esfandiar Maasoumi Emory University (from arXiv:2604.15571, 2026) · OpenAlex
102 papers in scope · 101 published · 2 on the econ.EM arXiv · 3,548 citations · h-index 30 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Stéphane Bonhomme Martin Weidner Kevin Dano Amrei Stammann Iván Fernández-Val Koen Jochmans Bryan S. Graham Bo E. Honoré Chris Muris Daniel Czarnowske Andrew Chesher Kyoo il Kim Geert Dhaene Christopher Dobronyi Victor Chernozhukov Jesús M. Carro Mingli Chen Víctor Aguirregabiria Mikkel Sølvsten Jinyong Hahn Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 102)
working paper 2026 · arXiv
Generalized Intergenerational Mobility Regressions
published 2025 · Sociological Methods & Research · 2 citations
with L.P. Wang, Daiqiang Zhang
Retraction Note: Green innovations and patenting renewable energy technologies
published 2024 · Empirical Economics
with Almas Heshmati, Inhee Lee
Gap in many dimensions: Application to gender
published 2024 · Labour Economics · 2 citations
Identifying factors via automatic debiased machine learning
published 2024 · Journal of Applied Econometrics · 11 citations · first circulated 2022
with Jianqiu Wang, Zhuo Wang, Ke Wu
Extremal quantiles and stock price crashes
published 2023 · Econometric Reviews · 2 citations
with Panayiotis C. Andreou, Sofia Anyfantaki, Carlo Sala
In memory of Michael McAleer: special issue of Econometric Reviews
published 2023 · Econometric Reviews
Best Paper Award Econometric Reviews , 2017–2018
published 2022 · Econometric Reviews
Best Paper Award Econometric Reviews, 2019–2020
published 2022 · Econometric Reviews
published 2021 · Journal of Quantitative Economics · 1 citations · first circulated 2019
Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact
published 2021 · Journal of risk and financial management · 7 citations
with Xi Wu
Econometric Reviews Honors Cheng Hsiao
published 2021 · Econometric Reviews
Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests
published 2021 · Journal of Business and Economic Statistics · 6 citations
RETRACTED ARTICLE: Green innovations and patenting renewable energy technologies
published 2020 · Empirical Economics · 52 citations
with Almas Heshmati, Inhee Lee
Generalized aggregation of misspecified models: With an application to asset pricing
published 2020 · Journal of Econometrics · 15 citations
with Nikolay Gospodinov
Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician
published 2020 · Econometric Reviews
Quantile aggregation and combination for stock return prediction
published 2020 · Econometric Reviews · 6 citations
Best Paper Award
published 2020 · Econometric Reviews
An Analysis of the Determinants of Household Consumption Expenditure and Poverty in India
published 2019 · Economies · 27 citations
with Almas Heshmati, Guanghua Wan
Fellows and Scholars of Econometric Reviews”
published 2019 · Econometric Reviews · 2 citations
The Gender Gap between Earnings Distributions
published 2018 · Journal of Political Economy · 70 citations
with Wang Le
A test of general asymmetric dependence
published 2018 · Journal of Applied Econometrics · 7 citations
with Lei Jiang, Jiening Pan, Ke Wu
What can we learn about the racial gap in the presence of sample selection?
published 2017 · Journal of Econometrics · 12 citations
with Le Wang
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
published 2017 · International Review of Economics & Finance · 7 citations · first circulated 2016
with Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Michael McAleer, Teodosio Pérez-Amaral, Juan-Angel Jimmnez-Martin, Teodosio Pérez Amaral
Peter Schmidt: Econometrician and consummate professional
published 2016 · Econometric Reviews · 2 citations
with Robin C. Sickles
Innovations in measurement in economics and econometrics: An overview
published 2016 · Journal of Econometrics · 3 citations
with William A. Barnett, Walter Diewert
A solution to aggregation and an application to multidimensional ‘well-being’ frontiers
published 2015 · Journal of Econometrics · 9 citations · first circulated 2014
with Jeffrey S. Racine
Special Section on Meritocracy and Assessment of Scholarly Outcomes
published 2015 · Econometric Reviews
Moment and IV Selection Approaches: A Comparative Simulation Study
published 2015 · Econometric Reviews · 6 citations
Entropy testing for nonlinear serial dependence in time series
published 2015 · Biometrika · 28 citations
Introduction
published 2015 · The Quarterly Review of Economics and Finance
with Almas Heshmati, Guanghua Wan
A stochastic dominance approach to financial risk management strategies
published 2015 · Journal of Econometrics · 15 citations · first circulated 2014
with Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Teodosio Pérez-Amaral
Weights and substitution degree in multidimensional well-being in China
published 2015 · Journal of Economic Studies · 19 citations
with Tong Xu
Guest editorial
published 2015 · Journal of Economic Studies · 1 citations
with Almas Heshmati, Guanghua Wan
Introduction to Special Issue on Poverty Reduction in Developing Asia
published 2015 · The Quarterly Review of Economics and Finance
with Almas Heshmati, Guanghua Wan
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Robust Ranking of Journal Quality: An Application to Economics
published 2014 · Econometric Reviews · 31 citations · first circulated 2012
with Chia-Lin Chang, Michael McAleer
The Special Issue in Honor of Aman Ullah: An Overview
published 2014 · Econometric Reviews
with Qi Li
Editorial Note
published 2014 · Econometric Reviews
with Amos Golan
Overview
published 2013 · Econometric Reviews
with Karim M. Abadir
Arnold Zellner: Scientist, Leader, Mentor, and Friend
published 2013 · Econometric Reviews · 1 citations
with Ehsan S. Soofi
Evaluating inflation targeting based on the distribution of inflation and inflation volatility
published 2013 · The North American Journal of Economics and Finance · 13 citations
with Mzwandile Ginindza, Muzi Mandla Ginindza
An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
published 2012 · Econometric Reviews · 18 citations
with Badi H. Baltagi
Introduction to Robustness in Multidimensional Wellbeing Analysis
published 2012 · Econometric Reviews · 18 citations
with Gastón Yalonetzky
Robust growth-equity decomposition of change in poverty: The case of Iran (2000–2009)
published 2012 · The Quarterly Review of Economics and Finance · 20 citations
with Vahid Mahmoudi
Tests for structural change, aggregation, and homogeneity
published 2010 · Economic Modelling · 3 citations
with Asad Zaman, Mumtaz Ahmed
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
published 2010 · Econometric Reviews · 3 citations
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
published 2009 · Econometric Reviews · 5 citations
with Suhejla Hoti, Michael McAleer, Daniel J. Slottje
A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
published 2008 · Econometric Reviews · 35 citations · first circulated 2003
with Jeffrey S. Racine
A nonparametric test for equality of distributions with mixed categorical and continuous data
published 2008 · Journal of Econometrics · 156 citations
with Qi Li, Jeffrey S. Racine
Who Benefits from Marriage?*
published 2008 · Oxford Bulletin of Economics and Statistics · 18 citations
with Daniel L. Millimet, Dipanwita Sarkar
Information Theoretic and Entropy Methods: An Overview
published 2008 · Econometric Reviews · 37 citations
with Amos Golan
Economic Reform, Growth and Convergence in China
published 2008 · Econometrics Journal · 57 citations · first circulated 2006
with Le Wang
Realized Volatility and Long Memory: An Overview
published 2008 · Econometric Reviews · 41 citations
with Michael McAleer
Multivariate Stochastic Volatility: An Overview
published 2006 · Econometric Reviews · 15 citations
with Michael McAleer
A versatile and robust metric entropy test of time-reversibility, and other hypotheses
published 2006 · Journal of Econometrics · 61 citations
with Jeffrey S. Racine
Growth and convergence: A profile of distribution dynamics and mobility
published 2006 · Journal of Econometrics · 172 citations
A reexamination of the equity-premium puzzle: A robust non-parametric approach
published 2006 · The North American Journal of Economics and Finance · 10 citations
with G. C. Lim, Vance L. Martin
Class Size and Educational Policy: Who Benefits from Smaller Classes?
published 2005 · Econometric Reviews · 23 citations
with Daniel L. Millimet, Vasudha Rangaprasad
Consistent Testing for Stochastic Dominance under General Sampling Schemes
published 2005 · The Review of Economic Studies · 116 citations
Robust inference concerning recent trends in US environmental quality
published 2004 · Journal of Applied Econometrics · 32 citations
with Daniel L. Millimet
A Dependence Metric for Possibly Nonlinear Processes
published 2004 · Journal of Time Series Analysis · 31 citations
with Clive W. J. Granger, Jeffrey S. Racine
Discounting The Equity Premium Puzzle
published 2004 · Econometric Society 2004 Australasian Meetings · 3 citations
with Vance L. Martin, G. C. Lim
no link
Antitrust issues in international comparisons of market structure
published 2003 · Journal of Econometrics · 3 citations · first circulated 2002
with Joseph G. Hirschberg, Daniel J. Slottje, Augustine C. Arize
Dynamics of Market Power and Concentration Profiles
published 2003 · Econometric Reviews · 5 citations
with Daniel J. Slottje
Entropy and predictability of stock market returns
published 2002 · Journal of Econometrics · 301 citations
with Jeffrey S. Racine
The environment and the quality of life in the United States over time
published 2001 · Environmental Modelling & Software · 6 citations · first circulated 1998
with Joseph G. Hirschberg, Daniel J. Slottje
Comparing Income Mobility in Germany and the United States Using Generalized Entropy Mobility Measures
published 2001 · The Review of Economics and Statistics · 86 citations
with Mark Trede
Clusters of attributes and well‐being in the USA
published 2001 · Journal of Applied Econometrics · 36 citations
with Joseph G. Hirschberg, Daniel J. Slottje
On the relevance of first-order asymptotic theory to economics
published 2001 · Journal of Econometrics · 7 citations
Comparing Income Mobility in Germany and the {US} Using Generalized Entropy Mobility Measures
published 2001 · The Review of Economics and Statistics · 6 citations
with Mark Trede
no link
Reflections
published 2000 · Journal of Economic Surveys · 1 citations
Stochastic dominance amongst swedish income distributions
published 2000 · Econometric Reviews · 66 citations · first circulated 1998
with Almas Heshmati
Introduction
published 2000 · Econometric Reviews · 1 citations
with Almas Heshmati
Introduction
published 2000 · Econometric Reviews
with Almas Heshmati
Ordering univariate distributions by entropy and variance
published 1999 · Journal of Econometrics · 155 citations
with Nader Ebrahimi, Ehsan S. Soofi
Artificial neural networks for some macroeconomic series: A first report
published 1994 · Econometric Reviews · 35 citations
with A. Khotanzed, A. Abaye
A compendium to information theory in economics and econometrics
published 1993 · Econometric Reviews · 182 citations
Fellow's opinion
published 1992 · Journal of Econometrics · 5 citations
Cluster analysis for measuring welfare and quality of life across countries
published 1991 · Journal of Econometrics · 144 citations
with Joseph G. Hirschberg, Daniel J. Slottje
Editor's introduction
published 1991 · Journal of Econometrics · 3 citations
Specification Analysis in Dynamic Models
published 1990 · Journal of Business and Economic Statistics · 3 citations
How to live with misspecification if you must
published 1990 · Journal of Econometrics · 15 citations
Generalized entropy measures of mobility for different sexes and income levels
published 1990 · Journal of Econometrics · 49 citations
with Sourushe Zandvakili
Continuously distributed attributes and measures of multivariate inequality
published 1989 · Journal of Econometrics · 82 citations
Contributions to Econometrics: John Denis Sargan. Vols. 1 and 2.
published 1989 · Economica
with Richard J. Smith
Transaction Costs and the Interest Parity Theorem: Comment
published 1989 · Journal of Political Economy · 7 citations
with John Pippenger
5 On Econometric Methodology
published 1988 · Economic Record · 7 citations
Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data
published 1988 · Journal of Business and Economic Statistics · 141 citations
with Gerald Nickelsburg
Contributions to Econometrics
published 1988 · Medical Entomology and Zoology · 44 citations
with J. D. Sargan
no link
Macroeconomic Implications of the Information Revolution
published 1988 · American Economic Review · 5 citations
with George M. von Furstenberg
no link
A comparison of GRF and other reduced-form estimators in simultaneous equations models
published 1988 · Journal of Econometrics · 6 citations
with Jinho Jeong
The Measurement and Decomposition of Multi-Dimensional Inequality
published 1986 · Econometrica · 522 citations
Reduced form estimation and prediction from uncertain structural models
published 1986 · Journal of Econometrics · 15 citations
A class of generalized measures of mobility with applications
published 1986 · Economics Letters · 112 citations
with Sourushe Zandvakili
Moments of OLS estimators in an autoregressive moving average model with explanatory variables
published 1986 · Economics Letters · 18 citations
The trend and the measurement of world inequality over extended periods of accounting
published 1985 · Economics Letters · 34 citations
with Jin Ho Jeong
On the behavior of inconsistent instrumental variable estimators
published 1982 · Journal of Econometrics · 108 citations · first circulated 1980
A ridge-like method for simultaneous estimation of simultaneous equations
published 1980 · Journal of Econometrics · 9 citations
Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
published 1979 · Journal of Econometrics · 5 citations
with Yash P. Gupta
The effect of the shape of the income distribution on two inequality measures
published 1979 · Economics Letters · 20 citations
with Henri Theil
Misspecified polynomial detrending
published 1979 · Economics Letters · 2 citations
with Yash P. Gupta
A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
published 1978 · Econometrica · 71 citations
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