Esfandiar Maasoumi : Citation Profile


Are you Esfandiar Maasoumi?

Emory University

17

H index

25

i10 index

1242

Citations

RESEARCH PRODUCTION:

73

Articles

47

Papers

2

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   41 years (1978 - 2019). See details.
   Cites by year: 30
   Journals where Esfandiar Maasoumi has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 42 (3.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma134
   Updated: 2020-05-16    RAS profile: 2020-05-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Chang, Chia-Lin (8)

Jimenez-Martin, Juan (7)

McAleer, Michael (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Esfandiar Maasoumi.

Is cited by:

McAleer, Michael (103)

Chang, Chia-Lin (52)

Wong, Wing-Keung (35)

Stengos, Thanasis (27)

Allen, David (22)

Lean, Hooi Hooi (19)

Henderson, Daniel (18)

Millimet, Daniel (18)

LINTON, OLIVER (17)

Jenkins, Stephen (17)

Duclos, Jean-Yves (15)

Cites to:

McAleer, Michael (96)

Maasoumi, Esfandiar (56)

Jimenez-Martin, Juan (42)

perez-amaral, teodosio (38)

Racine, Jeffrey (30)

Chang, Chia-Lin (30)

LINTON, OLIVER (18)

Li, Qi (16)

Whang, Yoon-Jae (16)

Hafner, Christian (15)

Ling, Shiqing (14)

Main data


Where Esfandiar Maasoumi has published?


Journals with more than one article published# docs
Econometric Reviews22
Journal of Econometrics21
Economics Letters5
The North American Journal of Economics and Finance2
Econometrica2
Journal of Business & Economic Statistics2
Journal of Political Economy2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Departmental Working Papers / Southern Methodist University, Department of Economics9
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico3
Tinbergen Institute Discussion Papers / Tinbergen Institute3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Esfandiar Maasoumi (2019 and 2018)


YearTitle of citing document
2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

Full description at Econpapers || Download paper

2018Spanning Tests for Markowitz Stochastic Dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800.

Full description at Econpapers || Download paper

2019Robust risk aggregation with neural networks. (2019). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1811.00304.

Full description at Econpapers || Download paper

2020Quantifying horizon dependence of asset prices: a cluster entropy approach. (2019). Carbone, A ; Ponta, L. In: Papers. RePEc:arx:papers:1908.00257.

Full description at Econpapers || Download paper

2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

Full description at Econpapers || Download paper

2019Averaging estimation for instrumental variables quantile regression. (2019). Liu, Xin. In: Papers. RePEc:arx:papers:1910.04245.

Full description at Econpapers || Download paper

2019Forecasting under Long Memory and Nonstationarity. (2019). Hassler, Uwe ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:1910.08202.

Full description at Econpapers || Download paper

2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

Full description at Econpapers || Download paper

2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

Full description at Econpapers || Download paper

2020Measuring multidimensional inequality of opportunity. (2020). Peragine, Vito ; Kapera, Marek ; Kobus, Martyna . In: SERIES. RePEc:bai:series:series_wp_02-2020.

Full description at Econpapers || Download paper

2018A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions. (2018). Felt, Marie-Helene. In: Staff Working Papers. RePEc:bca:bocawp:18-29.

Full description at Econpapers || Download paper

2018Multidimensional Inequality Across Three Developed Countries. (2018). Rohde, Nicholas ; Guest, Ross. In: Review of Income and Wealth. RePEc:bla:revinw:v:64:y:2018:i:3:p:576-591.

Full description at Econpapers || Download paper

2019Dynamics of Individual Income Rank Volatility: Evidence from West Germany and the US. (2019). Flaviana, Palmisano ; Anne, Hartung ; Louis, Chauvel. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:19:y:2019:i:2:p:22:n:11.

Full description at Econpapers || Download paper

2018Robust Estimation with Exponentially Tilted Hellinger Distance. (2018). Antoine, Bertille ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-38.

Full description at Econpapers || Download paper

2020Selection into Employment and the Gender Wage Gap across the Distribution and over Time. (2020). Wrohlich, Katharina ; Granados, Patricia Gallego. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1070.

Full description at Econpapers || Download paper

2019Selection into Employment and the Gender Wage Gap across the Distribution and over Time. (2019). Wrohlich, Katharina ; Granados, Patricia Gallego. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1838.

Full description at Econpapers || Download paper

2020Measuring the effects of energy transition: A structural decomposition analysis of the change in renewable energy use between 2000 and 2014. (2020). Capurro, Filippo ; Kulionis, Viktoras ; Dietzenbacher, Erik. In: Applied Energy. RePEc:eee:appene:v:258:y:2020:i:c:s0306261919317271.

Full description at Econpapers || Download paper

2019Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models. (2019). Davidov, Ori ; Bogomolov, Marina. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:20-27.

Full description at Econpapers || Download paper

2020Forecasting stock market volatility: The role of technical variables. (2020). Pan, Zhiyuan ; Liu, LI. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

Full description at Econpapers || Download paper

2018Socioeconomic Vulnerability to Disaster Risk: A Case Study of Flood and Drought Impact in a Rural Sri Lankan Community. (2018). De Silva, M. M. G. T., ; Kawasaki, Akiyuki. In: Ecological Economics. RePEc:eee:ecolec:v:152:y:2018:i:c:p:131-140.

Full description at Econpapers || Download paper

2019Structural changes in large economic datasets: A nonparametric homogeneity test. (2019). Costola, Michele ; Casarin, Roberto. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:55-59.

Full description at Econpapers || Download paper

2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

Full description at Econpapers || Download paper

2018A semiparametric quantile panel data model with an application to estimating the growth effect of FDI. (2018). CAI, ZONGWU ; Fang, Ying ; Chen, Linna . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:531-553.

Full description at Econpapers || Download paper

2019Accelerating score-driven time series models. (2019). Koopman, S J ; Gorgi, P ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:359-376.

Full description at Econpapers || Download paper

2019An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26.

Full description at Econpapers || Download paper

2018Estimation of grouped, time-varying convergence in economic growth. (2018). Semmler, Willi ; Haupt, Harry ; Schnurbus, Joachim. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:141-158.

Full description at Econpapers || Download paper

2019On the measurement of health and its effect on the measurement of health inequality. (2019). Robinson, Joshua ; Nesson, Erik T. In: Economics & Human Biology. RePEc:eee:ehbiol:v:35:y:2019:i:c:p:207-221.

Full description at Econpapers || Download paper

2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

Full description at Econpapers || Download paper

2018Production with storable and durable inputs: Nonparametric analysis of intertemporal efficiency. (2018). De Rock, Bram ; Cherchye, Laurens ; Kerstens, Pieter Jan . In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:498-513.

Full description at Econpapers || Download paper

2019Metatechnology frontier and convexity: A restatement. (2019). O'Donnell, Christopher ; van De, Ignace ; ODonnell, Christopher ; Kerstens, Kristiaan. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:780-792.

Full description at Econpapers || Download paper

2019Convex and nonconvex input-oriented technical and economic capacity measures: An empirical comparison. (2019). Kerstens, Kristiaan ; van De, Ignace ; Sadeghi, Jafar. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:699-709.

Full description at Econpapers || Download paper

2019Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis. (2019). Tzeremes, Nickolaos ; POLEMIS, MICHAEL. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:3:p:1104-1118.

Full description at Econpapers || Download paper

2019Large data sets and machine learning: Applications to statistical arbitrage. (2019). Huck, Nicolas . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:330-342.

Full description at Econpapers || Download paper

2020On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:415-427.

Full description at Econpapers || Download paper

2020Metafrontier productivity indices: Questioning the common convexification strategy. (2020). Kerstens, Kristiaan ; van De, Ignace ; Jin, Qianying. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:737-747.

Full description at Econpapers || Download paper

2018Risk-neutral moments in the crude oil market. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:583-600.

Full description at Econpapers || Download paper

2019Role of electricity interconnections and impact of the geographical scale on the French potential of producing hydrogen via electricity surplus by 2035. (2019). Syranidis, Konstantinos ; Robinius, Martin ; Mansilla, Christine ; Tlili, Olfa ; Stolten, Detlef ; Perez, Yannick ; Andre, Jean ; Linssen, Jochen ; Reuss, Markus. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:977-990.

Full description at Econpapers || Download paper

2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

Full description at Econpapers || Download paper

2019Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?. (2019). Pukthuanthong, Kuntara ; Qiao, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:39-44.

Full description at Econpapers || Download paper

2018Using expected shortfall for credit risk regulation. (2018). Osmundsen, Kjartan Kloster . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:80-93.

Full description at Econpapers || Download paper

2019Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

Full description at Econpapers || Download paper

2019Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

Full description at Econpapers || Download paper

2019Option-Based performance participation. (2019). BERTRAND, Philippe ; Zagst, Rudi ; Kraus, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61.

Full description at Econpapers || Download paper

2018Value at risk and expected shortfall based on Gram-Charlier-like expansions. (2018). Zoia, Maria ; Nicolussi, Federica ; Biffi, Paola . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:92-104.

Full description at Econpapers || Download paper

2018Income-related health transfers principles and orderings of joint distributions of income and health. (2018). Yazbeck, Myra ; Makdissi, Paul ; Khaled, Mohamad. In: Journal of Health Economics. RePEc:eee:jhecon:v:57:y:2018:i:c:p:315-331.

Full description at Econpapers || Download paper

2019Credit market deregulation and economic growth: Further insights using a marginal integration approach. (2019). Kottaridi, Constantina ; Ketteni, Elena. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418301216.

Full description at Econpapers || Download paper

2019More unequal, but more mobile? Earnings inequality and mobility in OECD countries. (2019). Hijzen, Alexander ; Garnero, Andrea ; Martin, Sebastien. In: Labour Economics. RePEc:eee:labeco:v:56:y:2019:i:c:p:26-35.

Full description at Econpapers || Download paper

2018Efficiency or speculation? A time-varying analysis of European sovereign debt. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1295-1308.

Full description at Econpapers || Download paper

2018Time series analysis of S&P 500 index: A horizontal visibility graph approach. (2018). Vamvakaris, Michail D ; Zuev, Konstantin M ; Pantelous, Athanasios A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:41-51.

Full description at Econpapers || Download paper

2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470.

Full description at Econpapers || Download paper

2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor?. (2018). Ferreira, Paulo ; Correia, Jose ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:680-687.

Full description at Econpapers || Download paper

2018Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

Full description at Econpapers || Download paper

2019Stock market daily volatility and information measures of predictability. (2019). Prattico, Flavio ; Petroni, Filippo ; Gismondi, Fulvio ; Damico, Guglielmo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:22-29.

Full description at Econpapers || Download paper

2019A Generalized Error Distribution Copula-based method for portfolios risk assessment. (2019). Cerqueti, Roy ; Giacalone, Massimiliano ; Panarello, Demetrio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:687-695.

Full description at Econpapers || Download paper

2019Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 Index. (2019). Busu, Mihail. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304340.

Full description at Econpapers || Download paper

2020Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy. (2020). Shang, Pengjian ; Wang, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119314785.

Full description at Econpapers || Download paper

2018Does a stronger system of law and order constrain the effects of foreign direct investment on government size?. (2018). McCloud, Nadine ; Holmes, Chanit'a, ; Delgado, Michael S. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:258-283.

Full description at Econpapers || Download paper

2019Fossil fuel share in the energy mix and economic growth. (2019). Kibria, Ahsan ; Oladi, Reza ; Akhundjanov, Sherzod B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:253-264.

Full description at Econpapers || Download paper

2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

Full description at Econpapers || Download paper

2018Pros and Cons of the Impact Factor in a Rapidly Changing Digital World. (2018). McAleer, Michael ; Popp, J ; Olah, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:105877.

Full description at Econpapers || Download paper

2019Risk Analysis of Energy in Vietnam. (2019). Vo, Duc ; McAleer, Michael ; Duong, T. N.-T., ; Tran, N P. In: Econometric Institute Research Papers. RePEc:ems:eureir:115616.

Full description at Econpapers || Download paper

2019Drawbacks in the 3-Factor Approach of Fama and French (2018). (2019). McAleer, Michael ; Allen, David. In: Econometric Institute Research Papers. RePEc:ems:eureir:115746.

Full description at Econpapers || Download paper

2019Demonetization and Its Effects on BSE SENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis. (2019). Sarkar, Nityananda ; Mukhopadhyay, Debabrata. In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:2:p:38-57.

Full description at Econpapers || Download paper

2018Evaluation of Options using the Monte Carlo Method and the Entropy of Information. (2018). Bratian, Vasile. In: Expert Journal of Economics. RePEc:exp:econcs:v:6:y:2018:i:2:p:35-43.

Full description at Econpapers || Download paper

2018Superlative approximation of the Luenberger-Hicks-Moorsteen productivity indicator: Theory and application. (2018). Kerstens, Pieter Jan ; Ang, Frederic. In: IFRO Working Paper. RePEc:foi:wpaper:2018_10.

Full description at Econpapers || Download paper

2020Multidimensional Inequality in Vietnam, 2002–2012. (2020). Erreygers, Guido ; Thanh, Thi Kim. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:2:p:29-:d:341669.

Full description at Econpapers || Download paper

2019Modeling Latent Carbon Emission Prices for Japan: Theory and Practice. (2019). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:21:p:4222-:d:283913.

Full description at Econpapers || Download paper

2019Evaluating the Energy Consumption Inequalities in the One Belt and One Road Region: Implications for the Environment. (2019). Hafeez, Muhammad ; Jie, Liu ; Akbar, Muhammad Waqas ; Musaad, Almalki Sultan ; Khelfaoui, Issam ; Yuan, Chunhui. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1358-:d:221112.

Full description at Econpapers || Download paper

2018Financial Development and Countries’ Production Efficiency: A Nonparametric Analysis. (2018). Tzeremes, Nickolaos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:46-:d:162486.

Full description at Econpapers || Download paper

2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

Full description at Econpapers || Download paper

2020Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility. (2020). Gkillas, Konstantinos ; Floros, Christos ; Alghalith, Moawia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:35-:d:344228.

Full description at Econpapers || Download paper

2018An Entropy Approach to Regional Differences in Carbon Dioxide Emissions: Implications for Ethanol Usage. (2018). Suh, Dong Hee. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:243-:d:127611.

Full description at Econpapers || Download paper

2020An Econophysics Study of the S&P Global Clean Energy Index. (2020). Loures, Luis Carlos ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:662-:d:309473.

Full description at Econpapers || Download paper

2018Non-parametric well-being comparisons. (2018). Decancq, Koen ; Nys, Annemie. In: Working Papers. RePEc:hdl:wpaper:1814.

Full description at Econpapers || Download paper

2018Testing for normality in truncated anthropometric samples. (2018). Fidalgo, Antonio. In: Working Papers. RePEc:hes:wpaper:0142.

Full description at Econpapers || Download paper

2018Testing for the presence of measurement error. (2018). Wilhelm, Daniel. In: CeMMAP working papers. RePEc:ifs:cemmap:45/18.

Full description at Econpapers || Download paper

2019Testing for the presence of measurement error. (2019). Wilhelm, Daniel. In: CeMMAP working papers. RePEc:ifs:cemmap:48/19.

Full description at Econpapers || Download paper

2018Using Hierarchical Cluster Analysis as a Tool to Fit Aggregate Production Functions. (2018). Solis, Rafael ; Tseng, K C. In: International Journal of Business and Economics. RePEc:ijb:journl:v:17:y:2018:i:2:p:95-112.

Full description at Econpapers || Download paper

2019On Path–dependency ofConstant Proportion Portfolio Insurance strategies. (2019). Gaspar, Raquel ; Sousa, Joo Beleza ; Carvalho, Joo. In: Working Papers REM. RePEc:ise:remwps:wp0942019.

Full description at Econpapers || Download paper

2019The Measurement of Health Inequalities: Does Status Matter?. (2019). Costa-i-Font, Joan ; Cowell, Frank A ; Costa-Font, Joan ; costa -Font, Joan . In: IZA Discussion Papers. RePEc:iza:izadps:dp12390.

Full description at Econpapers || Download paper

2019Selection into Employment and the Gender Wage Gap across the Distribution and over Time. (2019). Wrohlich, Katharina ; Granados, Patricia Gallego. In: IZA Discussion Papers. RePEc:iza:izadps:dp12859.

Full description at Econpapers || Download paper

2018Technical Synergies and Trade-Offs Between Abatement of Global and Local Air Pollution. (2018). Coria, Jessica ; Bonilla Londoño, Jorge ; Sterner, Thomas. In: Environmental & Resource Economics. RePEc:kap:enreec:v:70:y:2018:i:1:d:10.1007_s10640-017-0117-8.

Full description at Econpapers || Download paper

2019A Semiparametric Smooth Coefficient Estimator for Recreation Demand. (2019). Liu, Weiwei ; Egan, Kevin J. In: Environmental & Resource Economics. RePEc:kap:enreec:v:74:y:2019:i:3:d:10.1007_s10640-019-00362-7.

Full description at Econpapers || Download paper

2018Labor productivity growth: disentangling technology and capital accumulation. (2018). Parmeter, Christopher ; Del Gatto, Massimo ; Battisti, Michele. In: Journal of Economic Growth. RePEc:kap:jecgro:v:23:y:2018:i:1:d:10.1007_s10887-017-9143-1.

Full description at Econpapers || Download paper

2018Application of a bias-corrected meta-frontier approach and an endogenous switching regression to analyze the technical efficiency of conservation tillage for wheat in South Asia. (2018). Aravindakshan, Sreejith ; Krupnik, Timothy J ; Veettil, Prakashan Chellattan ; Amjath-Babu, T S ; Rossi, Frederick. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:49:y:2018:i:2:d:10.1007_s11123-018-0525-y.

Full description at Econpapers || Download paper

2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Working Papers. RePEc:lan:wpaper:274731767.

Full description at Econpapers || Download paper

2018A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. (2018). Li, Yuyi ; Jawadi, Fredj ; Bu, Ruijun. In: Working Papers. RePEc:liv:livedp:20183.

Full description at Econpapers || Download paper

2018Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions. (2018). Racine, Jeffrey ; Zheng, LI ; Li, QI. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-10.

Full description at Econpapers || Download paper

2019Multidimensional Inequality and Divergence: The Eurozone Crisis in Retrospect. (2019). Poppitz, Philipp. In: Working Papers. RePEc:old:dpaper:420.

Full description at Econpapers || Download paper

2019Testing the Monthly Calendar Anomaly of Stock Returns in Pakistan: A Stochastic Dominance Approach. (2019). Kausar, Saba ; Rashid, Abdul. In: The Pakistan Development Review. RePEc:pid:journl:v:58:y:2019:i:1:p:83-104.

Full description at Econpapers || Download paper

2020Selection into Employment and the Gender Wage Gap across the Distribution and Over Time. (2020). Wrohlich, Katharina ; Granados, Patricia Gallego. In: CEPA Discussion Papers. RePEc:pot:cepadp:15.

Full description at Econpapers || Download paper

2018What Remains of Cross-Country Convergence?. (2018). Papageorgiou, Chris ; Johnson, Paul. In: MPRA Paper. RePEc:pra:mprapa:89355.

Full description at Econpapers || Download paper

2019Economic growth in Africa: Does gender education still matter?. (2019). Raifu, Isiaka. In: MPRA Paper. RePEc:pra:mprapa:92916.

Full description at Econpapers || Download paper

2019Revisiting the finance-growth nexus: A socioeconomic approach. (2019). POLEMIS, MICHAEL ; Karkalakos, Sotiris ; Agiropoulos, Charalampos . In: MPRA Paper. RePEc:pra:mprapa:95209.

Full description at Econpapers || Download paper

2019A Semiparametric Smooth Coefficient Estimator for Recreation Demand. (2019). Egan, Kevin J ; Liu, Weiwei. In: MPRA Paper. RePEc:pra:mprapa:95294.

Full description at Econpapers || Download paper

2019Economies of Diversification in Microfinance: Evidence from Quantile Estimation on Panel Data. (2019). Mersland, Roy ; Malikov, Emir ; Hartarska, Valentina. In: MPRA Paper. RePEc:pra:mprapa:95935.

Full description at Econpapers || Download paper

2018Multidimensional Inequality and Human Development. (2018). Santos, Maria Emma ; Seth, Suman. In: OPHI Working Papers. RePEc:qeh:ophiwp:ophiwp114_2.pdf.

Full description at Econpapers || Download paper

2018Aid to agriculture, trade and take-off. (2018). Tedesco, Ilaria ; Stengos, Thanasis ; Pelloni, Alessandra. In: Working Paper series. RePEc:rim:rimwps:18-04.

Full description at Econpapers || Download paper

2018Quantile forecast combination using stochastic dominance. (2018). Stengos, Thanasis ; Pinar, Mehmet ; Yazgan, Ege M. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1343-1.

Full description at Econpapers || Download paper

2020Competitiveness, governance and globalization: What matters for poverty alleviation?. (2020). Arshed, Noman ; Bukhari, Samra ; Hassan, Muhammad Shahid. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:22:y:2020:i:4:d:10.1007_s10668-019-00355-y.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Esfandiar Maasoumi is editor of


Journal
Econometric Reviews

Esfandiar Maasoumi has edited the books:


YearTitleTypeCited

Works by Esfandiar Maasoumi:


YearTitleTypeCited
1988Macroeconomic Implications of the Information Revolution. In: American Economic Review.
[Full Text][Citation analysis]
article0
2019Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet) In: Papers.
[Full Text][Citation analysis]
paper0
1988Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data. In: Journal of Business & Economic Statistics.
[Citation analysis]
article36
1990Specification Analysis in Dynamic Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1988On Econometric Methodology. In: The Economic Record.
[Citation analysis]
article0
2000 Reflections. In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article0
2004A Dependence Metric for Possibly Nonlinear Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article60
2009Who Benefits from Marriage?* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article6
2012Robust Ranking of Journal Quality: An Application to Economics In: Working Papers in Economics.
[Full Text][Citation analysis]
paper53
2012Robust Ranking of Journal Quality: An Application to Economics.(2012) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2012Robust Ranking of Journal Quality:An Application to Economics.(2012) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2016Robust Ranking of Journal Quality: An Application to Economics.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
article
2013Robust Ranking of Journal Quality: An Application to Economics.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2012Robust Ranking of Journal Quality: An Application to Economics.(2012) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2002Consistent Testing for Stochastic Dominance: A Subsampling Approach In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
paper13
2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2002Consistent testing for stochastic dominance : a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2004Consistent testing for stochastic dominance: a subsampling approach.(2004) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2002Consistent testing for stochastic dominance: a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2004Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2004) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2002Consistent testing for stochastic dominance: a subsampling approach.(2002) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1980On the Behavior of Inconsistent Instrumental Variable Estimators In: Cowles Foundation Discussion Papers.
[Citation analysis]
paper23
1982On the behavior of inconsistent instrumental variable estimators.(1982) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2004Discounting The Equity Premium Puzzle In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper2
1978A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations. In: Econometrica.
[Full Text][Citation analysis]
article7
1986The Measurement and Decomposition of Multi-dimensional Inequality. In: Econometrica.
[Full Text][Citation analysis]
article147
2000A Dependence Metric for Nonlinear Time Series In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
2008Economic Reform, Growth and Convergence in China In: Econometrics Journal.
[Full Text][Citation analysis]
article24
2006Economic Reform, Growth and Convergence in China.(2006) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2010Tests for structural change, aggregation, and homogeneity In: Economic Modelling.
[Full Text][Citation analysis]
article2
2006A reexamination of the equity-premium puzzle: A robust non-parametric approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2006A reexamination of the equity-premium puzzle: A robust non-parametric approach.(2006) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013Evaluating inflation targeting based on the distribution of inflation and inflation volatility In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
1985The trend and the measurement of world inequality over extended periods of accounting In: Economics Letters.
[Full Text][Citation analysis]
article9
1986Moments of OLS estimators in an autoregressive moving average model with explanatory variables In: Economics Letters.
[Full Text][Citation analysis]
article1
1986A class of generalized measures of mobility with applications In: Economics Letters.
[Full Text][Citation analysis]
article29
1979The effect of the shape of the income distribution on two inequality measures In: Economics Letters.
[Full Text][Citation analysis]
article1
1979Misspecified polynomial detrending In: Economics Letters.
[Full Text][Citation analysis]
article1
2001On the relevance of first-order asymptotic theory to economics In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
2002Entropy and predictability of stock market returns In: Journal of Econometrics.
[Full Text][Citation analysis]
article68
2003Antitrust issues in international comparisons of market structure In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2002Antitrust Issues in International Comparisons of Market Structure.(2002) In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1980A ridge-like method for simultaneous estimation of simultaneous equations In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2007Growth and convergence: A profile of distribution dynamics and mobility In: Journal of Econometrics.
[Full Text][Citation analysis]
article106
2006GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY.(2006) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106
paper
2007A versatile and robust metric entropy test of time-reversibility, and other hypotheses In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
2009A nonparametric test for equality of distributions with mixed categorical and continuous data In: Journal of Econometrics.
[Full Text][Citation analysis]
article48
2015A stochastic dominance approach to financial risk management strategies In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2014A Stochastic Dominance Approach to Financial Risk Management Strategies.(2014) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016A solution to aggregation and an application to multidimensional ‘well-being’ frontiers In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2017What can we learn about the racial gap in the presence of sample selection? In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1986Reduced form estimation and prediction from uncertain structural models : A generic approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1988A comparison of GRF and other reduced-form estimators in simultaneous equations models In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1989Continuously distributed attributes and measures of multivariate inequality In: Journal of Econometrics.
[Full Text][Citation analysis]
article15
1990Generalized entropy measures of mobility for different sexes and income levels In: Journal of Econometrics.
[Full Text][Citation analysis]
article26
1990How to live with misspecification if you must In: Journal of Econometrics.
[Full Text][Citation analysis]
article4
1991Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
1991Cluster analysis for measuring welfare and quality of life across countries In: Journal of Econometrics.
[Full Text][Citation analysis]
article51
1992Fellows opinion : Rules of thumb and pseudo-science In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1999Ordering univariate distributions by entropy and variance In: Journal of Econometrics.
[Full Text][Citation analysis]
article15
1979Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2013Robust growth-equity decomposition of change in poverty: The case of Iran (2000–2009) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article2
2019Choosing expected shortfall over VaR in Basel III using stochastic dominance In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article4
2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2003Consistent testing for stochastic dominance under general sampling schemes In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper191
2005Consistent Testing for Stochastic Dominance under General Sampling Schemes.(2005) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 191
article
2003Consistent Testing for Stochastic Dominance under General Sampling Schemes.(2003) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 191
paper
2014The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter0
2014The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering.(2014) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016The Wage Premium of Naturalized Citizenship In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter0
2015Weights and substitution degree in multidimensional well-being in China In: Journal of Economic Studies.
[Full Text][Citation analysis]
article4
2017General Aggregation of Misspecified Asset Pricing Models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper3
2001A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper2
2019An Analysis of the Determinants of Household Consumption Expenditure and Poverty in India In: Economies.
[Full Text][Citation analysis]
article0
1998Stochastic Dominance Amongst Swedish Income Distributions In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
paper30
2000Stochastic dominance amongst swedish income distributions.(2000) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2008Multidimensional Poverty Measures from an Information Theory Perspective In: Working Papers.
[Full Text][Citation analysis]
paper25
2009Multidimensional Poverty Measures from an Information Theory Perspective.(2009) In: OPHI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2005Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper12
2003Evaluating Dominance Ranking of PSID Incomes by various Household Attributes.(2003) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2012Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper3
2001Clusters of attributes and well-being in the USA In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article13
2001Clusters of Attributes and Well-Being in the US..(2001) In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2005Robust inference concerning recent trends in US environmental quality In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article11
2013Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions In: Department of Economics Working Papers.
[Full Text][Citation analysis]
paper0
1997A Cluster Analysis of the Quality of Life in the United States over Time In: Department of Economics - Working Papers Series.
[Citation analysis]
paper0
1998The Environment and the Quality of Life in the United States Over Time. In: Department of Economics - Working Papers Series.
[Citation analysis]
paper4
2015Entropy testing for nonlinear serial dependence in time series In: Biometrika.
[Full Text][Citation analysis]
article4
2005The Distribution of Returns to Marriage In: Departmental Working Papers.
[Full Text][Citation analysis]
paper1
2003A Robust Entropy-Based Test for Asymmetry In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2001Socio-Economic Composition and Uniform Partial Ranking of US County-Level Environmental Quality In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2006The Information Basis of Multivariate Poverty Assessments In: Departmental Working Papers.
[Full Text][Citation analysis]
paper4
2006The Information Basis of Matching with Propensity Score In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2000Introduction In: Econometric Reviews.
[Full Text][Citation analysis]
article1
2000Introduction In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2003Dynamics of Market Power and Concentration Profiles In: Econometric Reviews.
[Full Text][Citation analysis]
article2
2005Class Size and Educational Policy: Who Benefits from Smaller Classes? In: Econometric Reviews.
[Full Text][Citation analysis]
article7
2006Multivariate Stochastic Volatility: An Overview In: Econometric Reviews.
[Full Text][Citation analysis]
article31
2008Realized Volatility and Long Memory: An Overview In: Econometric Reviews.
[Full Text][Citation analysis]
article10
2008Information Theoretic and Entropy Methods: An Overview In: Econometric Reviews.
[Full Text][Citation analysis]
article6
2009A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes In: Econometric Reviews.
[Full Text][Citation analysis]
article7
2009Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments In: Econometric Reviews.
[Full Text][Citation analysis]
article3
2005Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments.(2005) In: DEA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing In: Econometric Reviews.
[Full Text][Citation analysis]
article1
2013Introduction to Robustness in Multidimensional Wellbeing Analysis In: Econometric Reviews.
[Full Text][Citation analysis]
article6
2013An Overview of Dependence in Cross-Section, Time-Series, and Panel Data In: Econometric Reviews.
[Full Text][Citation analysis]
article3
2014Arnold Zellner: Scientist, Leader, Mentor, and Friend In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2014Overview In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2015Editorial Note In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2015The Special Issue in Honor of Aman Ullah: An Overview In: Econometric Reviews.
[Full Text][Citation analysis]
article2
2016Special Section on Meritocracy and Assessment of Scholarly Outcomes In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2016Moment and IV Selection Approaches: A Comparative Simulation Study In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2017Peter Schmidt: Econometrician and consummate professional In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2019“Fellows and Scholars of Econometric Reviews†In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?.(2015) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article58
2019The Gender Gap between Earnings Distributions In: Journal of Political Economy.
[Full Text][Citation analysis]
article4
1989Transaction Costs and the Interest Parity Theorem: Comment. In: Journal of Political Economy.
[Full Text][Citation analysis]
article1
2018A test of general asymmetric dependence In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team