Esfandiar Maasoumi : Citation Profile


Are you Esfandiar Maasoumi?

Emory University

20

H index

32

i10 index

1762

Citations

RESEARCH PRODUCTION:

87

Articles

46

Papers

6

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   44 years (1978 - 2022). See details.
   Cites by year: 40
   Journals where Esfandiar Maasoumi has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 49 (2.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma134
   Updated: 2024-11-04    RAS profile: 2023-06-07    
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Relations with other researchers


Works with:

Xiao, Zhijie (3)

Heshmati, Almas (2)

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

Is cited by:

Chang, Chia-Lin (49)

Wong, Wing-Keung (43)

Stengos, Thanasis (32)

LINTON, OLIVER (28)

Allen, David (27)

Lean, Hooi Hooi (22)

Whang, Yoon-Jae (20)

Millimet, Daniel (20)

Decancq, Koen (20)

Henderson, Daniel (19)

Pinar, Mehmet (18)

Cites to:

Maasoumi, Esfandiar (61)

Racine, Jeffrey (36)

Jimenez-Martin, Juan (33)

PĂ©rez-Amaral, Teodosio (29)

LINTON, OLIVER (26)

Whang, Yoon-Jae (24)

Chang, Chia-Lin (21)

Li, Qi (18)

Hafner, Christian (15)

Weil, Philippe (14)

Abel, Andrew (12)

Main data


Where Esfandiar Maasoumi has published?


Journals with more than one article published# docs
Econometric Reviews29
Journal of Econometrics22
Economics Letters5
Journal of Political Economy2
Econometrica2
Journal of Applied Econometrics2
Journal of Economic Studies2
The North American Journal of Economics and Finance2
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2

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

Recent works citing Esfandiar Maasoumi (2024 and 2023)


YearTitle of citing document
2023The distributional implications of short-term income mobility: evidence for Latin America. (2023). Trombetta, Martin. In: Working Papers. RePEc:aoz:wpaper:241.

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2023Loss aversion and the welfare ranking of policy interventions. (2020). Parker, Thomas ; Rosa-Dias, Pedro ; Kobus, Martyna ; Galvao, Antonio F ; Firpo, Sergio. In: Papers. RePEc:arx:papers:2004.08468.

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2023Detecting Learning by Exporting and from Exporters. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.13427.

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2023Off-Balance Sheet Activities and Scope Economies in U.S. Banking. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.14603.

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2023Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy. (2023). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2303.09330.

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2023Point Identification of LATE with Two Imperfect Instruments. (2023). Wang, Rui. In: Papers. RePEc:arx:papers:2303.13795.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2024Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023Shannon entropy to quantify complexity in the financial market. (2023). Soto, Segundo Eloy ; Ponte, Juan Carlos ; Carranza, Alexis Rodriguez. In: Papers. RePEc:arx:papers:2307.08666.

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2023Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy. (2023). da Costa, Kleyton. In: Papers. RePEc:arx:papers:2308.02914.

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2023Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis. (2023). Cagnol, John ; Braouezec, Yann. In: Papers. RePEc:arx:papers:2309.15269.

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2023Predicting risk/reward ratio in financial markets for asset management using machine learning. (2023). Baghshah, Mahdieh Soleymani ; Yarbakhsh, Reza ; Karimaghaie, Hamidreza. In: Papers. RePEc:arx:papers:2311.09148.

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2024Tests for almost stochastic dominance. (2024). Mora-Corral, Carlos ; Ba, Amparo. In: Papers. RePEc:arx:papers:2403.15258.

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2024On the potential of quantum walks for modeling financial return distributions. (2024). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2403.19502.

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2023.

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2023Identifying income heterogeneity determinants using the method of moments quantile regression. (2023). Ha, Taiwon. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:39-66.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543.

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2023Estimating Lower Tail Dependence Between Pairs of Poverty Dimensions in Europe. (2023). Guegan, Dominique ; de Luca, Giovanni ; Dagostino, Antonella. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:2:p:419-442.

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2023Understanding regional disparities in healthcare quality and accessibility in West Bengal, India: A multivariate analysis. (2023). Chowdhury, Indrajit Roy ; Bose, Arghadeep ; Roy, Subham ; Majumder, Suranjan. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:1086-1113.

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2023The impacts of superstition on risk preferences and beliefs: Evidence from the Chinese zodiac year. (2023). Zhou, Wenyu ; Zhang, Xiao Meng ; Wu, Nan. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23001281.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Inclusive bank based financial development in countries with special needs: A semiparametric analysis. (2023). Das, Monica ; Basu, Sudip R. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:740-753.

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2024Utility of inequality sensitive measures of the gender wage gap: Evidence from South Africa. (2024). Mosomi, Jacqueline ; Oyenubi, Adeola. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:576-590.

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2023Policy and political challenges for a better world: The United States and China pathways towards the 2030 Agenda. (2023). Bortolotti, Luca ; Biggeri, Mario ; Tassinari, Mattia ; Saccone, Donatella. In: Ecological Economics. RePEc:eee:ecolec:v:209:y:2023:i:c:s0921800923000848.

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2023Quantile regression with censoring and sample selection. (2023). Wang, Qian ; Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:205-226.

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2023Testing for time stochastic dominance. (2023). Whang, Yoon-Jae ; Linton, Oliver ; Lee, Kyungho. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:352-371.

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2023Testing stochastic dominance with many conditioning variables. (2023). Whang, Yoon-Jae ; Seo, Myung Hwan ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:507-527.

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2024Regional convergence in the European Union – Factors of growth between the great recession and the COVID crisis. (2024). Pintera, Jan. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001085.

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2023Meta-frontier and technology switchers: A nonparametric approach. (2023). Walheer, Barnabe. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:463-474.

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2023Estimating the degree of firms’ input market power via data envelopment analysis: Evidence from the global biotechnology and pharmaceutical industry. (2023). Tzeremes, Nickolaos G ; Matousek, Roman ; Fukuyama, Hirofumi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:946-960.

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2024Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds. (2024). van De, Ignace ; Kerstens, Kristiaan ; Funari, Stefania ; Basso, Antonella ; Jin, Qianying. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1134-1145.

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2024Productive efficiency analysis with unobserved inputs: An application to endogenous automation in railway traffic management. (2024). De Rock, Bram ; Cherchye, Laurens ; Roets, Bart ; Verschelde, Marijn ; Saelens, Dieter. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:678-690.

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2024Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329.

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2023Policies for enhancing patent quality: Evidence from renewable energy technology in China. (2023). Zhang, Hongyan ; Fan, Li-Wei ; Wang, Xue. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s0301421523002458.

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2024Power play in carbon trading market: How status of executives with R&D background incentives companies’ low-carbon innovation. (2024). Wu, Qingyang. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000697.

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2023Coherent measure of portfolio risk. (2023). Ardakani, Omid. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005949.

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2024Idiosyncratic asymmetry in stock returns: An entropy measure. (2024). Liu, Yakun ; Chen, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324003477.

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2023A new stochastic dominance criterion for dependent random variables with applications. (2023). Martinez-Riquelme, Carolina ; Belzunce, Felix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:165-176.

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2024Financial technologies, green technologies and natural resource nexus with sustainable development goals: Evidence from resource abundant economies using MMQR estimation. (2024). Boltayev, Jurabek Yusufovich ; Alromaihi, Abdullah ; Muda, Iskandar ; Ali, Syed Ahtsham ; Chen, Lan ; Lv, Zhaojiang. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000163.

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2024Male and female selection effects on gender wage gaps in three countries. (2024). Elass, Kenza. In: Labour Economics. RePEc:eee:labeco:v:87:y:2024:i:c:s0927537124000022.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2023A spatial analysis of local corruption on foreign direct investment: Evidence from Chinese cities. (2023). Demir, Firat ; Chih, Yao-Yu ; Shen, Hewei ; Liu, Junyi ; Hu, Chenghao. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000873.

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2023The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data. (2023). Canepa, Alessandra ; Fontana, Magda ; Chersoni, Giulia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:1-14.

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2023Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2023Does monetary policy really matter for environmental protection? The case of inflation targeting. (2023). Shahbaz, Muhammad ; Clarisse, Suzanne Edwige ; Mbassi, Christophe Martial. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:3:p:427-452.

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2023Role of trade and green bond market in renewable energy deployment in Southeast Asia. (2023). Sun, Yunpeng ; Gao, Pengpeng ; Li, Ying ; Dong, Weijian. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:313-319.

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2023Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329.

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2024Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers. (2024). Kerstens, Kristiaan ; Chen, Xiaoqing ; Tsionas, Mike. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002999.

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2024Assessing the performance of Peruvian education system from a governance perspective. (2024). Mergoni, Anna ; de la Cruz, Marco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000909.

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2024The convergence of total-factor energy efficiency across Chinese cities: A distribution dynamics approach. (2024). Zhang, ZhongXiang ; Wu, Jianxin ; Peng, BO ; Fan, DI. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:406-416.

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2023Sparse Trend Estimation. (2023). Wieman, Hunter ; Gospodinov, Nikolay ; Crump, Richard K. In: Staff Reports. RePEc:fip:fednsr:95589.

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2023On Asymmetric Correlations and Their Applications in Financial Markets. (2023). Liu, Conan ; Ma, Tiefeng ; Sun, Ruili ; Cao, Linyu. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:187-:d:1092699.

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2023Does Land Lease Affect the Multidimensional Poverty Alleviation? The Evidence from Jiangxi, China. (2023). Huang, Longjunjiang ; Xing, Shu ; Liang, Xian ; Xiao, Hui ; Xie, Fangting. In: Land. RePEc:gam:jlands:v:12:y:2023:i:5:p:942-:d:1130680.

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2023.

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2023.

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2023Gender Pension Gap in EU Countries: A Between-Group Inequality Approach. (2023). Russolillo, Maria ; Lagomarsino, Elena ; Abatemarco, Antonio. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:3:p:63-:d:1102469.

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2024Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds. (2024). Basso, Antonella ; Jin, Qianying ; van De, Ignace ; Kerstens, Kristiaan ; Funari, Stefania. In: Post-Print. RePEc:hal:journl:hal-04273693.

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2023Capital, Productivity, and Human Welfare since 1870. (2023). Gallardo-AlbarrĂĄn, Daniel ; Gallardo-Albarran, Daniel. In: Working Papers. RePEc:hes:wpaper:0237.

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2023Why Did Gender Wage Convergence in the United States Stall?. (2023). Posmanick, Benjamin ; Blair, Peter. In: Working Papers. RePEc:hka:wpaper:2023-001.

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2023Does Productivity Change at All in Swedish District Courts? Empirical Analysis Focusing on Horizontal Mergers. (2023). Kerstens, Kristiaan ; Tsionas, Mike ; Chen, Xiaoqing. In: Working Papers. RePEc:ies:wpaper:e202305.

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2024Semi-parametric Estimation of Convex and Nonconvex By-Production Technologies. (2024). SHEN, Zhiyang ; Kuosmanen, Timo ; Kerstens, Kristiaan ; Delnava, Haleh. In: Working Papers. RePEc:ies:wpaper:e202411.

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2023Intergenerational Transmission of Welfare Benefit Receipt: Evidence from Germany. (2023). Riphahn, Regina ; Feichtmayer, Jennifer. In: IZA Discussion Papers. RePEc:iza:izadps:dp16660.

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2023Structural Breaks in Seemingly Unrelated Regression Models. (2023). Parsaeian, Shahnaz. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202308.

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2023A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization. (2023). Cifuentes, Arturo ; Rahimian, Hamed ; Ramirez, Domingo ; Pagnoncelli, Bernardo K. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10274-2.

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2024Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

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2023Analyzing the effect of health reforms on the efficiency of Ecuadorian public hospitals. (2023). Prior, Diego ; Piedra-Pea, Juan. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:23:y:2023:i:3:d:10.1007_s10754-023-09346-z.

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2023Detecting Learning by Exporting and from Exporters. (2023). Malikov, Emir ; Zhang, Jingfang. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00667-2.

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2023Monitoring poverty in a data deprived environment: The case of Lebanon. (2023). Marrouch, Walid ; Makdissi, Paul ; Yazbeck, Myra. In: Working Papers. RePEc:ott:wpaper:2302e.

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2023.

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2023Deprivation, Social Mobility Considerations, and Life Satisfaction: A Comparative Study of 33 European Countries. (2023). Gerdoi, Blendi ; Zhllima, Edvin ; Shkreli, Zamira ; Drishti, Elvisa. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00216-8.

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2023Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT). (2023). Navarro, Angeles M ; Lopez-Martin, Carmen ; Benito, Sonia. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00106-w.

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2023Ecological Resources Depletion, Inequality and Poverty. (2023). Khan, Haider. In: MPRA Paper. RePEc:pra:mprapa:117467.

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2023Fiscal rules and their influence on public sector efficiency. (2023). Pedraja-Chaparro, Francisco ; Cordero, Jose M ; Lopez-Herrera, Carmen ; Polo, Cristina. In: MPRA Paper. RePEc:pra:mprapa:119018.

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2023Quantile Tool Box Measures for Empirical Analysis and for Testing Distributional Comparisons in Direct Distribution-Free Fashion. (2023). Beach, Charles. In: Working Paper. RePEc:qed:wpaper:1508.

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2023The Role of Contagion and Integration in Risk Management Measures. (2023). Matos, Paulo ; de Jesus, Jaime ; Fonseca, Ronald. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:1111-1128.

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2023A copula spectral test for pairwise time reversibility. (2023). Zhang, Shibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00859-x.

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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.
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2019Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet) In: Papers.
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2021Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet).(2021) In: Journal of Quantitative Economics.
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This paper has nother version. Agregated cites: 2
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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: STICERD - Econometrics Paper Series.
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This paper has nother version. Agregated cites: 11
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2002Consistent Testing for Stochastic Dominance: A Subsampling Approach.(2002) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 11
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2002Consistent testing for stochastic dominance : a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 11
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2003Consistent testing for stochastic dominance: a subsampling approach.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
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2002Consistent testing for stochastic dominance: a subsampling approach.(2002) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
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2002Consistent testing for stochastic dominance: a subsampling approach.(2002) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 11
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1988Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data. In: Journal of Business & Economic Statistics.
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1990Specification Analysis in Dynamic Models. In: Journal of Business & Economic Statistics.
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19885 On Econometric Methodology In: The Economic Record.
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2000Reflections In: Journal of Economic Surveys.
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