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Esfandiar Maasoumi

Esfandiar Maasoumi

D-Index & Metrics

Economics and Finance

D-Index
32
Citations
5409
World Ranking
3420
National Ranking
1843

Research.com Recognitions

  • 2011 - Fellow of the American Statistical Association (ASA)

Overview

Esfandiar Maasoumi is a researcher affiliated with Emory University in the United States. Their primary field of work encompasses Economics, Econometrics, and Finance, with a focus across several subfields including Economics and Econometrics, Finance, Management Science and Operations Research, Sociology and Political Science, and General Economics, Econometrics and Finance.

Their research topics cover a range of areas largely within financial markets and economic dynamics. Key topics include Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Market Dynamics and Volatility, Income, Poverty, and Inequality, Financial Risk and Volatility Modeling, Stock Market Forecasting Methods, and Risk and Portfolio Optimization.

Maasoumi's publication record features contributions in numerous venues, notably:

  • Econometric Reviews
  • SSRN Electronic Journal
  • Empirical Economics
  • Journal of Applied Econometrics
  • Journal of Econometrics

Recent papers authored or co-authored by Maasoumi include:

  • "RETRACTED ARTICLE: Green innovations and patenting renewable energy technologies" (2020), published in Empirical Economics
  • "Identifying factors via automatic debiased machine learning" (2024), in the Journal of Applied Econometrics
  • "Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact" (2021), Journal of risk and financial management

Although not the lead author, another relevant paper in which Maasoumi is associated is "Generalized aggregation of misspecified models: With an application to asset pricing" (2020), published in the Journal of Econometrics.

Common co-authors collaborating with Maasoumi include:

  • Sofia Anyfantaki
  • Ke Wu
  • Zhijie Xiao
  • Almas Heshmati
  • Inhee Lee

In recognition of their professional contributions, Maasoumi was named a Fellow of the American Statistical Association (ASA) in 2011.

Best Publications

  • Consistent Testing for Stochastic Dominance under General Sampling Schemes

    Oliver Linton;Esfandiar Maasoumi;Yoon-Jae Whang

  • The Measurement and Decomposition of Multi-Dimensional Inequality

    Esfandiar Maasoumi

  • Entropy and predictability of stock market returns

    Esfandiar Maasoumi;Jeff Racine

  • A compendium to information theory in economics and econometrics

    Esfandiar Maasoumi

  • Growth and convergence : A profile of distribution dynamics and mobility

    Esfandiar Maasoumi;Jeff Racine;Thanasis Stengos

  • Ordering univariate distributions by entropy and variance

    Nader Ebrahimi;Esfandiar Maasoumi;Ehsan S. Soofi

  • A nonparametric test for equality of distributions with mixed categorical and continuous data

    Qi Li;Qi Li;Esfandiar Maasoumi;Jeffrey S. Racine

  • Multidimensioned Approaches to Welfare Analysis

    Esfandiar Maasoumi

  • Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data

    Esfandiar Maasoumi;Gerald Nickelsburg

  • Cluster analysis for measuring welfare and quality of life across countries

    Joseph G. Hirschberg;Esfandiar Maasoumi;Daniel J. Slottje

  • The Information Basis of Multivariate Poverty Assessments

    Esfandiar Maasoumi;Maria Ana Lugo

  • Comparing Income Mobility in Germany and the United States Using Generalized Entropy Mobility Measures

    Esfandiar Maasoumi;Mark Trede

  • Stochastic dominance amongst swedish income distributions

    Esfandiar Maasoumi;Almas Heshmati

  • A class of generalized measures of mobility with applications

    Esfandiar Maasoumi;Sourushe Zandvakili

  • Empirical Analyses of Inequality and Welfare

    Esfandiar Maasoumi

  • A versatile and robust metric entropy test of time-reversibility, and other hypotheses

    Jeffrey S. Racine;Esfandiar Maasoumi

  • Economic Reform, Growth and Convergence in China

    Esfandiar Maasoumi;Le Wang

  • Artificial neural networks for some macroeconomic series: A first report

    E Maasoumi;A Khotanzed;A Abaye

  • On the behavior of inconsistent instrumental variable estimators

    Esfandiar Maasoumi;Peter C.B. Phillips

  • A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations

    Esfandiar Maasoumi

  • Continuously distributed attributes and measures of multivariate inequality

    Esfandiar Maasoumi

Frequent Co-Authors

Almas Heshmati
Almas Heshmati Jönköping University
Michael McAleer
Michael McAleer Erasmus University Rotterdam
Daniel L. Millimet
Daniel L. Millimet Southern Methodist University
Oliver Linton
Oliver Linton University of Cambridge
Clive W. J. Granger
Clive W. J. Granger University of California, San Diego
Grayham E. Mizon
Grayham E. Mizon University of Southampton
Augustine C. Arize
Augustine C. Arize Texas A&M University
Neil R. Ericsson
Neil R. Ericsson George Washington University
Peter C. B. Phillips
Peter C. B. Phillips Yale University
Lei Jiang
Lei Jiang Chinese Academy of Sciences

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