Econometric Reviews honors Esfandiar Maasoumi
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Publication:5864635
Cites work
- A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
- A ridge-like method for simultaneous estimation of simultaneous equations
- Adaptive LASSO estimation for ARDL models with GARCH innovations
- An efficient integrated nonparametric entropy estimator of serial dependence
- Assessing point forecast accuracy by stochastic loss distance
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Correlated defaults, temporal correlation, expert information and predictability of default rates
- Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
- Determining the number of factors with potentially strong within-block correlations in error terms
- Identification-robust moment-based tests for Markov switching in autoregressive models
- Moment and IV selection approaches: a comparative simulation study
- Nonparametric Knn estimation with monotone constraints
- On the relevance of weaker instruments
- Reduced forms and weak instrumentation
- Stochastic metafrontiers
- Tests for an end-of-sample bubble in financial time series
- The impact of jumps and leverage in forecasting covolatility
- The Measurement and Decomposition of Multi-Dimensional Inequality
- Uncertainty, information, and disagreement of economic forecasters
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