Select Publications:

• “Identifying Factors via Automatic Debiased Machine Learning”. With J. Wang, Z. Wang, and K. Wu; Journal of Applied Econometrics, 2024.

• “Extremal Quantiles and Stock Price Crashes”, with A. Pana, S. Anyfantaki, and C. Sala, Econometric Reviews (2023, Issues 9-10).

• Maasoumi, E. and L. Wang, "The Gender Gap in the Earnings Distribution," The Journal of Political Economy, Oct. 2019, Vol. 127, No. 5, pp. 2438–2504. https://www.journals.uchicago.edu/doi/pdfplus/10.1086/701788 

• Maasoumi, Esfandiar, "A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations," Econometrica 46:3 (May 1978): 695-703.

• Maasoumi, Esfandiar, "The Measurement and Decomposition of Multidimensional Inequality," Econometrica 54:4 (July 1986): 991-998.

• Granger, Clive W., Esfandiar Maasoumi, and Jeffrey C. Racine, "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis 25:5 (September 2004): 649-669.

• Linton, Oliver, Esfandiar Maasoumi, and Yoon-Jae Whang, "Consistent Testing for Stochastic Dominance Under General Sampling Schemes," Review of Economic Studies 72 (2005): 735-765.   "Corrigendum: Consistent Testing for Stochastic Dominance Under General Sampling Schemes," Review of Economic Studies 75 (2008): 333-337.

• Maasoumi, Esfandiar, Jeffrey S. Racine, and Thanasis Stengos, "Growth and Convergence: A Profile of Distribution Dynamics and Mobility," Journal of Econometrics 136:2 (February 2007): 483-508.

• Giannerini, Simone, Esfandiar Maasoumi, and E. B. Dagum, "Entropy Test for Nonlinear Serial Dependence in Time Series," Biometrika, 102:3 (June 2015): 661-675.

• Maasoumi, Esfandiar, and Jeffrey S. Racine, "Entropy and Predictability of Stock Market Returns," Journal of Econometrics 1071-2 (March 2002): 291-312.

• Maasoumi, Esfandiar, and Jeffrey Racine, "A Solution to Aggregation and An Application to Multidimensional Well-being Frontiers," Journal of Econometrics 191:2 (2016): 374-383

• Maasoumi, Esfandiar, and Mark Trede, "Comparing Income Mobility in Germany and the United States Using Generalized Entropy Mobility Measures," Review of Economics and Statistics 83:3 (August 2001): 551-559.

• Maasoumi, Esfandiar, and Sourushe Zandvakili, "Generalized Entropy Measures of Mobility for Different Sexes and Income Levels," Journal of Econometrics 43:1-2 (Jan-Feb 1990): 121-133.

• Maasoumi, Esfandiar, and Gerald Nickelsberg, "Multivariate Measures of Well-being and an Analysis of Inequality in the Michigan Data," Journal of Business and Economic Statistics 6:3 (1988): 327-334.

• Li, Qi, Esfandiar Maasoumi, and Jeffrey S. Racine, "A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data," Journal of Econometrics 148:2 (February 2009): 186-200.

• Maasoumi, Esfandiar, "A Compendium to Information Theory in Economics and Econometrics," Econometric Reviews 12:2 (January 1993): 137-181.

• Maasoumi, Esfandiar, "How to Live with Misspecification If You Must," Journal of Econometrics 44:1-2 (Apr-May 1990): 67-86.

• Maasoumi, Esfandiar. "On Mobility." In Handbook of Applied Economic Statistics, edited by D. Giles and A. Ullah. New York: Marcel Dekker, 1998.

• Maasoumi, Esfandiar. "Empirical Analyses of Inequality and Welfare.” In The Handbook of Applied Econometrics, Vol II: Microeconomics, edited by M. H. Pesaran and P. Schmidt. Hoboken, NJ: Wiley Blackwell Publishers, 1998.

• Maasoumi, Esfandiar, "Reduced Form Estimation and Prediction from Uncertain Structural Models: A Generic Approach," Journal of Econometrics 31:1 (February 1986): 3-29.

• Maasoumi, Esfandiar, and Peter C. B. Phillips, "On the Behavior of Inconsistent Instrumental Variable Estimators," Journal of Econometrics 19:2-3 (August 1982): 183-201.

• Maasoumi, Esfandiar, and Maria Ana Lugo. "The Information Basis of Multivariate Poverty Assessments." In Quantitative Approaches to Multidimensional Poverty Measurement, edited by Nanak Kakwani and J. Silber. Hampshire, UK: Palgrave MacMillan, 2008.

• Maasoumi, Esfandiar. "Multidimensioned Approaches to Welfare Analysis." In Handbook of Income Inequality Measurement, edited by J. Silber. New York, NY: Kluwer Academic Publishers, 1999.