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Reduced form estimation and prediction from uncertain structural models : A generic approach

Maasoumi, Esfandiar - In: Journal of Econometrics 31 (1986) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10005238928

Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances

Gupta, Yash Pal; Maasoumi, Esfandiar - In: Journal of Econometrics 9 (1979) 3, pp. 379-385

Persistent link: https://www.econbiz.de/10005239119

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

Racine, Jeffrey S.; Maasoumi, Esfandiar - In: Journal of Econometrics 138 (2007) 2, pp. 547-567

Persistent link: https://www.econbiz.de/10005285510

On the relevance of first-order asymptotic theory to economics

Maasoumi, Esfandiar - In: Journal of Econometrics 100 (2001) 1, pp. 83-86

Persistent link: https://www.econbiz.de/10005285519

Antitrust issues in international comparisons of market structure

Hirschberg, Joseph G.; Maasoumi, Esfandiar; Slottje, Daniel - In: Journal of Econometrics 113 (2003) 1, pp. 129-158

Persistent link: https://www.econbiz.de/10005285580

Editor's introduction

Maasoumi, Esfandiar - In: Journal of Econometrics 50 (1991) 1-2, pp. 1-5

Persistent link: https://www.econbiz.de/10005285939

Continuously distributed attributes and measures of multivariate inequality

Maasoumi, Esfandiar - In: Journal of Econometrics 42 (1989) 1, pp. 131-144

Persistent link: https://www.econbiz.de/10005052804

How to live with misspecification if you must

Maasoumi, Esfandiar - In: Journal of Econometrics 44 (1990) 1-2, pp. 67-86

Persistent link: https://www.econbiz.de/10005052843

A comparison of GRF and other reduced-form estimators in simultaneous equations models

Maasoumi, Esfandiar; Jeong, Jin-Ho - In: Journal of Econometrics 37 (1988) 1, pp. 115-134

Persistent link: https://www.econbiz.de/10005192284

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

Li, Qi; Maasoumi, Esfandiar; Racine, Jeffrey S. - In: Journal of Econometrics 148 (2009) 2, pp. 186-200

In this paper we consider the problem of testing for equality of two density or two conditional density functions defined over mixed discrete and continuous variables. We smooth both the discrete and continuous variables, with the smoothing parameters chosen via least-squares cross-validation....

Persistent link: https://www.econbiz.de/10005192394