Esfandiar Maasoumi

Esfandiar Maasoumi

Emory & Henry College

H-index: 34

North America-United States

About Esfandiar Maasoumi

Esfandiar Maasoumi, With an exceptional h-index of 34 and a recent h-index of 18 (since 2020), a distinguished researcher at Emory & Henry College, specializes in the field of Econometrics, welfare, information theory, big data, model uncertainty.

His recent articles reflect a diverse array of research interests and contributions to the field:

Identifying factors via automatic debiased machine learning

Extremal quantiles and stock price crashes

CITE OR CIRCULATE.

Ridge latent factors

In memory of Michael McAleer: special issue of Econometric Reviews

Women’s Potential Earnings Distributions

Best Paper Award Econometric Reviews, 2017–2018

Best Paper Award Econometric Reviews, 2019–2020

Esfandiar Maasoumi Information

University

Position

___

Citations(all)

5766

Citations(since 2020)

1403

Cited By

5010

hIndex(all)

34

hIndex(since 2020)

18

i10Index(all)

67

i10Index(since 2020)

39

Email

University Profile Page

Emory & Henry College

Google Scholar

View Google Scholar Profile

Esfandiar Maasoumi Skills & Research Interests

Econometrics

welfare

information theory

big data

model uncertainty

Top articles of Esfandiar Maasoumi

Title

Journal

Author(s)

Publication Date

Identifying factors via automatic debiased machine learning

Journal of Applied Econometrics

Esfandiar Maasoumi

Jianqiu Wang

Zhuo Wang

Ke Wu

2024/2/13

Extremal quantiles and stock price crashes

Econometric Reviews

Panayiotis C Andreou

Sofia Anyfantaki

Esfandiar Maasoumi

Carlo Sala

2023/11/26

CITE OR CIRCULATE.

Martyna Kobus

Marek Kapera

Esfandiar Maasoumi

2023/1/26

Ridge latent factors

Yuanqi Yang

Yifeng Zhu

2023

In memory of Michael McAleer: special issue of Econometric Reviews

Esfandiar Maasoumi

Robert Taylor

2023/11/26

Women’s Potential Earnings Distributions

Esfandiar Maasoumi

Le Wang

2022/1/18

Best Paper Award Econometric Reviews, 2017–2018

Esfandiar Maasoumi

2022/1/2

Best Paper Award Econometric Reviews, 2019–2020

Esfandiar Maasoumi

2022/1/2

Generalized Intergenerational Mobility Regressions

Esfandiar Maasoumi

Le Wang

Daiqiang Zhang

2022

Evidence of uniform inefficiency in market portfolios based on dominance tests

Journal of Business & Economic Statistics

Sofia Anyfantaki

Esfandiar Maasoumi

Jue Ren

Nikolas Topaloglou

2022/6/16

Portfolio Choice with Subset Aggregation of Asset Characteristics

Available at SSRN 4051796

Esfandiar Maasoumi

Guoshi Tong

Xudong Wen

Ke Wu

2022/3/7

Contrasting cryptocurrencies with other assets: Full distributions and the COVID Impact

Journal of Risk and Financial Management

Esfandiar Maasoumi

Xi Wu

2021/9/14

Generalized aggregation of misspecified models: With an application to asset pricing

Journal of Econometrics

Nikolay Gospodinov

Esfandiar Maasoumi

2021/5/1

Fellows and Scholars of Econometric Reviews

Econometric Reviews

Esfandiar Maasoumi

2021/4/19

Econometric Reviews Honors Cheng Hsiao

Econometric Reviews

Tong Li

Esfandiar Maasoumi

Zhijie Xiao

2021/2/22

Green innovations and patenting renewable energy technologies

Empirical economics

Esfandiar Maasoumi

Almas Heshmati

Inhee Lee

2021/1

Forecasting in big data environments: an adaptable and automated shrinkage estimation of neural networks (AAShNet)

Journal of Quantitative Economics

Ali Habibnia

Esfandiar Maasoumi

2021/12

Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician

Esfandiar Maasoumi

Zhijie Xiao

2020/8/8

Quantile aggregation and combination for stock return prediction

Econometric Reviews

Chuanliang Jiang

Esfandiar Maasoumi

Zhijie Xiao

2020/8/8

Best Paper Award: Econometric Reviews, 2006–2016

Esfandiar Maasoumi

2020/5/27

See List of Professors in Esfandiar Maasoumi University(Emory & Henry College)

Co-Authors

H-index: 112
Peter C. B. Phillips

Peter C. B. Phillips

Yale University

H-index: 80
Michael McAleer

Michael McAleer

Erasmus Universiteit Rotterdam

H-index: 56
Oliver Linton

Oliver Linton

University of Cambridge

H-index: 44
Thanasis Stengos

Thanasis Stengos

University of Guelph

H-index: 43
Jeffrey S. Racine

Jeffrey S. Racine

McMaster University

H-index: 43
Daniel Millimet

Daniel Millimet

Southern Methodist University

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