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BOOKS AND MONOGRAPHS:
Advances in Information Theory Econometrics (Co-edited with A. Golan), Special issue of Econometric Reviews, 2009 (forthcoming).
Realized Volatility and Long Memory (Coedited with Michael McAleer), Special Issue of Econometric Reviews, Vol 27, Issues 1-3, 2008.
Multivariate Stochastic Volatility (Coedited with M. McAleer), Special Issue of Econometric Reviews, Vol 25 (Numbers 2-3), July 2006.
Special Issue of Econometric Reviews, In Honor of Robert L. Basmann, 2003.
Panel Data : The 9th International Panel Data Conference, Special Issue of Econometric Reviews, (Selected papers from the Geneva conference), 2003
Panel Data 1: Papers from the 8th International Panel Data Conference, Editor (with A. Heshmati), Special Issue of Econometric Reviews, Marcel Dekker, vol 19-3 (2000).
Panel Data 2: Papers from the 8th International Panel Data Conference, Editor (with A. Heshmati), Special Issues of Econometric Reviews, Marcel Dekker, vol 19-4 (2000).
Contributions to Econometrics: J.D. Sargan, Vol.I, (edited), Cambridge University Press, 1988.
Contributions to Econometrics: J.D. Sargan, Vol.II, (edited), Cambridge University Press, 1988.
Supply Models with Feedback Features, Vol.4 of System Dynamics in Energy Modeling, (with R.H. Day & S. Miller), Monograph EPRI EA-1357, Vol.4, Electric Power Research Institute, March 1980.
Measurement and Analysis of Welfare, (Editor) Special Annals issue of the Journal of Econometrics, Volume 50, No.1⁄2, 1991.
JOURNAL ARTICLES AND
ESSAYS:
"A
Modified Stein-like
Estimator for the
Reduced Form
Coefficients of
Simultaneous Equations," Econometrica, Vol 46,
pp. 695-703, May 1978.
"The Effect of the Shape
of the Income
Distribution on Two
Inequality Measures,"
(with Henri Theil), Economics Letters, 4,
pp.289-291, 1979.
"Omitted Variables,
Variability of Estimated
Parameters and the
Appearance of
Autocorrelation," (with
Y.P. Gupta), Journal of
Econometrics, Vol. 9,
pp.379-385, 1979.
"Misspecified Polynomial
Detrending," (with
Y.P.Gupta), Economics
Letters, 4, pp. 329-331,
1979.
"A Ridge-Like Method for
Simultaneous Estimation
of Simultaneous
Equations," Journal of
Econometrics, 12,
pp.161-176, 1980.
"On
the behavior of
Inconsistent
Instrumental Variable
Estimators" (with
Peter C.B.Phillips), Journal of Econometrics,
19 (1982), pp. 183-201.
"On the Relevance of
Finite Sample
Distribution Theory?", Econometric Reviews,
(1983), Vol. 2, No. 1,
pp. 61-69.
"The Trend and the
Measurement of World
Inequality Over Extended
Periods of
Accounting," with Jin-Ho
Jeong, Economics
Letters, (1985), 19, pp.
295-301.
"Reduced Form Estimation
and Prediction from
Uncertain Structural
Models: A Generic
Approach," Journal of
Econometrics, 31,
(1986), pp. 3-29.
"A class of Generalized
Measures of Mobility
with Applications,"
(with S. Zandvakili), Economics
Letters (1986),
97-102.
"The
Measurement and
Decomposition of
Multidimensional
Inequality," Econometrica,
54, pp. 991-997, July
1986.
"Moments of OLS
Estimators in an
Autoregressive Moving
Average Model with
Explanatory Variables,"
(with A. Ullah), Economics
Letters (1986), 21, pp.
265-269.
"Unknown Regression
Functions and
Information Efficient
Functional Forms: An
Interpretation," Advances in
Econometrics, Vol.5,
pp. 301-309; 1987.
"Specification Analysis
in Special Rational
Distributed Lag and
Other Dynamic Models,"
(with A. Ullah), Journal
of Quantitative Economics, (July) 1987,
Vol.3, No.2, 203-11.
"Information Theory," in The New Palgrave: A
Dictionary of
Economics, Vol.2, New York:
Stockton Press, 1988,
846-51; Published again in The
New Palgrave
Econometrics, 1990.
"Multivariate
Measures of Well-Being
and an Analysis of
Inequality in the
Michigan Data," with
G. Nickelsburg, Journal
of Business and Economic
Statistics, Vol. 6, 3,
327-334, 1988.
"A Comparison of GRF and
Other Reduced Form
Estimators in
Simultaneous Equations
Models," (with J.H.Jeong), Journal of Econometrics,
1988, 115-34.
"Macroeconomic
Implications of the
Information Revolution",
(with G. Von
Furstenberg); American
Economic Review: papers
and proceedings, Vol.78,
No. 2, 1988 (May),
178-81.
"On Econometric
Methodology," Economic
Record, (1988),
December, 64.
"Transaction
Costs and the Interest
Parity Theorem: Comment,"
(with J.Pippenger), Journal of Political
Economy, 1989 (Feb.),
97, 1, 236-243.
"Composite Indices of
Income and Other
Developmental
Indicators: A General
Approach," Research on
Economic Inequality,
1989, Vol.1, 269-286.
"Continuously
Distributed Attributes
and Measures of
Multivariate
Inequality," Journal of
Econometrics, 1989,
131-144.
"Mobility Profiles and
Time Aggregates of
Individual
Incomes,"(with S.
Zandvakili), Research on
Economic Inequality,
1989, vol 1,
195-218.
"Generalized Entropy
Measures of Mobility for
Different Sexes and
Income Levels," with S.
Zandvakili, Journal of
Econometrics, 1990,
121-133.
"How to Live with
Misspecification If You
Must," Journal of
Econometrics, 1990,
pp.67-86.
"Specification
Analysis in Dynamic
Models," with Denzil
Fiebig, Journal of Business and
Economic Statistics,
October 1990, Vol. 8,
No. 4., pp. 443-451.
"Introduction," to The
Measurement and Analysis
of Welfare, Annals issue of the Journal of
Econometrics, Vol. 50,
No.1, 1991.
"Cluster Analysis and
the Quality of Life
Across Countries,"(with
J. Hirschberg and D.J.
Slottje), Journal of
Econometrics, Vol. 50,
No. ½(1991), pp.
131-150.
"The Many Dimensions of
Welfare and Inequality," ISA Bulletin, Fall
1991. (Invited Keynote Address
given to Iranian
Scholars Association,
ORSA meetings, Nashvile,
May 1991).
"Rules of Thumb and
Pseudo Science," Journal
of Econometrics, Vol 53,
No.1-3, 1992, pp.1-4.
"A
Compendium to
Information Theory in
Economics and
Econometrics," Econometric Reviews,
Vol. 12, 2, 1993
(May).
"Artificial Neural
Networks for Some
Macroeconomic Series : A
First Report," with A.
Khotanzad and A. Abaye, Econometric Reviews,
1994, vol 13, No. 1.
"Ordering Univariate
Distributions by Entropy
and Variance", (With N.
Ebrahimi, and E.Soofi), Journal of Econometrics,
1999.
"Stochastic
Dominance Amongst
Swedish Income
Distributions", With
A. Heshmati, Econometric
Reviews, Vol. 19-3,
2000.
"Reflections", Journal of Economic
Surveys, Vol. 14, 4.,
2000.
"The Environment and the
Quality of Life in the
United States over
time", with J. Hirschberg, and
D. Slottje, Environmental Modeling
Sciences and Software,
2001.
"On
the Relevance of First
Order Asymptotic Theory
to Economics", Journal of Econometrics,
100 (83-86), 2001.
"Comparing
Income Mobility in
Germany and the US using
Generalized Entropy
Mobility Measures", with
Mark Trede, The Review
of Economics and
Statistics, 83-3, 2001,
551-559.
"A
Retrospective On J.
Denis Sargan ", With
Neil Ericsson and
Grayham Mizon, Econometric Reviews,
20(3), 2001.
"Clusters
of Attributes and
Well-being in the US",
with J.Hirschberg, and
D. Slottje, Journal of
Applied
Econometrics, 16,
445-460, 2001.
"Entropy
and Predictability of
Stock Market Returns",
with Jeff Racine, Journal of
Econometrics, 107,
291-312, 2002.
"Antitrust
Issues in International
Comparisons of Market
Structure", with A. Arize, J.
Hirschberg, and D.
Slottje, Journal of
Econometrics, 113,
129-158, 2003.
"Dynamics
of Market Power and
Concentration Profiles",
with D.J., Slottje, Econometric
Reviews, 2003.
"A
Dependence Metric for
Possibly Nonlinear
Processes" with
Clive C. Granger and
Jeffrey C. Racine, Journal of Time Series
Analysis, vol. 25, 5,
649-669, 2004.
“An Axiomatic Approach
to Determine Income
Inequality Indices:
Introducing the family
of Generalized Entropy
Measures”, With E.
Pasha and A. Zendedel, Quarterly Journal of
Economics and
Management, vol. 62,
53-72 (In Farsi), Azad
University, 2004.
"Robust
Inference Concerning
Recent Trends in US
Environmental Quality"
with Daniel L. Millimet, Journal of Applied
Econometrics, 20, 55-77,
2005.
“A Multidimensional
Analysis of Inequality
in Iran”, with E.
Pasha, and A. Zendedel, Journal of Institute of
Mathematics and Computer
Sciences (Mathematical
Series), vol. 18, No. 1,
2005.
"Consistent
Testing for Stochastic
Dominance under General
Sampling Schemes",
with Oliver Linton and
Y-J. Whang, Review of
Economic Studies, 72,
735-765, 2005.
“Class
Size and Educational
Policy: Who Benefits
from Smaller Classes”, Econometric Reviews, 24
(4), 2005 (Forthcoming).
"Growth
and Convergence: A
Profile of Distribution
Dynamics and Mobility”,
with Jeffrey Racine and
Thanasis Stengos
(2006), Journal of
Econometrics,
2007.
A Reexamination of the
Equity Premium Puzzle: A
Robust Nonparametric
Approach, with G.
Lim and Vance Martin, North American Journal
of Economics and
Finance, 2007.
A Versatile and Robust
Metric Entropy Test for
Time-Irreversibility,
and Other Hypotheses,
with Jeff Racine, Journal of Econometrics, 2007.
"Multivariate Stochastic
Volatility: An
Overview”, With Michael
McAleer, Econometric
Reviews, 25(2-3),
139-144, 2006.
"Corrigendum:
Consistent Tests for
Stochastic Dominance
under General Sampling
Schemes" with Oliver
Linton and Y-J. Whang, Review of Economic
Studies, 2007.
“Measuring the
Volatility in US
Treasury Benchmarks and
Debt Instruments”,
with S. Hoti, M.
McAleer, and D. Slottje,
Econometric Reviews,
forthcoming.
"Realized Volatility and
Long Term Memory: An
Overview", with Michael
McAleer, Econometric
Reviews, 2008.
"A
Robust Entropy-Based
Test for Asymmetry",
with Jeff Racine, Econometric Reviews, 2009,
forthcoming.
"Economic
Reform, Growth and
Convergence in China",
with Le Wang, Econometric Journal,
(2008).
“A Distributional Analysis of Returns to Marriage”, with D. Millimet and D. Sarkar, Oxford Bulletin of Economics and Statistics, forthcoming.
“A nonparametric Test for equality of Distributions with Mixed continuous and categorical data”, with Qi Li and Jeff Racine, Journal of Econometrics, forthcoming.
"The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance and Marketing," with M.C. Medeiros, Econometric Reviews, forthcoming.
CHAPTERS IN BOOKS
(and Proceedings):
"Evaluating
Dominance Ranking of
PSID Incomes by various
Household Attributes",with
A. Heshmati, forthcoming
in, Gianni Betti and
Achille Lemmi (eds.), Advances on income
inequality and
concentration measures:
Collected papers in
memory of Corrado Gini
and Max O. Lorenz;
Routledge Publisher; 2008.
“The Information Basis of Multivariate Poverty Assessments”; with Maria Ana LUGO, lead Chapter in, Nanak Kakwani and J. Silber (Eds.), Quantitative Approaches to Multidimensional Poverty Measurement, Palgrave-MacMillan; 2008.
“Using Statistics in Patent Cases: A Case Study”, with Mathew Mercurio, Chapter 13, A Primer on Economic Damages in Intellectual Property Matters, John Wiley, 2006.
“The Law of Demand and Lost Profits Analysis” with Robert Basmann, Michael Buchanan and Daniel Slottje, Chapter 7, A Primer on Economic Damages in Intellectual Property Matters ,John Wiley, 2006.
“The Information Basis of Matching with Propensity Scores”, with Ozkan Eren, Proceedings of the American Statistical Association (CD-ROM), 2005.
"Entropy Based Dynamic Specification Searches", with Jeff Racine, pdf, Proceedings of American Statistical Association, CD-ROM, 2003.
"Measuring Market Power in the Steel Industry", with S. Prowse and D.J. Slottje, In D.J. Slottje (ed.), Measuring Market Power, North Holland, 2002.
"Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics", Chapter 25, In B. Baltagi (ed.), Companion to Econometric Theory, Basil Blackwell Publishers, (2001).
"Multidimensioned Approaches to Welfare Analysis," Chapter 15, in J. Silber (ed.) Handbook of Income Inequality Measurement, Kluwer publishers, 1999, (With Comments by F. Bourguignon), 437-484, 1999.
"Measuring Informativeness by Entropy and Variance", with N. Ebrahimi and E. Soofi, in D.J. Slottje (ed.) Advances in Econometrics, Income Distribution, and Methodology of Science (Essays in Honor of Camilo Dagum), Springer-Verlag, 1999.
"Empirical Analyses of Inequality and Welfare", Chapter 5, in The Handbook of Applied Econometrics, Vol II: Microeconomics, M.H. Pesaran and P. Schmidt (eds.), Blackwell publishers, 202-245, 1998.
"On Mobility", Chapter 5,in the Handbook of Applied Economic Statistics, D. Giles and A.Ullah (eds), Marcel Dekker, pp.119-176, 1998.
"The Effects of Relative Price Changes and Cost of Living Adjustments on some Welfare Indices," (with C. Diamond, M.Nieswiadomy, and D.J. Slottje), in Models and Measurement of Welfare and Inequality, W. Eichhorn (ed.), Springer-Verlag, 1994.
"Mixing Forecasts in Linear Simultaneous Equations Under Quadratic Loss," in T. Van Hua and R. Bewley (eds.) Essays in Honor of Henri Theil, McMillan Pub. Co., December 1991.
"Denis Sargan and His Seminal Contributions to Economic and Econometric Theory," Chapter 1 of Contributions to Econometrics: J.D. Sargan, Vol. I; Cambridge University Press, 1988.
"Denis Sargan’s Contributions to the Theory of Finite Sample Distributions and Dynamic Econometric Models," Chapter 1 of, Contributions to Econometrics: J.D. Sargan, Vol. II, Cambridge University Press, 1988.
"The Approximate Moments of the 3SLS Reduced Form Estimator and MELO Combinations of OLS-3SLS for Prediction," in Time Series and Econometric Modeling, I.B. MacNeill and G.J. Umphrey (eds.), Reidel Publishing Co., 1987, 359-371.
"Experimental and Non-Experimental Approaches to Statistical Research," Chapter 4 in Econometric Modeling in Economic Education Research, W.E. Becker and W.B. Walstad (eds.), Kluwer-Nijhoff Publishers, 1987.
"Specification Analysis in a Dynamic Model," (with Y.P.Gupta), Chapter 4 of E.G.Charatsis (ed.), Proceedings of the Econometric Society Meeting 1979: Selected Econometric Papers in Memory of Stefan Valavanis, North-Holland, 1981, pp. 89-103.
PUBLISHED BOOK
REVIEWS:
Handbook of
Econometrics, Vol.1, by
Z.Griliches and
M.Intriligator (eds.),
1983, North-Holland, in Mathematical Reviews,
1986.
Handbook of
Econometrics, Vol.2, by
Z.Griliches and
M.Intriligator (eds.),
1984, North-Holland, in Mathematical
Reviews,1986.
Handbook of
Econometrics, Vol.3, by
Z.Griliches and
M.Intriligator (eds.),
1986, North-Holland, in Mathematical Reviews,
1988.
A History of
Econometrics, by
R.J.Epstein, 1987,
North-Holland, Mathematical Reviews,
1989.
Handbook of Statistics 11 : Econometrics, G.S.
Maddala,C.R. Rao,and
H.D.Vinod (Eds.),
North-Holland, 1993, in Mathematical Reviews,
1994.
Handbook of
Econometrics, Vol.4, by
R. Engle and D. McFadden
(eds.), 1995, North-Holland, in Mathematical Reviews,
1995.
Statistical Foundations
for Econometric
Techniques, by A. Zaman,
Academic Press, in Mathematical
Reviews, (1998).
Testing for random walk
coefficients in
regression and state
space models, by
Moryson, Physica-Verlag,
in Mathematical Reviews,
1999.
Analysis of Panels and
Limited Dependent
Variable Models, by
Hsiao, Lahiri, Lee and
Pesaran, Cambridge U.
Press, in Math. Reviews,
2001
PUBLISHED ARTICLE
REVIEWS (a selection):
"A Fractional
Dickey-Fuller Test for
Unit Roots", by J.
Dolado, J. Gonzalo, and
L. Mayoral, Econometrica, No. 5,
2002; forthcoming in
Maths Reviews, 2003.
"Further consequences of
viewing LIML as an
iterated Aitken
estimator". By C. Gao
and K. Lahiri
(2000), Journal of
Econometrics, 98, In Mathematical Reviews (2001).
"Sets of Posterior Means
with Bounded Variance
Priors," by E.E. Leamer
(1982), Econometrica, in Mathematical Reviews,
(1983), 83i: 62172.
"A Characterization of
Granger-Sims
Exogeneity," by R. Kohn
(1981), Economics Letters, in Mathematical Reviews,
(1983), 83h:62168.
"Exact and Approximate
Distributions of the
Maximum Likelihood
Estimator of a Slope
Coefficient," by T.W.
Anderson and T. Sawa
(182), J. Royal Stats.
Society, B, 44, 52-62; in Mathematical Reviews,
(1984), 84j:62023.
"Linear Estimation with
an Incorrect Dispersion
Matrix in Linear Models
with a Common Linear
Part," by M. Thomas
(1983), J. of American
Stats. Assoc., 78,
468-471; in Mathematical
Reviews, (1984).
"A
Heteroscedasticity-Consistent
Covariance Matrix
Estimator for Time
Series Regressions," by
D. Hsieh (183), J.of
Econometrics, 22,
281-290; in Mathematical
Reviews, (1984).
"On Unification of the
Asymptotic Theory of
Nonlinear Econometric
Models," by J.F. Burquete, A.R.
Gallant, and G. Souza, Econometric Reviews,
Vol.1, 2, (1982),
151-211, in {Math
Reviews,} (1985).
"Switching Regression
Models with Imperfect
Sample Separation
Information with an
Application on Cartel
Stability," by L.F.
Lee and R.H. Porter
1984, Econometrica, in Math. Reviews.
"The Effects of
Autocorrelation Among
Errors on the
Consistency Property of
the OLS Variance
Estimator," by S.C.
Sharma,1985, J. of
Econometrics, in Maths.
Reviews.
"Linear Instrumental
Variable Estimation of
Limited Dependent
Variable Models with
Endogenous Explanatory
Variables," by W.
Newey, J. of
Econometrics, (1986), in Maths.Reviews, (1987).
"Bayesian Specification
Analysis and Estimation
of Simultaneous Equation
Models using Monte Carlo
Methods," by A. Zellner,
L. Bauwens, and H.K. van
Dijk, J. of
Econometrics, (1988), in Maths. Reviews (1989).
"Characterizations of
the Best Linear Unbiased
Estimator in the General
Gauss-Markov Model with
the Use of Matrix
Partial Orderings," by
J.K. Baksalary, and S.
Puntanen, Linear Algebra
and Its Applications,
(1990), in Maths.
Reviews (1991).
"Models for Combining
Vector Estimators of
Random Parameters," by P.L.Odell and
D.Dorsett, Math. Comput.
Modelling, 13, (1990)
no. 8, 57-68, in Mathematical Reviews (1991).
"A test for functional
form against
nonparametric
alternatives", by J.M.
Wooldridge, Econometric
Theory, in Mathematical
Reviews, 1993.
"Optimal Rates of
Convergence of Parameter
Estimators in the Binary
Response Model with Weak
Distributional Assumptions,"
by J.L. Horowitz, Econometric Theory, 9,
1993, 1-18; in Mathematical Reviews,
1993.
"Implied probabilities
in GMM estimators," by
K. Back, and D.P. Brown, Econometrica, 61, 1993,
971-975, in Mathematical Reviews.
"The Second Order Bias
and Mean Squared Error
of Non-Linear
estimators", in Mathematical Reviews,
1997.
EXAMPLES OF REPORTS
AND OTHER STUDIES:
A contributor to volumes
13 and 14 (1985) and
volume 13 (1990) of Economic Reading Lists, Course Outlines, Exams,
Puzzles and Problems,
by E. Tower, Eno River
Press.
"1979 Injury Statistics
Based on a Survey of the
International
Association of Amusement
Parks and Attractions," conducted and analyzed
an independent survey of
IAAPA, December 1980.
"An Analysis of the
Sampling Validity, the
Estimation Procedure and
the Estimates of
Injuries Involving
Amusement Rides." A
report prepared for the
International
Association of Amusement
Parks and
Attractions, September
1980.
Unpublished
mimeographed papers:
“A Multidimensional Assessment of Poverty in Iran”, with D. Salehi (draft).
“Nonparametric Evaluation of Behavioral Treatment Effects”, with D. Henderson (draft).
“The
Information Basis of
Matching with Propensity
Scores”, with Ozkan
Eren, (in revision)
“The
Information Basis of
Matching in Treatment
Effect: Understanding
Propensity Scores”,
Mimeo, SMU, Economics.
"SocioEconomic
Composition and Uniform
Partial Ranking of US
County-level
Environmental Quality",
with D. Millimet (2004),
Mimeo, SMU.
"Consensus ranking of US
income distributions: A
bootstrap application of
stochastic dominance
tests," with J. Mills
and S. Zandvakili.
"Tests
of Structural change and
aggregation in linear
models," with Asad Zaman.
"Generalized Maximum
Entropy Measures of
Volatility in Financial
Series," With G. Zhang,
SMU.
"Generalized ME
Distributions and
numerical algorithms,"
with G. Zhang, SMU.
"Solution to a problem
posed by B. Baltagi" in Econometric Theory.
"Solution to H. White’s
Problem in Econometric
Theory," with D. Fiebig
and A. Tremayne.
"The
International
Distribution of Welfare
Attributes: A
Multi-Dimensional
Analysis of Inequality,"
Indiana
University, Department
of Economics Paper
\#84-1.
Manuscripts Under
Preparation:
(1) "Stochastic
Dominance", with Gordon
Anderson (Contracted)
(2) "Measuring Welfare
and Mobility"
(3) "Information Theory
in Econometrics and
Economics" |
