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PUBLICATION
BOOKS AND
MONOGRAPHS:
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.½, 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, forthcoming.
A Reexamination of the Equity Premium Puzzle: A Robust Nonparametric Approach, with G. Lim and Vance Martin, North American Journal of Economics and Finance, forthcoming.
A Versatile and Robust Metric Entropy Test for Time-Irreversibility, and Other Hypotheses, with Jeff Racine, Journal of Econometrics (forthcoming).
"Multivariate Stochastic Volatility: An Overview”, With Michael McAleer, Econometric Reviews, 25(2-3), 139-144, 2006.
“Measuring the Volatility in US Treasury Benchmarks and Debt Instruments”, with S. Hoti, M. McAleer, and D. Slottje, Econometric Reviews, forthcoming.
"A Robust Entropy-Based Test for Asymmetry", with Jeff Racine, pdf, Econometric Reviews, (forthcoming).
“Economic Reform, Growth and Convergence in China”, with Le Wang, Econometric Journal, forthcoming.
"Corrigendum: Consistent Tests for Stochastic Dominance under General Sampling Schemes", with Oliver Linton and Y-J. Whang, Review of Economic Studies, forthcoming, 2007.
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
Evaluating Dominance Ranking of PSID Incomes by various Household Attributes(Long Version)",with A. Heshmati,Chapter 4 Advances on income inequality and concentration measures: Collected papers in memory of Corrado Gini and Max O.Lorenz; Routledge Publisher
"The Information Basis of Multivariate Poverty Assessments"; with Maria Ana LUGO, forthcoming as the lead Chapter in, Nanak Kakwani and J. Silber (Eds.), Quantitative Approaches to Multidimensional Palgrave-MacMillan.
“Using Statistics in
Patent Cases: A Case
Study”, with
Mathew Mercurio,
Chapter 13, A Primer
on Economic Damages
in Intellectual
Property Matters,
John Wiley,
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, 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:
“The Information Basis of Matching with Propensity Scores”, with Ozkan Eren, (submitted)
“The Information Basis of Matching in Treatment Effect: Understanding Propensity Scores”, Mimeo, SMU, Economics.
“A nonparametric Test for equality of Distributions with Mixed continuous and categorical data”, with Qi Li and Jeff Racine (Revise and Resubmit).
“A Distributional Analysis of Returns to Marriage”, with D. Millimet and D. Sarkar, March 2005, 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.
