From Model Misspecification to Multidimensional Welfare: A Conversation with Professor Esfandiar Maasoumi.

In this interview, Fredj Jawadi speaks with Dr. Esfandiar Maasoumi about his academic journey and research contributions. Professor Maasoumi reflects on his early education in Iran, his studies at the London School of Economics, and the significant influence of Professor Denis Sargan on his academic development. The conversation covers a broad range of topics, including model misspecification, estimator properties, asymmetry, nonlinearity, inequality, poverty, and well-being. Professor Maasoumi elaborates on how his research interests have evolved over time, highlighting his integration of economic theory with econometric methodology to better address real-world challenges. Professor Maasoumi also discusses his transition from the UK to the US, his collaborations with leading economists such as Clive Granger and Jeff Racine, and his long-standing role as Editor of Econometric Reviews. The interview concludes with his views on the evolution of econometrics, the current challenges in the field, and his advice for young researchers. This discussion aims to provide readers with deeper insight into key econometric concepts such as model misspecification, nonlinear testing, and multidimensional measures of inequality and welfare – and how these issues shape our understanding of the real economy. [ABSTRACT FROM AUTHOR]