Details about Esfandiar Maasoumi

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Workplace:	Department of Economics, Emory University, (more information at EDIRC)

Access statistics for papers by Esfandiar Maasoumi.

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Short-id: pma1064

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Working Papers

2008

1. A NONPARAMETRIC TEST FOR EQUALITY OF DISTRIBUTIONS WITH MIXED CATEGORICAL AND CONTINUOUS DATA
   Emory Economics, Department of Economics, Emory University (Atlanta) View citations
   See also Journal Article in Journal of Econometrics (2009)
2. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
   Emory Economics, Department of Economics, Emory University (Atlanta)
   See also Journal Article in Econometric Reviews (2009)
3. Multidimensional Poverty Measures from an Information Theory Perspective
   Working Papers, ECINEQ, Society for the Study of Economic Inequality View citations
4. The Information Basis of Multivariate PovertyAssessments
   Emory Economics, Department of Economics, Emory University (Atlanta) View citations
   Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2006)
5. Who Benefits from Marriage?
   Emory Economics, Department of Economics, Emory University (Atlanta)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)

2006

6. A reexamination of the equity-premium puzzle: A robust non-parametric approach
   Departmental Working Papers, Southern Methodist University, Department of Economics
   See also Journal Article in The North American Journal of Economics and Finance (2006)
7. Economic Reform, Growth and Convergence in China
   Departmental Working Papers, Southern Methodist University, Department of Economics
   See also Journal Article in Econometrics Journal (2008)
8. GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY
   Departmental Working Papers, Southern Methodist University, Department of Economics View citations
   See also Journal Article in Journal of Econometrics (2007)
9. The Information Basis of Matching with Propensity Score
   Departmental Working Papers, Southern Methodist University, Department of Economics

2005

10. Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes
    IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations
    Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2003)
11. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
12. The Distribution of Returns to Marriage
    Departmental Working Papers, Southern Methodist University, Department of Economics View citations

2004

13. Consistent Testing for Stochastic Dominance: A Subsampling Approach
    FMG Discussion Papers, Financial Markets Group
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations
    FMG Discussion Papers, Financial Markets Group (2002) View citations
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2002) View citations
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) View citations
14. Discounting The Equity Premium Puzzle
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations

2003

15. A Robust Entropy-Based Test for Asymmetry
    Departmental Working Papers, Southern Methodist University, Department of Economics

2002

16. Antitrust Issues in International Comparisons of Market Structure
    Department of Economics - Working Papers Series, The University of Melbourne
    See also Journal Article in Journal of Econometrics (2003)

2001

17. A Retrospective on J.D. Sargan and his Contribution to Econometrics
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
18. A retrospective on J. Denis Sargan and his contributions to econometrics
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
19. Clusters of Attributes and Well-Being in the US
    Department of Economics - Working Papers Series, The University of Melbourne View citations
    See also Journal Article in Journal of Applied Econometrics (2001)
20. Socio-Economic Composition and Uniform Partial Ranking of US County-Level Environmental Quality
    Departmental Working Papers, Southern Methodist University, Department of Economics

2000

21. A Dependence Metric for Nonlinear Time Series
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1998

22. Stochastic Dominance Amongst Swedish Income Distributions
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
    See also Journal Article in Econometric Reviews (2000)
23. The Environment and the Quality of Life in the United States Over Time
    Department of Economics - Working Papers Series, The University of Melbourne View citations

1997

24. A Cluster Analysis of the Quality of Life in the United States over Time
    Department of Economics - Working Papers Series, The University of Melbourne

1980

25. On the Behavior of Inconsistent Instrumental Variable Estimators
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Journal of Econometrics (1982)

Journal Articles

2009

1. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
   Econometric Reviews, 2009, 28, (1-3), 246-261
   See also Working Paper (2008)
2. A nonparametric test for equality of distributions with mixed categorical and continuous data
   Journal of Econometrics, 2009, 148, (2), 186-200 View citations
   See also Working Paper (2008)
3. Who Benefits from Marriage?
   Oxford Bulletin of Economics and Statistics, 2009, 71, (1), 1-33
   See also Working Paper (2008)

2008

4. Economic Reform, Growth and Convergence in China
   Econometrics Journal, 2008, 11, (1), 128-154 View citations
   See also Working Paper (2006)
5. Information Theoretic and Entropy Methods: An Overview
   Econometric Reviews, 2008, 27, (4-6), 317-328
6. Realized Volatility and Long Memory: An Overview
   Econometric Reviews, 2008, 27, (1-3), 1-9

2007

7. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
   Journal of Econometrics, 2007, 138, (2), 547-567 View citations
8. Growth and convergence: A profile of distribution dynamics and mobility
   Journal of Econometrics, 2007, 136, (2), 483-508 View citations
   See also Working Paper (2006)

2006

9. A reexamination of the equity-premium puzzle: A robust non-parametric approach
   The North American Journal of Economics and Finance, 2006, 17, (2), 173-189
   See also Working Paper (2006)

2005

10. Consistent Testing for Stochastic Dominance under General Sampling Schemes
    Review of Economic Studies, 2005, 72, (3), 735-765 View citations
11. Robust inference concerning recent trends in US environmental quality
    Journal of Applied Econometrics, 2005, 20, (1), 55-77 View citations

2004

12. A Dependence Metric for Possibly Nonlinear Processes
    Journal of Time Series Analysis, 2004, 25, (5), 649-669 View citations

2003

13. Antitrust issues in international comparisons of market structure
    Journal of Econometrics, 2003, 113, (1), 129-158
    See also Working Paper (2002)

2002

14. Entropy and predictability of stock market returns
    Journal of Econometrics, 2002, 107, (1-2), 291-312 View citations

2001

15. Clusters of attributes and well-being in the USA
    Journal of Applied Econometrics, 2001, 16, (3), 445-460 View citations
    See also Working Paper (2001)
16. Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures
    The Review of Economics and Statistics, 2001, 83, (3), 551-559 View citations
17. On the relevance of first-order asymptotic theory to economics
    Journal of Econometrics, 2001, 100, (1), 83-86 View citations

2000

18. Introduction
    Econometric Reviews, 2000, 19, (3), 5-5 View citations
19. Introduction
    Econometric Reviews, 2000, 19, (4), 5-5
20. Reflections
    Journal of Economic Surveys, 2000, 14, (4), 501-09
21. Stochastic dominance amongst swedish income distributions
    Econometric Reviews, 2000, 19, (3), 287-320 View citations
    See also Working Paper (1998)

1999

22. Ordering univariate distributions by entropy and variance
    Journal of Econometrics, 1999, 90, (2), 317-336 View citations

1994

23. Artificial neural networks for some macroeconomic series: A first report
    Econometric Reviews, 1994, 13, (1), 105-122 View citations

1993

24. A compendium to information theory in economics and econometrics
    Econometric Reviews, 1993, 12, (2), 137-181 View citations

1992

25. Fellow's opinion: Rules of thumb and pseudo-science
    Journal of Econometrics, 1992, 53, (1-3), 1-4 View citations

1991

26. Cluster analysis for measuring welfare and quality of life across countries
    Journal of Econometrics, 1991, 50, (1-2), 131-150 View citations
27. Editor's introduction
    Journal of Econometrics, 1991, 50, (1-2), 1-5

1990

28. Generalized entropy measures of mobility for different sexes and income levels
    Journal of Econometrics, 1990, 43, (1-2), 121-133 View citations
29. How to live with misspecification if you must
    Journal of Econometrics, 1990, 44, (1-2), 67-86 View citations
30. Specification Analysis in Dynamic Models
    Journal of Business & Economic Statistics, 1990, 8, (4), 443-51

1989

31. Continuously distributed attributes and measures of multivariate inequality
    Journal of Econometrics, 1989, 42, (1), 131-144 View citations
32. Transaction Costs and the Interest Parity Theorem: Comment
    Journal of Political Economy, 1989, 97, (1), 236-43 View citations

1988

33. A comparison of GRF and other reduced-form estimators in simultaneous equations models
    Journal of Econometrics, 1988, 37, (1), 115-134
34. Macroeconomic Implications of the Information Revolution
    American Economic Review, 1988, 78, (2), 178-81
35. Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data
    Journal of Business & Economic Statistics, 1988, 6, (3), 326-34 View citations
36. On Econometric Methodology
    The Economic Record, 1988, 64, (187), 340-43

1986

37. A class of generalized measures of mobility with applications
    Economics Letters, 1986, 22, (1), 97-102 View citations
38. Moments of OLS estimators in an autoregressive moving average model with explanatory variables
    Economics Letters, 1986, 21, (3), 265-269
39. Reduced form estimation and prediction from uncertain structural models: A generic approach
    Journal of Econometrics, 1986, 31, (1), 3-29 View citations
40. The Measurement and Decomposition of Multi-dimensional Inequality
    Econometrica, 1986, 54, (4), 991-97 View citations

1985

41. The trend and the measurement of world inequality over extended periods of accounting
    Economics Letters, 1985, 19, (3), 295-301 View citations

1982

42. On the behavior of inconsistent instrumental variable estimators
    Journal of Econometrics, 1982, 19, (2-3), 183-201 View citations
    See also Working Paper (1980)

1980

43. A ridge-like method for simultaneous estimation of simultaneous equations
    Journal of Econometrics, 1980, 12, (2), 161-176 View citations

1979

44. Misspecified polynomial detrending
    Economics Letters, 1979, 4, (4), 329-331
45. Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
    Journal of Econometrics, 1979, 9, (3), 379-385
46. The effect of the shape of the income distribution on two inequality measures
    Economics Letters, 1979, 4, (3), 289-291

1978

47. A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
    Econometrica, 1978, 46, (3), 695-703 View citations

Editor

1. Econometric Reviews
   Taylor and Francis Journals