Details about Esfandiar Maasoumi

E-mail:
Homepage:	http://userwww.service.emory.edu/~mboerck/index.html
Phone:	404 727-9817
Postal address:	Department of Economics, Emory University, Rich Building, Atlanta, GA 30322 USA
Workplace:	Department of Economics, Emory University, (more information at EDIRC)

Access statistics for papers by Esfandiar Maasoumi.

Last updated 2008-12-01. Update your information in the RePEc Author Service.

Short-id: pma134

---

Jump to Journal Articles Editor

Working Papers

2008

1. Multidimensional Poverty Measures from an Information Theory Perspective
   Working Papers, ECINEQ, Society for the Study of Economic Inequality View citations

2006

2. 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)
3. Economic Reform, Growth and Convergence in China
   Departmental Working Papers, Southern Methodist University, Department of Economics
   See also Journal Article in Econometrics Journal (2008)
4. 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)
5. The Information Basis of Matching with Propensity Score
   Departmental Working Papers, Southern Methodist University, Department of Economics
6. The Information Basis of Multivariate Poverty Assessments
   Departmental Working Papers, Southern Methodist University, Department of Economics

2005

7. 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)
8. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
9. The Distribution of Returns to Marriage
   Departmental Working Papers, Southern Methodist University, Department of Economics View citations

2004

10. 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
11. Discounting The Equity Premium Puzzle
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations

2003

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

2002

13. 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

14. 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
15. 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.)
16. 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)
17. Socio-Economic Composition and Uniform Partial Ranking of US County-Level Environmental Quality
    Departmental Working Papers, Southern Methodist University, Department of Economics

2000

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

1998

19. 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)
20. 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

21. 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

22. 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

2008

1. Economic Reform, Growth and Convergence in China
   Econometrics Journal, 2008, 11, (1), 128-154 View citations
   See also Working Paper (2006)
2. Realized Volatility and Long Memory: An Overview
   Econometric Reviews, 2008, 27, (1-3), 1-9

2007

3. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
   Journal of Econometrics, 2007, 138, (2), 547-567 View citations
4. 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

5. 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

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

2004

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

2003

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

2002

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

2001

11. 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)
12. 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
13. On the relevance of first-order asymptotic theory to economics
    Journal of Econometrics, 2001, 100, (1), 83-86 View citations

2000

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

1999

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

1994

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

1993

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

1992

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

1991

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

1990

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

1989

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

1988

29. A comparison of GRF and other reduced-form estimators in simultaneous equations models
    Journal of Econometrics, 1988, 37, (1), 115-134
30. Macroeconomic Implications of the Information Revolution
    American Economic Review, 1988, 78, (2), 178-81
31. 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
32. On Econometric Methodology
    The Economic Record, 1988, 64, (187), 340-43

1986

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

1985

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

1982

38. 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

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

1979

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

1978

43. 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