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Details about Esfandiar Maasoumi

E-mail:
Homepage:http://userwww.service.emory.edu/~emaasou/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)

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Short-id: pma134


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Working Papers

2015

  1. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015) Downloads View citations (1)
  2. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads

2014

  1. A Stochastic Dominance Approach to Financial Risk Management Strategies
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2015)
  2. The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads

2013

  1. A Solution to Aggregation and an Application to Multidimensional "Well-being" Frontiers
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads
    See also Journal Article in Journal of Econometrics (2016)
  2. Analysis of Stochastic Dominance Ranking of Chinese Income Distributions by Household Attributes
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (1)
  3. Entropy Testing for Nonlinearity in Time Series
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads
  4. Multidimensional Poverty Frontiers: Parametric Aggregators Based on Nonparametric Distributions
    Department of Economics Working Papers, McMaster University Downloads
  5. Robust Ranking of Journal Quality: An Application to Economics
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads View citations (14)
    Emory Economics, Department of Economics, Emory University (Atlanta) (2012) Downloads View citations (40)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads View citations (12)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads View citations (39)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads View citations (6)

    See also Journal Article in Econometric Reviews (2016)
  6. The Gender Earnings Gap: Measurement and Analysis
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (1)

2012

  1. Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (1)

2008

  1. A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (1)
    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) Downloads View citations (1)
    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 Downloads View citations (12)
  4. The Information Basis of Multivariate Poverty Assessments
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (28)
    Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2006) Downloads View citations (4)
  5. Who Benefits from Marriage?
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)

2006

  1. A reexamination of the equity-premium puzzle: A robust non-parametric approach
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (3)
    See also Journal Article in The North American Journal of Economics and Finance (2006)
  2. Economic Reform, Growth and Convergence in China
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (8)
    See also Journal Article in Econometrics Journal (2008)
  3. GROWTH AND CONVERGENCE: A PROFILE OF DISTRIBUTION DYNAMICS AND MOBILITY
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (6)
    See also Journal Article in Journal of Econometrics (2007)
  4. The Information Basis of Matching with Propensity Score
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (1)

2005

  1. Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (11)
    Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2003) Downloads
  2. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads View citations (3)
    See also Journal Article in Econometric Reviews (2009)
  3. The Distribution of Returns to Marriage
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (1)

2004

  1. Consistent Testing for Stochastic Dominance: A Subsampling Approach
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads
    FMG Discussion Papers, Financial Markets Group (2002) Downloads View citations (8)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) Downloads View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) Downloads View citations (14)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) Downloads View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (1)
  2. Discounting The Equity Premium Puzzle
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (2)

2003

  1. A Robust Entropy-Based Test for Asymmetry
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads
  2. Consistent Testing for Stochastic Dominance under General Sampling Schemes
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (16)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (4)

    See also Journal Article in Review of Economic Studies (2005)

2002

  1. Antitrust Issues in International Comparisons of Market Structure
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2003)

2001

  1. 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.) Downloads View citations (1)
  2. 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 Downloads
  3. Clusters of Attributes and Well-Being in the US
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2001)
  4. Socio-Economic Composition and Uniform Partial Ranking of US County-Level Environmental Quality
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads

2000

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

1998

  1. Stochastic Dominance Amongst Swedish Income Distributions
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (11)
    See also Journal Article in Econometric Reviews (2000)
  2. 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 (4)

1997

  1. 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

  1. On the Behavior of Inconsistent Instrumental Variable Estimators
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
    See also Journal Article in Journal of Econometrics (1982)

Journal Articles

2017

  1. Peter Schmidt: Econometrician and consummate professional
    Econometric Reviews, 2017, 36, (1-3), 1-5 Downloads

2016

  1. A solution to aggregation and an application to multidimensional ‘well-being’ frontiers
    Journal of Econometrics, 2016, 191, (2), 374-383 Downloads
    See also Working Paper (2013)
  2. Moment and IV Selection Approaches: A Comparative Simulation Study
    Econometric Reviews, 2016, 35, (8-10), 1562-1581 Downloads
  3. Robust Ranking of Journal Quality: An Application to Economics
    Econometric Reviews, 2016, 35, (1), 50-97 Downloads View citations (3)
    See also Working Paper (2013)
  4. Special Section on Meritocracy and Assessment of Scholarly Outcomes
    Econometric Reviews, 2016, 35, (1), 1-1 Downloads

2015

  1. A stochastic dominance approach to financial risk management strategies
    Journal of Econometrics, 2015, 187, (2), 472-485 Downloads View citations (10)
    See also Working Paper (2014)
  2. Editorial Note
    Econometric Reviews, 2015, 34, (3), 255-255 Downloads
  3. Entropy testing for nonlinear serial dependence in time series
    Biometrika, 2015, 102, (3), 661-675 Downloads View citations (2)
  4. The Special Issue in Honor of Aman Ullah: An Overview
    Econometric Reviews, 2015, 34, (6-10), 653-658 Downloads
  5. Weights and substitution degree in multidimensional well-being in China
    Journal of Economic Studies, 2015, 42, (1), 4-19 Downloads View citations (1)

2014

  1. Arnold Zellner: Scientist, Leader, Mentor, and Friend
    Econometric Reviews, 2014, 33, (1-4), 1-2 Downloads
  2. Overview
    Econometric Reviews, 2014, 33, (5-6), 429-430 Downloads

2013

  1. An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
    Econometric Reviews, 2013, 32, (5-6), 543-546 Downloads View citations (1)
  2. Evaluating inflation targeting based on the distribution of inflation and inflation volatility
    The North American Journal of Economics and Finance, 2013, 26, (C), 497-518 Downloads View citations (3)
  3. Introduction to Robustness in Multidimensional Wellbeing Analysis
    Econometric Reviews, 2013, 32, (1), 1-6 Downloads View citations (4)
  4. Robust growth-equity decomposition of change in poverty: The case of Iran (2000–2009)
    The Quarterly Review of Economics and Finance, 2013, 53, (3), 268-276 Downloads

2010

  1. Tests for structural change, aggregation, and homogeneity
    Economic Modelling, 2010, 27, (6), 1382-1391 Downloads
  2. The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
    Econometric Reviews, 2010, 29, (5-6), 470-475 Downloads

2009

  1. A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
    Econometric Reviews, 2009, 28, (1-3), 246-261 Downloads View citations (5)
    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 Downloads View citations (32)
    See also Working Paper (2008)
  3. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
    Econometric Reviews, 2009, 28, (6), 522-554 Downloads
    See also Working Paper (2005)
  4. Who Benefits from Marriage?
    Oxford Bulletin of Economics and Statistics, 2009, 71, (1), 1-33 Downloads View citations (3)
    See also Working Paper (2008)

2008

  1. Economic Reform, Growth and Convergence in China
    Econometrics Journal, 2008, 11, (1), 128-154 Downloads View citations (12)
    See also Working Paper (2006)
  2. Information Theoretic and Entropy Methods: An Overview
    Econometric Reviews, 2008, 27, (4-6), 317-328 Downloads View citations (6)
  3. Realized Volatility and Long Memory: An Overview
    Econometric Reviews, 2008, 27, (1-3), 1-9 Downloads View citations (6)

2007

  1. A versatile and robust metric entropy test of time-reversibility, and other hypotheses
    Journal of Econometrics, 2007, 138, (2), 547-567 Downloads View citations (7)
  2. Growth and convergence: A profile of distribution dynamics and mobility
    Journal of Econometrics, 2007, 136, (2), 483-508 Downloads View citations (78)
    See also Working Paper (2006)

2006

  1. 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 Downloads View citations (3)
    See also Working Paper (2006)
  2. Multivariate Stochastic Volatility: An Overview
    Econometric Reviews, 2006, 25, (2-3), 139-144 Downloads View citations (27)

2005

  1. Class Size and Educational Policy: Who Benefits from Smaller Classes?
    Econometric Reviews, 2005, 24, (4), 333-368 Downloads View citations (6)
  2. Consistent Testing for Stochastic Dominance under General Sampling Schemes
    Review of Economic Studies, 2005, 72, (3), 735-765 Downloads View citations (151)
    See also Working Paper (2003)
  3. Robust inference concerning recent trends in US environmental quality
    Journal of Applied Econometrics, 2005, 20, (1), 55-77 Downloads View citations (14)

2004

  1. A Dependence Metric for Possibly Nonlinear Processes
    Journal of Time Series Analysis, 2004, 25, (5), 649-669 Downloads View citations (49)

2003

  1. Antitrust issues in international comparisons of market structure
    Journal of Econometrics, 2003, 113, (1), 129-158 Downloads View citations (1)
    See also Working Paper (2002)
  2. Dynamics of Market Power and Concentration Profiles
    Econometric Reviews, 2003, 22, (2), 155-177 Downloads View citations (2)

2002

  1. Entropy and predictability of stock market returns
    Journal of Econometrics, 2002, 107, (1-2), 291-312 Downloads View citations (48)

2001

  1. Clusters of attributes and well-being in the USA
    Journal of Applied Econometrics, 2001, 16, (3), 445-460 Downloads View citations (9)
    See also Working Paper (2001)
  2. 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 Downloads View citations (48)
  3. On the relevance of first-order asymptotic theory to economics
    Journal of Econometrics, 2001, 100, (1), 83-86 Downloads View citations (4)

2000

  1. Introduction
    Econometric Reviews, 2000, 19, (4), 5-5 Downloads
  2. Introduction
    Econometric Reviews, 2000, 19, (3), 5-5 Downloads View citations (1)
  3. Reflections
    Journal of Economic Surveys, 2000, 14, (4), 501-09 Downloads
  4. Stochastic dominance amongst swedish income distributions
    Econometric Reviews, 2000, 19, (3), 287-320 Downloads View citations (25)
    See also Working Paper (1998)

1999

  1. Ordering univariate distributions by entropy and variance
    Journal of Econometrics, 1999, 90, (2), 317-336 Downloads View citations (16)

1992

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

1991

  1. Cluster analysis for measuring welfare and quality of life across countries
    Journal of Econometrics, 1991, 50, (1-2), 131-150 Downloads View citations (42)
  2. Editor's introduction
    Journal of Econometrics, 1991, 50, (1-2), 1-5 Downloads

1990

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

1989

  1. Continuously distributed attributes and measures of multivariate inequality
    Journal of Econometrics, 1989, 42, (1), 131-144 Downloads View citations (11)
  2. Transaction Costs and the Interest Parity Theorem: Comment
    Journal of Political Economy, 1989, 97, (1), 236-43 Downloads View citations (1)

1988

  1. A comparison of GRF and other reduced-form estimators in simultaneous equations models
    Journal of Econometrics, 1988, 37, (1), 115-134 Downloads
  2. Macroeconomic Implications of the Information Revolution
    American Economic Review, 1988, 78, (2), 178-81 Downloads
  3. 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 (33)
  4. On Econometric Methodology
    The Economic Record, 1988, 64, (187), 340-43

1986

  1. A class of generalized measures of mobility with applications
    Economics Letters, 1986, 22, (1), 97-102 Downloads View citations (27)
  2. Moments of OLS estimators in an autoregressive moving average model with explanatory variables
    Economics Letters, 1986, 21, (3), 265-269 Downloads
  3. Reduced form estimation and prediction from uncertain structural models: A generic approach
    Journal of Econometrics, 1986, 31, (1), 3-29 Downloads View citations (3)
  4. The Measurement and Decomposition of Multi-dimensional Inequality
    Econometrica, 1986, 54, (4), 991-97 Downloads View citations (129)

1985

  1. The trend and the measurement of world inequality over extended periods of accounting
    Economics Letters, 1985, 19, (3), 295-301 Downloads View citations (11)

1982

  1. On the behavior of inconsistent instrumental variable estimators
    Journal of Econometrics, 1982, 19, (2-3), 183-201 Downloads View citations (14)
    See also Working Paper (1980)

1980

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

1979

  1. Misspecified polynomial detrending
    Economics Letters, 1979, 4, (4), 329-331 Downloads
  2. Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
    Journal of Econometrics, 1979, 9, (3), 379-385 Downloads
  3. The effect of the shape of the income distribution on two inequality measures
    Economics Letters, 1979, 4, (3), 289-291 Downloads View citations (2)

1978

  1. A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
    Econometrica, 1978, 46, (3), 695-703 Downloads View citations (4)

Editor

  1. Econometric Reviews
    Taylor & Francis Journals
 
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