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Information about:
Esfandiar Maasoumi

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First Name: Esfandiar
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Last Name: Maasoumi
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RePEc Short-ID: pma1064

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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Esfandiar Maasoumi & Daniel L. Millimet & Dipanwita Sarkar, 2008. "Who Benefits from Marriage?," Emory Economics 0807, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Published as:

  2. Esfandiar Maasoumi & Maria Ana Lugo, 2008. "The Information Basis of Multivariate PovertyAssessments," Emory Economics 0804, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Other versions:

  3. Maria Ana Lugo & Esfandiar Maasoumi, 2008. "Multidimensional Poverty Measures from an Information Theory Perspective," Working Papers 85, ECINEQ, Society for the Study of Economic Inequality. [Downloadable!]
    Other versions:

  4. Qi Li & Esfandiar Maasoumi & Jeffrey S. Racine, 2008. "A Nonparametric Test For Equality Of Distributions With Mixed Categorical And Continuous Data," Emory Economics 0805, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Published as:

  5. Esfandiar Maasoumi & Jeffrey S. Racine, 2008. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Emory Economics 0806, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Published as:

  6. Maasoumi, Esfandiar & Racine, Jeff, 2006. "Growth And Convergence: A Profile Of Distribution Dynamics And Mobility," Departmental Working Papers 0605, Southern Methodist University, Department of Economics. [Downloadable!]
    Published as:

  7. Maasoumi, Esfandiar & Wang, Le, 2006. "Economic Reform, Growth and Convergence in China," Departmental Working Papers 0602, Southern Methodist University, Department of Economics. [Downloadable!]
    Published as:

  8. Maasoumi, Esfandiar & Eren, Ozkan, 2006. "The Information Basis of Matching with Propensity Score," Departmental Working Papers 0606, Southern Methodist University, Department of Economics. [Downloadable!]

  9. Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers 0604, Southern Methodist University, Department of Economics. [Downloadable!]
    Published as:

  10. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
    Published as:

  11. Esfandiar Maasoumi & Almas Heshmati, 2005. "Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes," IZA Discussion Papers 1727, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

  12. Maasoumi, Esfandiar & Millimet, Daniel & Sarkar, Dipanwita, 2005. "The Distribution of Returns to Marriage," Departmental Working Papers 0503, Southern Methodist University, Department of Economics. [Downloadable!]

  13. Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:

  14. Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004. "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings 331, Econometric Society. [Downloadable!]

  15. Maasoumi, Esfandiar & Racine Jeff, 2003. "A Robust Entropy-Based Test for Asymmetry," Departmental Working Papers 0508, Southern Methodist University, Department of Economics. [Downloadable!]

  16. Joseph G. Hirschberg & Esfandiar Maasoumi & Daniel Slottje & Augustine C. Arize, 2002. "Antitrust Issues in International Comparisons of Market Structure," Department of Economics - Working Papers Series 836, The University of Melbourne. [Downloadable!]
    Published as:

  17. Maasoumi, Esfandiar & Daniel L. Millimet, 2001. "Socio-Economic Composition and Uniform Partial Ranking of US County-Level Environmental Quality," Departmental Working Papers 0510, Southern Methodist University, Department of Economics. [Downloadable!]

  18. Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001. "A retrospective on J. Denis Sargan and his contributions to econometrics," International Finance Discussion Papers 700, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  19. Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J., 2001. "Clusters of Attributes and Well-Being in the US," Department of Economics - Working Papers Series 778, The University of Melbourne. [Downloadable!]
    Published as:

  20. Ericsson, N.R. & Maasoumi, E. & Mizon, G.E., 2001. "A Retrospective on J.D. Sargan and his Contribution to Econometrics," Discussion Paper Series In Economics And Econometrics 0108, Economics Division, School of Social Sciences, University of Southampton.

  21. C. W. Granger & Esfandiar Maasoumi, 2000. "A Dependence Metric for Nonlinear Time Series," Econometric Society World Congress 2000 Contributed Papers 0421, Econometric Society. [Downloadable!]

  22. Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J., 1998. "The Environment and the Quality of Life in the United States Over Time," Department of Economics - Working Papers Series 654, The University of Melbourne.

  23. Heshmati, Almas & Maasoumi, Esfandiar, 1998. "Stochastic Dominance Amongst Swedish Income Distributions," Working Paper Series in Economics and Finance 279, Stockholm School of Economics.
    Published as:

  24. Hirschberg, J. G. & Maasoumi, E. & Slottje, D. J., 1997. "A Cluster Analysis of the Quality of Life in the United States over Time," Department of Economics - Working Papers Series 596, The University of Melbourne.

  25. Esfandier Maasoumi & Peter C.B. Phillips, 1980. "On the Behavior of Inconsistent Instrumental Variable Estimators," Cowles Foundation Discussion Papers 568, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

Articles

  1. Esfandiar Maasoumi & Daniel L. Millimet & Dipanwita Sarkar, 2009. "Who Benefits from Marriage?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(1), pages 1-33, 02. [Downloadable!] (restricted)
    Other versions:

  2. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February. [Downloadable!] (restricted)
    Other versions:

  3. Esfandiar Maasoumi & Jeffrey Racine, 2009. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 246-261. [Downloadable!] (restricted)
    Other versions:

  4. Esfandiar Maasoumi & Michael McAleer, 2008. "Realized Volatility and Long Memory: An Overview," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 1-9. [Downloadable!] (restricted)

  5. Amos Golan & Esfandiar Maasoumi, 2008. "Information Theoretic and Entropy Methods: An Overview," Econometric Reviews, Taylor and Francis Journals, vol. 27(4-6), pages 317-328. [Downloadable!] (restricted)

  6. Esfandiar Maasoumi & Le Wang, 2008. "Economic Reform, Growth and Convergence in China," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 128-154, 03. [Downloadable!] (restricted)
    Other versions:

  7. Maasoumi, Esfandiar & Racine, Jeff & Stengos, Thanasis, 2007. "Growth and convergence: A profile of distribution dynamics and mobility," Journal of Econometrics, Elsevier, vol. 136(2), pages 483-508, February. [Downloadable!] (restricted)
    Other versions:

  8. Racine, Jeffrey S. & Maasoumi, Esfandiar, 2007. "A versatile and robust metric entropy test of time-reversibility, and other hypotheses," Journal of Econometrics, Elsevier, vol. 138(2), pages 547-567, June. [Downloadable!] (restricted)

  9. Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 173-189, August. [Downloadable!] (restricted)
    Other versions:

  10. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2005. "Consistent Testing for Stochastic Dominance under General Sampling Schemes," Review of Economic Studies, Blackwell Publishing, vol. 72(3), pages 735-765, 07. [Downloadable!] (restricted)

  11. Daniel L. Millimet & Esfandiar Maasoumi, 2005. "Robust inference concerning recent trends in US environmental quality," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 55-77. [Downloadable!]

  12. C. W. Granger & E. Maasoumi & J. Racine, 2004. "A Dependence Metric for Possibly Nonlinear Processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(5), pages 649-669, 09. [Downloadable!] (restricted)

  13. Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel & Arize, Augustine C., 2003. "Antitrust issues in international comparisons of market structure," Journal of Econometrics, Elsevier, vol. 113(1), pages 129-158, March. [Downloadable!] (restricted)
    Other versions:

  14. Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March. [Downloadable!] (restricted)

  15. Joseph G. Hirschberg & Esfandiar Maasoumi & Daniel J. Slottje, 2001. "Clusters of attributes and well-being in the USA," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 445-460. [Downloadable!]
    Other versions:

  16. Esfandiar Maasoumi & Mark Trede, 2001. "Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures," The Review of Economics and Statistics, MIT Press, vol. 83(3), pages 551-559, August. [Downloadable!] (restricted)

  17. Maasoumi, Esfandiar, 2001. "On the relevance of first-order asymptotic theory to economics," Journal of Econometrics, Elsevier, vol. 100(1), pages 83-86, January. [Downloadable!] (restricted)

  18. Esfandiar Maasoumi & Almas Heshmati, 2000. "Stochastic dominance amongst swedish income distributions," Econometric Reviews, Taylor and Francis Journals, vol. 19(3), pages 287-320. [Downloadable!] (restricted)
    Other versions:

  19. Esfandiar Maasoumi & Almas Heshmati, 2000. "Introduction," Econometric Reviews, Taylor and Francis Journals, vol. 19(4), pages 5-5. [Downloadable!] (restricted)

  20. Maasoumi, Esfandiar (Essie), 2000. " Reflections," Journal of Economic Surveys, Blackwell Publishing, vol. 14(4), pages 501-09, September. [Downloadable!] (restricted)

  21. Esfandiar Maasoumi & Almas Heshmati, 2000. "Introduction," Econometric Reviews, Taylor and Francis Journals, vol. 19(3), pages 5-5. [Downloadable!] (restricted)

  22. Ebrahimi, Nader & Maasoumi, Esfandiar & Soofi, Ehsan S., 1999. "Ordering univariate distributions by entropy and variance," Journal of Econometrics, Elsevier, vol. 90(2), pages 317-336, June. [Downloadable!] (restricted)

  23. E. Maasoumi & A. Khotanzed & A. Abaye, 1994. "Artificial neural networks for some macroeconomic series: A first report," Econometric Reviews, Taylor and Francis Journals, vol. 13(1), pages 105-122. [Downloadable!] (restricted)

  24. Esfandiar Maasoumi, 1993. "A compendium to information theory in economics and econometrics," Econometric Reviews, Taylor and Francis Journals, vol. 12(2), pages 137-181. [Downloadable!] (restricted)

  25. Maasoumi, Esfandiar, 1992. "Fellow's opinion : Rules of thumb and pseudo-science," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 1-4. [Downloadable!] (restricted)

  26. Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel J., 1991. "Cluster analysis for measuring welfare and quality of life across countries," Journal of Econometrics, Elsevier, vol. 50(1-2), pages 131-150, October. [Downloadable!] (restricted)

  27. Maasoumi, Esfandiar, 1991. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 50(1-2), pages 1-5, October. [Downloadable!] (restricted)

  28. Maasoumi, Esfandiar, 1990. "How to live with misspecification if you must," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 67-86. [Downloadable!] (restricted)

  29. Fiebig, Denzil G & Maasoumi, Esfandiar, 1990. "Specification Analysis in Dynamic Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 443-51, October.

  30. Maasoumi, Esfandiar & Zandvakili, Sourushe, 1990. "Generalized entropy measures of mobility for different sexes and income levels," Journal of Econometrics, Elsevier, vol. 43(1-2), pages 121-133. [Downloadable!] (restricted)

  31. Maasoumi, Esfandiar, 1989. "Continuously distributed attributes and measures of multivariate inequality," Journal of Econometrics, Elsevier, vol. 42(1), pages 131-144, September. [Downloadable!] (restricted)

  32. Maasoumi, Esfandiar & Pippenger, John, 1989. "Transaction Costs and the Interest Parity Theorem: Comment," Journal of Political Economy, University of Chicago Press, vol. 97(1), pages 236-43, February. [Downloadable!] (restricted)

  33. Maasoumi, Esfandiar, 1988. "On Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 340-43, December.

  34. Maasoumi, Esfandiar & Nickelsburg, Gerald, 1988. "Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(3), pages 326-34, July.

  35. von Furstenberg, George M & Maasoumi, Esfandiar, 1988. "Macroeconomic Implications of the Information Revolution," American Economic Review, American Economic Association, vol. 78(2), pages 178-81, May. [Downloadable!] (restricted)

  36. Maasoumi, Esfandiar & Jeong, Jin-Ho, 1988. "A comparison of GRF and other reduced-form estimators in simultaneous equations models," Journal of Econometrics, Elsevier, vol. 37(1), pages 115-134, January. [Downloadable!] (restricted)

  37. Maasoumi, Esfandiar, 1986. "Reduced form estimation and prediction from uncertain structural models : A generic approach," Journal of Econometrics, Elsevier, vol. 31(1), pages 3-29, February. [Downloadable!] (restricted)

  38. Maasoumi, Esfandiar & Zandvakili, Sourushe, 1986. "A class of generalized measures of mobility with applications," Economics Letters, Elsevier, vol. 22(1), pages 97-102. [Downloadable!] (restricted)

  39. Maasoumi, Esfandiar, 1986. "The Measurement and Decomposition of Multi-dimensional Inequality," Econometrica, Econometric Society, vol. 54(4), pages 991-97, July. [Downloadable!] (restricted)

  40. Ullah, Aman & Maasoumi, Esfandiar, 1986. "Moments of OLS estimators in an autoregressive moving average model with explanatory variables," Economics Letters, Elsevier, vol. 21(3), pages 265-269. [Downloadable!] (restricted)

  41. Maasoumi, Esfandiar & Jeong, Jin Ho, 1985. "The trend and the measurement of world inequality over extended periods of accounting," Economics Letters, Elsevier, vol. 19(3), pages 295-301. [Downloadable!] (restricted)

  42. Maasoumi, Esfandiar & Phillips, Peter C. B., 1982. "On the behavior of inconsistent instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 183-201, August. [Downloadable!] (restricted)
    Other versions:

  43. Maasoumi, Esfandiar, 1980. "A ridge-like method for simultaneous estimation of simultaneous equations," Journal of Econometrics, Elsevier, vol. 12(2), pages 161-176, February. [Downloadable!] (restricted)

  44. Maasoumi, Esfandiar & Theil, Henri, 1979. "The effect of the shape of the income distribution on two inequality measures," Economics Letters, Elsevier, vol. 4(3), pages 289-291. [Downloadable!] (restricted)

  45. Maasoumi, Esfandiar & Gupta, Yash P., 1979. "Misspecified polynomial detrending," Economics Letters, Elsevier, vol. 4(4), pages 329-331. [Downloadable!] (restricted)

  46. Gupta, Yash Pal & Maasoumi, Esfandiar, 1979. "Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances," Journal of Econometrics, Elsevier, vol. 9(3), pages 379-385, February. [Downloadable!] (restricted)

  47. Maasoumi, Esfandiar, 1978. "A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations," Econometrica, Econometric Society, vol. 46(3), pages 695-703, May. [Downloadable!] (restricted)

Editor

  1. Econometric Reviews, Taylor and Francis Journals.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-10-30
  2. NEP-CNA: China (1) 2007-01-13
  3. NEP-ECM: Econometrics (5) 2001-05-02 2002-06-13 2003-11-03 2009-01-10 2009-01-10 Author is listed
  4. NEP-EDU: Education (1) 2005-09-17
  5. NEP-ETS: Econometric Time Series (1) 2006-04-08
  6. NEP-EXP: Experimental Economics (1) 2007-01-13
  7. NEP-FIN: Finance (2) 2004-10-30 2006-04-08
  8. NEP-FMK: Financial Markets (2) 2006-04-08 2007-01-13
  9. NEP-FOR: Forecasting (1) 2006-04-08
  10. NEP-HAP: Economics of Happiness (1) 2008-04-21
  11. NEP-HPE: History & Philosophy of Economics (1) 2001-05-02
  12. NEP-LAB: Labour Economics (3) 2005-09-17 2005-10-15 2009-01-10
  13. NEP-MAC: Macroeconomics (1) 2006-04-08
  14. NEP-MFD: Microfinance (1) 2003-11-03
  15. NEP-MIC: Microeconomics (1) 1998-11-20
  16. NEP-PBE: Public Economics (1) 2005-09-17
  17. NEP-SEA: South East Asia (1) 2008-04-21
  18. NEP-TRA: Transition Economics (1) 2007-01-13
  19. NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
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This page was last updated on 2009-11-28.

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