Esfandiar Maasoumi

Emory University

Distinguished Professor

1602 Fishburne Drive

Atlanta, GA 30322

United States

http://economics.emory.edu/home/people/faculty/Maasoumiesfandiar_Home.html

SCHOLARLY PAPERS

14

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669

CITATIONS
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17

Scholarly Papers (14)

Consistent Testing for Stochastic Dominance: A Subsampling Approach

LSE STICERD Research Paper No. EM433
Number of pages: 50 Posted: 21 Jul 2008
Oliver B. Linton, Esfandiar Maasoumi and Yoon-Jae Whang
University of Cambridge, Emory University and Seoul National University - School of Economics
Downloads 33 (458,406)
Citation 4

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2.

Choosing Expected Shortfall Over VaR in Basel III Using Stochastic Dominance

USC-INET Research Paper No. 16-05
Number of pages: 42 Posted: 13 Mar 2016
National Chung Hsing University - Department of Applied Economics, Department of Finance, Complutense University of Madrid, Emory University, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 175 (169,247)
Citation 2

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Stochastic dominance, Welfare, Value-at-Risk, Expected Shortfall, Optimizing strategy, Basel III Accord

3.

A Stochastic Dominance Approach to Financial Risk Management Strategies

Journal of Econometrics, Forthcoming
Number of pages: 14 Posted: 02 Jul 2015
National Chung Hsing University - Department of Applied Economics, Department of Finance, Complutense University of Madrid, Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 119 (231,553)

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Stochastic dominance, Value-at-Risk, daily capital charges, violation penalties, optimizing strategy, Basel III Accord, VIX futures, global financial crisis

4.

Tests for Structural Change, Aggregation, and Homogeneity

Economic Modelling 27.6 (2010): 1382-1391.
Number of pages: 31 Posted: 19 Feb 2010 Last Revised: 11 Oct 2017
Esfandiar Maasoumi, Asad Zaman and Mumtaz Ahmed
Emory University, Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE) and Cornell University
Downloads 96 (268,877)
Citation 2

Abstract:

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Structural Change,

5.

Consistent Testing for Stochastic Dominance Under General Sampling Schemes

LSE STICERD Research Paper No. EM466
Number of pages: 54 Posted: 21 Jul 2008
Oliver B. Linton, Esfandiar Maasoumi and Yoon-Jae Whang
University of Cambridge, Emory University and Seoul National University - School of Economics
Downloads 55 (367,339)
Citation 96

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6.

A Test of General Asymmetric Dependence

Journal of Applied Econometrics, Forthcoming
Number of pages: 34 Posted: 11 May 2018 Last Revised: 24 May 2018
Lei Jiang, Esfandiar Maasoumi, Jiening Pan and Ke Wu
Tsinghua University, Emory University, Nankai University and Renmin University of China
Downloads 48 (390,184)

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Asymmetric Dependence, Kullback-Leibler Relative Entropy, Exceedance Mutual Information

7.

The Wage Premium of Naturalized Citizenship

Number of pages: 43 Posted: 12 Jun 2015 Last Revised: 01 Nov 2015
Esfandiar Maasoumi and Yifeng Zhu
Emory University and School of Finance, Central University of Finance and Economics
Downloads 47 (393,552)

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Earning gap, citizenship, Stochastic Dominance tests, RIF regression, entropy measure

8.

General Aggregation of Misspecified Asset Pricing Models

FRB Atlanta Working Paper No. 2017-10
Number of pages: 33 Posted: 03 Jan 2018
Nikolay Gospodinov and Esfandiar Maasoumi
Federal Reserve Bank of Atlanta and Emory University
Downloads 33 (447,545)

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entropy, model aggregation, asset pricing, misspecified models, oracle inequality, Hellinger distance

9.

The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering

FRB Atlanta Working Paper No. 2014-22
Number of pages: 25 Posted: 04 Apr 2015
Esfandiar Maasoumi, M. Melinda Pitts and Ke Wu
Emory University, Federal Reserve Bank of Atlanta and Renmin University of China
Downloads 21 (509,267)

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wage gap, metric entropy distance, stochastic dominance, wage distributions, counterfactual analysis, human capital, inequality, labor markets

10.

A Solution to Aggregation and an Application to Multidimensional 'Well-Being' Frontiers

Journal of Econometrics, Forthcoming
Number of pages: 31 Posted: 07 Jul 2015
Esfandiar Maasoumi and Jeffrey Racine
Emory University and Department of Economics - McMaster University
Downloads 18 (526,610)
Citation 3

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11.

Evaluating Inflation Targeting Based on the Distribution of Inflation and Inflation Volatility

North American Journal of Economics and Finance, Vol. 26, 2013
Number of pages: 22 Posted: 03 Jul 2015
Muzi Ginindza and Esfandiar Maasoumi
Emory University and Emory University
Downloads 17 (532,363)
Citation 1

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Inflation targeting; Financial indicators; Policy evaluation; Matching; Aggregate indices; Treatment; Monetary policy; Federal reserve; Distributed effects

12.

Economic Reform, Growth and Convergence in China

Econometrics Journal, Vol. 11, Issue 1, pp. 128-154, February 2008
Number of pages: 27 Posted: 29 Feb 2008
Esfandiar Maasoumi and Le Wang
Emory University and University of Minnesota - Twin Cities - Department of Sociology
Downloads 5 (605,926)
Citation 7
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13.

Who Benefits from Marriage?

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 1, pp. 1-33, February 2009
Number of pages: 33 Posted: 19 Jan 2009
Esfandiar Maasoumi, Daniel L. Millimet and Dipanwita Sarkar
Emory University, Southern Methodist University (SMU) - Department of Economics and Southern Methodist University (SMU) - Department of Economics
Downloads 2 (630,635)
Citation 2
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14.

The Link between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing

Econometric Reviews, 2010
Posted: 03 Jul 2015
Esfandiar Maasoumi and Marcelo C. Medeiros
Emory University and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics

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Bagging, Forecasting, Mixture of models, Model combination, Neural networks, Nonlinear models, Regression trees, Statistical learning, Support vector regression