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

12

DOWNLOADS

472

CITATIONS
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Top 7,083

in Total Papers Citations

68

Scholarly Papers (12)

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 30 (416,616)
Citation 10

Abstract:

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2.

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 73 (259,326)

Abstract:

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Structural Change,

3.

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 54 (324,419)
Citation 52

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4.

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 46 (211,955)

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

5.

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 6 (497,109)

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

6.

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 (531,244)
Citation 3
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7.

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 4 (497,109)

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8.

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 Emory University
Downloads 4 (415,124)

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

9.

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 3 (497,109)

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

10.

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 (548,541)
Citation 1
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11.

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 0 (195,216)

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

12.

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