Esfandiar Maasoumi

Southern Methodist University (SMU) - Department of Economics

Dallas, TX 75275

United States

SCHOLARLY PAPERS

6

DOWNLOADS

477

CITATIONS
Rank 14,592

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in Total Papers Citations

25

Scholarly Papers (6)

Consistent Testing for Stochastic Dominance: A Subsampling Approach

Cowles Foundation Discussion Paper No. 1356
Number of pages: 42 Posted: 05 Mar 2002
Oliver B. Linton, Esfandiar Maasoumi and Yoon-Jae Whang
University of Cambridge, Southern Methodist University (SMU) - Department of Economics and Seoul National University - School of Economics
Downloads 174 (147,159)
Citation 10

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Bootstrap, Prospect Theory, Stochastic Dominance

2.

A Retrospective on J. Denis Sargan and His Contributions to Econometrics

FRB International Finance Discussion Paper No. 700
Number of pages: 27 Posted: 11 Apr 2001
Neil R. Ericsson, Esfandiar Maasoumi and Grayham E. Mizon
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section, Southern Methodist University (SMU) - Department of Economics and University of Southampton - Division of Economics
Downloads 139 (171,195)

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Dynamic Specification, Econometrics, Error Correction Model, Finite Sample Distributions, Identification, Instrumental Variables, Model Building, Numerical Computation, Prices, Production Function, Specification Searches, Wages

3.

Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes

IZA Discussion Paper No. 1727
Number of pages: 62 Posted: 08 Sep 2005
Esfandiar Maasoumi and Almas Heshmati
Southern Methodist University (SMU) - Department of Economics and Sogang University
Downloads 62 (279,768)
Citation 4

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Stochastic Dominance, bootstrap, income distribution, testing, PSID, gender, education, age, marital status

4.

Predictability and Specification in Models of Exchange Rate Determination

CAUSALITY, PREDICTION, AND SPECIFICATION ANALYSIS: RECENT ADVANCES AND FUTURE DIRECTIONS: ESSAYS IN HONOR OF HALBERT L. WHITE JR., Norman Rasmus Swanson and Chen Xiaohong, eds., Springer, June 2012
Number of pages: 38 Posted: 06 Apr 2012 Last Revised: 04 Sep 2012
Levent Bulut and Esfandiar Maasoumi
Ipek University - Department of Economics and Southern Methodist University (SMU) - Department of Economics
Downloads 49 (305,698)

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Model Evaluation, Exchange Rate Disconnect Puzzle, Entropy, Out-of-sample Forecasting

5.

A Dependence Metric for Possibly Nonlinear Processes

Journal of Time Series Analysis, Vol. 25, No. 5, pp. 649-669, September 2004
Number of pages: 21 Posted: 07 Sep 2004
Clive W. J. Granger, Esfandiar Maasoumi and Jeffrey Racine
University of California, San Diego (UCSD) - Department of Economics, Southern Methodist University (SMU) - Department of Economics and Syracuse University
Downloads 13 (491,838)
Citation 11
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6.

Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment

IZA Discussion Paper No. 6874
Number of pages: 27 Posted: 07 Oct 2012
Daniel J. Henderson and Esfandiar Maasoumi
University of Alabama and Southern Methodist University (SMU) - Department of Economics
Downloads 7 (502,252)

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bootstrap, GAIN, nonparametric, rehabilitation, stochastic dominance, treatment effects