Similar Search Results

How to live with misspecification if you must

Maasoumi, Esfandiar

Persistent link: https://www.econbiz.de/10001274642

Composite indices of income and other developmental indicators : a general approach

Maasoumi, Esfandiar - 1989

Persistent link: https://www.econbiz.de/10001082880

Empirical analyses of inequality and welfare

Maasoumi, Esfandiar - 1997

Persistent link: https://www.econbiz.de/10001328885

"Fellows and scholars of Econometric reviews"

Maasoumi, Esfandiar - In: Econometric reviews 38 (2019) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10012180680

Contributions to econometrics

Sargan, John Denis

Persistent link: https://www.econbiz.de/10000753013

Macroeconomic implications of the information revolution

Von Furstenberg, George M. - In: The American economic review 78 (1988) 2, pp. 178-181

Persistent link: https://www.econbiz.de/10001046868

A robust entropy-based test of asymmetry for discrete and continuous processes

Maasoumi, Esfandiar (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003811473

A versatile and robust metric entropy test of time-reversibility, and other hypotheses

Racine, Jeffrey; Maasoumi, Esfandiar - In: Journal of econometrics 138 (2007) 2, pp. 547-567

Persistent link: https://www.econbiz.de/10003464306

A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?

Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - 2015

The Basel Committee on Banking Supervision (BCBS) (2013) recently proposed shifting the quantitative risk metrics system from Value-at-Risk (VaR) to Expected Shortfall (ES). The BCBS (2013) noted that - a number of weaknesses have been identified with using VaR for determining regulatory capital...

Persistent link: https://www.econbiz.de/10010532611

Multidimensional poverty frontiers : parametric aggregators based on nonparametric distributions

Racine, Jeffrey; Maasoumi, Esfandiar - 2013

Persistent link: https://www.econbiz.de/10009732297