Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 571,606
Full Text Papers: 473,338
Authors: 264,859
Papers Received in
  Last 12 months:
63,446

Paper Downloads:
To date: 79,644,829
Last 12 months: 10,193,965
Last 30 days: 1,356,021

CiteReader:  What's this?
Papers with
  Resolved
  References:
273,041
Total References: 9,075,124
Papers with Cites: 244,952
Total Citation
  Links:
6,016,397
Papers with
  Resolved
  Footnotes:
94,649
Total Footnotes: 9,191,946


SSRN eLibrary Search Results
Chicago Booth RPS: Econometrics & Statistics (Topic)
20,831 Total downloads

Chicago Booth

Showing Papers 1 - 49 of 49
Sort By


Incl. Electronic Paper Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
Chicago Booth Research Paper No. 13-77
Jing Cynthia Wu and Fan Dora Xia
University of Chicago - Booth School of Business and University of California, San Diego (UCSD)
Date Posted: September 08, 2013
Last Revised: July 22, 2014
Working Paper Series
216 downloads

Incl. Electronic Paper Effects of Index-Fund Investing on Commodity Futures Prices
Chicago Booth Research Paper No. 13-73
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Chicago - Booth School of Business
Date Posted: September 06, 2013
Last Revised: July 22, 2014
Working Paper Series
118 downloads

Incl. Electronic Paper Comment on 'Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset'
American Economic Review, Forthcoming, Chicago Booth Research Paper No. 13-74
Michael D. Bauer , Glenn D. Rudebusch and Jing Cynthia Wu
Federal Reserve Bank of San Francisco , Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business
Date Posted: September 06, 2013
Last Revised: September 27, 2013
Accepted Paper Series
39 downloads

Incl. Electronic Paper Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
Chicago Booth Research Paper No. 13-72
Drew D. Creal and Jing Cynthia Wu
University of Chicago - Booth School of Business - Econometrics and Statistics and University of Chicago - Booth School of Business
Date Posted: August 15, 2013
Last Revised: October 03, 2014
Working Paper Series
134 downloads

Incl. Electronic Paper Strategy-Proofness in the Large
Chicago Booth Research Paper No. 13-35
Eduardo M. Azevedo and Eric B. Budish
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
Date Posted: March 23, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Primary-Market Auctions for Event Tickets: Eliminating the Rents of 'Bob the Broker'
Chicago Booth Research Paper No. 13-36
Aditya Bhave and Eric B. Budish
University of Chicago and University of Chicago - Booth School of Business
Date Posted: March 23, 2013
Last Revised: February 17, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Trickle-Down Consumption
Chicago Booth Research Paper No. 13-37
Marianne Bertrand and Adair Morse
University of Chicago - Booth School of Business and University of California, Berkeley - Haas School of Business
Date Posted: March 23, 2013
Working Paper Series
83 downloads

Incl. Electronic Paper Spot Variance Regressions
Chicago Booth Research Paper No. 13-07
Jia Li and Dacheng Xiu
Duke University and University of Chicago - Booth School of Business
Date Posted: February 12, 2013
Working Paper Series
98 downloads

Incl. Electronic Paper Econometric Analysis of Multivariate Realised QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading
Chicago Booth Research Paper No. 12-14
Neil Shephard and Dacheng Xiu
University of Oxford - Oxford-Man Institute and University of Chicago - Booth School of Business
Date Posted: April 26, 2012
Last Revised: April 21, 2014
Working Paper Series
206 downloads

Incl. Electronic Paper Identification and Estimation of Gaussian Affine Term Structure Models
Journal of Econometrics, Vol. 168 , No. 2, 2012, Chicago Booth Research Paper No. 13-71
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Chicago - Booth School of Business
Date Posted: August 10, 2011
Last Revised: September 25, 2013
Accepted Paper Series
122 downloads

Incl. Electronic Paper Empirical Data Analysis of HIV/AIDS in Sudan with Reference to Khartoum State
Econometrics, Data Collection and Data Estimation Methodology Journal, Vol. 4, Issue 45, June 27, 2011
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: June 20, 2011
Last Revised: July 02, 2011
Accepted Paper Series
46 downloads

Incl. Electronic Paper Testable Implications of Affine Term Structure Models
Journal of Econometrics, Forthcoming, Chicago Booth Research Paper No. 13-69
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Chicago - Booth School of Business
Date Posted: May 12, 2011
Last Revised: September 25, 2013
Accepted Paper Series
39 downloads

Inference with Dependent Data Using Cluster Covariance Estimators
Alan Bester , Timothy G. Conley and Christian Hansen
University of Chicago Graduate School of Business , University of Chicago - Booth School of Business and University of Chicago Graduate School of Business
Date Posted: November 14, 2010
Working Paper Series

Incl. Electronic Paper Hermite Polynomial Based Expansion of European Option Prices
Chicago Booth Research Paper No. 11-40
Dacheng Xiu
University of Chicago - Booth School of Business
Date Posted: November 08, 2010
Last Revised: December 20, 2013
Working Paper Series
557 downloads

Incl. Electronic Paper Do Unexpected Land Auction Outcomes Bring New Information to the Real Estate Market?
Journal of Real Estate Finance and Economics, Vol. 40, No. 4, 2010
K.W. Chau , Siu Kei Wong , Chung Yim Edward Yiu , K. S. Maurice Tse and Frederik Pretorius
The University of Hong Kong , University of Hong Kong , Chinese University of Hong Kong - Department of Geography and Resource Management , University of Hong Kong - School of Economics and Finance and University of Hong Kong - Department of Real Estate and Construction
Date Posted: February 26, 2010
Last Revised: December 26, 2012
Accepted Paper Series
71 downloads

Incl. Fee Electronic Paper The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 618-630, November 2009
Willa W. Chen and Rohit Deo
Texas A&M University (TAMU) - Department of Statistics and Stern School of Business, New York University
Date Posted: October 20, 2009
Accepted Paper Series
3 downloads

Incl. Electronic Paper Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation
Chicago Booth School of Business Research Paper No. 11-41
Jean-Pierre H. Dube , Jeremy T. Fox and Che-Lin Su
University of Chicago - Booth School of Business , University of Michigan and University of Chicago Booth School of Business
Date Posted: February 05, 2009
Last Revised: December 31, 2011
Working Paper Series
1500 downloads

Incl. Electronic Paper Corporate Credit Spreads under Parameter Uncertainty
AFA 2009 San Francisco Meetings Paper
Arthur G. Korteweg and Nick Polson
University of Southern California - Marshall School of Business and University of Chicago - Booth School of Business
Date Posted: March 26, 2008
Last Revised: November 30, 2009
Working Paper Series
1473 downloads

Incl. Electronic Paper Econometrics of the Basu Asymmetric Timeliness Coefficient and Accounting Conservatism
Chicago Booth Research Paper No. 09-16
Ray Ball , S.P. Kothari and Valeri V. Nikolaev
University of Chicago , Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Booth School of Business
Date Posted: July 13, 2007
Last Revised: February 19, 2013
Working Paper Series
4647 downloads

Incl. Electronic Paper Bayesian Analysis of Random Coefficient Logit Models Using Aggregate Data
Renna Jiang , Puneet Manchanda and Peter E. Rossi
University of California, Davis - Graduate School of Management , University of Michigan, Stephen M. Ross School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: June 16, 2007
Last Revised: September 09, 2008
Working Paper Series
551 downloads

Incl. Electronic Paper Plausibly Exogenous
Timothy G. Conley , Christian Hansen and Peter E. Rossi
University of Chicago - Booth School of Business , University of Chicago Graduate School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: May 18, 2007
Last Revised: August 04, 2008
Working Paper Series
609 downloads

Incl. Electronic Paper Particle Filtering and Parameter Learning
Michael S. Johannes and Nick Polson
Columbia Business School - Finance and Economics and University of Chicago - Booth School of Business
Date Posted: May 02, 2007
Working Paper Series
526 downloads

Incl. Electronic Paper Admissible Invariant Similar Tests for Instrumental Variables Regression
MIT Department of Economics Working Paper No. 07-09
Victor Chernozhukov , Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics , University of Chicago Graduate School of Business and University of California, Berkeley - Department of Economics
Date Posted: April 03, 2007
Working Paper Series
115 downloads

Incl. Electronic Paper Can One Predict Next Year's Winning Percentage using OLS Regression on Baseball Statistics?
David Abuaf , Tony Y. Chen and Alexander Trifunac
University of Chicago - Booth School of Business , University of Chicago GSB and University of Chicago - Booth School of Business
Date Posted: December 11, 2006
Working Paper Series
357 downloads

Incl. Electronic Paper Bias Reduction for Bayesian and Frequentist Estimators
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago Graduate School of Business
Date Posted: November 06, 2006
Working Paper Series
87 downloads

Incl. Electronic Paper The Reduced Form: A Simple Approach to Inference with Weak Instruments
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago Graduate School of Business
Date Posted: October 17, 2006
Working Paper Series
358 downloads

Incl. Electronic Paper A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem
Timothy G. Conley , Christian Hansen , Robert E. McCulloch and Peter E. Rossi
University of Chicago - Booth School of Business , University of Chicago Graduate School of Business , University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: July 19, 2006
Working Paper Series
323 downloads

Incl. Electronic Paper Instrumental Variable Quantile Regression
MIT Department of Economics Working Paper No. 06-19
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago Graduate School of Business
Date Posted: June 19, 2006
Working Paper Series
241 downloads

Incl. Electronic Paper Do Switching Costs Make Markets Less Competitive?
Jean-Pierre H. Dube , Guenter J. Hitsch and Peter E. Rossi
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: June 13, 2006
Last Revised: February 06, 2009
Working Paper Series
731 downloads

Incl. Fee Electronic Paper Bayesian Model Uncertainty in Smooth Transition Autoregressions
Journal of Time Series Analysis, Vol. 27, No. 1, pp. 99-117, January 2006
Hedibert F. Lopes and Esther Salazar
University of Chicago - Booth School of Business and Duke University
Date Posted: February 21, 2006
Accepted Paper Series
9 downloads

Incl. Electronic Paper Finite Sample Inference for Quantile Regression Models
MIT Department of Economics Working Paper No. 06-03
Victor Chernozhukov , Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics , University of Chicago Graduate School of Business and University of California, Berkeley - Department of Economics
Date Posted: February 03, 2006
Working Paper Series
459 downloads

Incl. Electronic Paper Category Pricing with State Dependent Utility
Jean-Pierre H. Dube , Guenter J. Hitsch , Peter E. Rossi and Maria Ana Vitorino
University of Chicago - Booth School of Business , University of Chicago - Booth School of Business , University of California, Los Angeles (UCLA) - Anderson School of Management and University of Minnesota - Carlson School of Management
Date Posted: January 14, 2006
Working Paper Series
203 downloads

Incl. Electronic Paper Inference with "Difference in Differences" with a Small Number of Policy Changes
NBER Working Paper No. t0312
Timothy G. Conley and Christopher Taber
University of Chicago - Booth School of Business and National Bureau of Economic Research (NBER)
Date Posted: August 09, 2005
Working Paper Series
65 downloads

Incl. Electronic Paper A Penalty Function Approach to Bias Reduction in Non-linear Panel Models with Fixed Effects
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago Graduate School of Business
Date Posted: July 29, 2005
Working Paper Series
102 downloads

Incl. Electronic Paper A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions
Cowles Foundation Discussion Paper No. 1522
Federico M. Bandi and Peter C. B. Phillips
University of Chicago - Booth School of Business and Yale University - Cowles Foundation
Date Posted: July 18, 2005
Working Paper Series
64 downloads

Incl. Electronic Paper Structural Modeling and Policy Simulation: A Comment
Bart J. Bronnenberg , Peter E. Rossi and Naufel J. Vilcassim
Tilburg University, CentER , University of California, Los Angeles (UCLA) - Anderson School of Management and London Business School
Date Posted: September 14, 2004
Working Paper Series
243 downloads

Incl. Electronic Paper Volumetric Conjoint Analysis
Jaehwan Kim , Greg M. Allenby and Peter E. Rossi
Korea University Business School (KUBS) , Ohio State University (OSU) - Department of Marketing and Logistics and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: June 02, 2004
Working Paper Series
547 downloads

Incl. Electronic Paper The Role of Retail Competition, Demographics and Account Retail Strategy as Drivers of Promotional Sensitivity
Peter E. Rossi , Sanjay K. Dhar and Peter Boatwright
University of California, Los Angeles (UCLA) - Anderson School of Management , University of Chicago - Marketing Management and Carnegie Mellon University - David A. Tepper School of Business
Date Posted: November 28, 2003
Working Paper Series
619 downloads

The Impact of Jumps in Volatility and Returns
Journal of Finance, Vol. 58, pp. 1269-1300, June 2003
Bjorn Eraker , Michael S. Johannes and Nick Polson
University of Wisconsin - Madison - Department of Finance, Investment and Banking , Columbia Business School - Finance and Economics and University of Chicago - Booth School of Business
Date Posted: August 31, 2003
Accepted Paper Series

A Spatial Analysis of Sectoral Complementarity
Journal of Political Economy, Vol. 111, April 2003
Timothy G. Conley and Bill Dupor
University of Chicago - Booth School of Business and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: May 05, 2003
Accepted Paper Series

Incl. Electronic Paper Omitted Product Attributes in Discrete Choice Models
NBER Working Paper No. w9452
Amil Petrin and Kenneth E. Train
University of Minnesota - Duluth and University of California, Berkeley - Department of Economics
Date Posted: January 16, 2003
Working Paper Series
92 downloads

Incl. Electronic Paper Bayesian Statistics and Marketing
Greg M. Allenby and Peter E. Rossi
Ohio State University (OSU) - Department of Marketing and Logistics and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: September 17, 2002
Working Paper Series
1955 downloads

Incl. Electronic Paper Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data
Yale SOM Working Paper No. MK-12
Peter E. Rossi , Judith A. Chevalier and Anil K. Kashyap
University of California, Los Angeles (UCLA) - Anderson School of Management , Yale School of Management and University of Chicago, Booth School of Business
Date Posted: September 10, 2002
Working Paper Series
1135 downloads

Incl. Electronic Paper Inference for Distributional Effects using Instrumental Quantile Regression
MIT Department of Economics Working Paper No. 02-20
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago Graduate School of Business
Date Posted: May 24, 2002
Working Paper Series
277 downloads

Incl. Electronic Paper Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails
Boston College Finance Dept. Working Paper
Eric Jacquier , Peter E. Rossi and Nick Polson
Boston University School of Management , University of California, Los Angeles (UCLA) - Anderson School of Management and University of Chicago - Booth School of Business
Date Posted: July 16, 2001
Working Paper Series
898 downloads

Using the Cost Function to Generate Marshallian Demand Systems
Empirical Economics Vol. 25, No. 2, 2000
Keith R. McLaren , Peter D. Rossiter and Alan A. Powell
Monash University - Department of Econometrics & Business Statistics , Government of the Commonwealth of Australia - Australian Bureau of Statistics and Monash University - Centre of Policy Studies and Impact Project
Date Posted: January 25, 2001
Accepted Paper Series

Incl. Electronic Paper The Impact of Jumps in Volatility and Returns
Michael S. Johannes , Bjorn Eraker and Nick Polson
Columbia Business School - Finance and Economics , University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Chicago - Booth School of Business
Date Posted: January 01, 2001
Working Paper Series
798 downloads

Incl. Electronic Paper Why Don't Prices Rise During Periods of Peak Demand? Evidence from Scanner Data
NBER Working Paper No. w7981
Judith A. Chevalier , Anil K. Kashyap and Peter E. Rossi
Yale School of Management , University of Chicago, Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Date Posted: October 21, 2000
Working Paper Series
58 downloads

Bayesian Inference and Portfolio Efficiency
REVIEW OF FINANCIAL STUDIES, Volume 8 Issue 1
Shmuel Kandel (deceased) , Robert E. McCulloch and Robert F. Stambaugh
Deceased , University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
Date Posted: October 26, 1999
Accepted Paper Series


© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 0.828 seconds