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JEL Code: C10
331,723 Total downloads
Showing Papers 1 - 50 of 921
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'Interdependent Durations' Third Version PIER Working Paper No. 09-039
Bo E. Honore and
Aureo de Paula
Date Posted: November 05, 200925 downloads
'Interdependent Durations', Second Version PIER Working Paper No. 08-044
Aureo de Paula and
Bo E. Honore
Date Posted: December 12, 200824 downloads
'Price-Levels' Regressions: 'Scale Effect' or 'Distribution Effect'?
Pascual Garrido Miralles
and
Pablo J. Vazquez Veira
Date Posted: November 21, 2005Last Revised: September 12, 2010132 downloads
2000-2003 Real Estate Bubble in the UK but not in the USA
Wei-Xing Zhou
and
Didier Sornette
Date Posted: April 15, 2003786 downloads
A Chi-Squared Statistic for Comparing the Independence of Out-of-Sample Factor Returns
Graham L. Giller
Date Posted: December 15, 201116 downloads
A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Benjamin Holcblat
Date Posted: June 12, 2012Last Revised: April 30, 201357 downloads
A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance CENTER Working Paper No. 9660
J.R. Magnus and
J. Durbin
Date Posted: October 22, 1996
A Comment on Siegfried's First Lesson in Econometrics
Damien Eldridge
Date Posted: April 18, 201324 downloads
A Comment on the Behavior of the Greek Mid-Cap Futures Market
Nikolaos L. Hourvouliades
Date Posted: May 30, 200780 downloads
A Comparative Study between the Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using its Weights and the Classical Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using the Real Values of its Components Conference Book's Papers, 2008
Ciprian Ionel Turturean
Date Posted: February 24, 200828 downloads
A Comparison of EVT and Standard VaR Estimations
Jaroslav Baran
and
Jiri Witzany
Date Posted: February 23, 2011Last Revised: March 07, 2011219 downloads
A Comparison of Two Common Approaches for Estimating Marginal Effects in Binary Choice Models Applied Economics Letters, Vol. 13, No. 2/10, pp. 77-80, February 2006
Jeremy A. Verlinda
Date Posted: February 28, 2007
A Conversation with Arnold Zellner History of Economics Review, 51, Winter 2010, pp. 72-81
Ernst Juerg Weber
,
Michael McLure
and
Darrell Turkington
affiliation not provided to SSRN
Date Posted: May 12, 20128 downloads
A Decision-Theoretic Motivation for l1-Regularized Maximum Likelihood Modeling
Craig A. Friedman
and
Sven Sandow
Date Posted: October 27, 200594 downloads
A Definitional Review of Economics through the Application of the Leading Theories and Methodology of the Austrian School
Jeffrey Shawn Henderson
Date Posted: December 01, 2008186 downloads
A Direct Formulation for Sparse PCA Using Semidefinite Programming
Alexandre d'Aspremont
,
Laurent El Ghaoui
,
Michael I. Jordan
and
Gert R. Lanckriet
Date Posted: July 13, 2004260 downloads
A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects
Tim Bollerslev ,
Uta Kretschmer
,
Christian Pigorsch
and
George Tauchen
Date Posted: August 24, 2005402 downloads
A Dynamic Model for the Relationship between Optimal Dividend Policy and Growth Rate
Cheng-Few Lee ,
Manak Gupta
,
Hong-Yi Chen
and
Alice C. Lee
Date Posted: March 22, 2010303 downloads
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations Tinbergen Institute Discussion Paper 10-032/2
Drew Creal
,
Siem Jan Koopman and
Andre Lucas
Date Posted: March 24, 2010Last Revised: October 14, 2010111 downloads
A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments Journal of Econometrics, Vol. 168, No. 1, 2012
Victor Aguirregabiria and
Chun-Yu Ho
Date Posted: October 02, 2008Last Revised: July 25, 2012254 downloads
A Formalized Hybrid Portfolio Replication Technique Applied to Participating Life Insurance Portfolios
Ludovic Dubrana
Date Posted: November 25, 2011120 downloads
A General Framework for Observation Driven Time-Varying Parameter Models Tinbergen Institute Discussion Paper No. 08-108/4
Drew Creal
,
Siem Jan Koopman and
Andre Lucas
Date Posted: November 11, 2008154 downloads
A General Test for Non-Nested Hypotheses
Kim R. Sawyer
Date Posted: March 17, 200841 downloads
A Generalization of Generalized Beta Distributions FEDS Paper No. 98-18
Michael B. Gordy
Date Posted: June 01, 1998
A Mathematical Model for Comparing the Facilities Provided in Various Municipal Wards of a Town Ecobios, Vol.3, Nos. 1 and 2, pp. 21-25, 2005
Dibyojyoti Bhattacharjee
Date Posted: June 27, 201010 downloads
A Measure of Comovement for Economic Variables: Theory and Empirics CEPR Discussion Paper No. 2339
Christophe Croux ,
Mario Forni and
Lucrezia Reichlin
Date Posted: December 20, 200125 downloads
A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria Economics Letters, Vol. 114, No. 2, 2012
Victor Aguirregabiria
Date Posted: July 25, 20126 downloads
A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI Example
Edgardo Cayon Fallon
and
Julio Sarmiento-Sabogal
Date Posted: May 13, 2008144 downloads
A Model of the U.K. Equity Premium Watson Wyatt Technical Paper No. 2002-TR-25
Mirko Cardinale
Date Posted: May 10, 2006121 downloads
A Multidimensional Latent Class IRT Model for Non-Ignorable Missing Responses
Silvia Bacci
and
Francesco Bartolucci
Date Posted: February 09, 20139 downloads
A New Look at Synthetic Controls: An Application to California Hospital Data
Emi Terasawa and
Sathyanarayan Anand
affiliation not provided to SSRN
Date Posted: January 15, 2012
A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated
Mehmet Caner
and
Melinda Sandler Morrill
Date Posted: August 12, 2009Last Revised: October 08, 200931 downloads
A New Semiparametric Volatility Model Tinbergen Institute - Duisenberg School of Finance Discussion Paper No. 12-055/2/35
Jiangyu Ji
and
Andre Lucas
Date Posted: May 24, 2012Last Revised: October 20, 201224 downloads
A New Zero-Inflated Negative Binomial Methodology for Latent Category Identification Psychometrika, Forthcoming, Georgetown McDonough School of Business Research Paper No. 2012-12
Simon J. Blanchard
and
Wayne S. DeSarbo
Date Posted: April 14, 2012Last Revised: November 01, 201240 downloads
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations (Second Version) PIER Working Paper No. 03-013
Francis X. Diebold and
Michael W. Brandt
Date Posted: June 04, 2003223 downloads
A Noise-Robust Estimator of Volatility Based on Interquantile Ranges
Jin-Huei Yeh ,
Jying-Nan Wang
and
Chung-Ming Kuan
Date Posted: August 25, 201048 downloads
A Note of Reliability Properties of K-Record Statistics Metrika, Vol. 46, No. 3 (1997)
Mohammed Z. Raqab and
Wael A. Amin
Date Posted: March 01, 1998
A Note on a Unified Approach to the Frontier Production Function Models with Correlated Non-Normal Error Components: The Case of Cross Section Data Indian Economic Review, Vol. 39, No.1, January-June 2005
Manoranjan Pal
Date Posted: January 11, 2005
A Note on the Balassa Index of Revealed Comparative Advantage
Luca De Benedictis and
Massimo Tamberi
Date Posted: November 08, 20011284 downloads
A Note on the Common Support Problem in Applied Evaluation Studies Univ. of St. Gallen Economics, Disc. Paper 2001-01
Michael Lechner
Date Posted: February 15, 2001436 downloads
A Note on the Recursions of Multichannel Complex Subset Autoregressions - Financial and Economic Forecasting (chapter 2)
Jack H.W. Penm ,
Jammie H. Penm and
R. Deane Terrell
Date Posted: December 19, 200233 downloads
A Note on the Theory of Applied Statistics
Ron S. Kenett
Date Posted: November 06, 2012Last Revised: February 20, 201345 downloads
A Note on the Uniform Distribution on the Arcsin Points METRIKA, Vol. 46, No. 1, August 1997
Holger Dette
Date Posted: February 08, 1998
A Parametric Bootstrap for Heavy Tailed Distributions
Adriana Cornea
and
Russell Davidson
Date Posted: October 09, 2012Last Revised: December 12, 201229 downloads
A Parsimonious Structural Model of Individual Demand for Multiple Related Goods
Andres Musalem
,
Kenneth C. Wilbur and
Patricio Del Sol
Date Posted: February 05, 201349 downloads
A Penalty Function Approach to Bias Reduction in Non-linear Panel Models with Fixed Effects
Alan Bester
and
Christian Hansen
Date Posted: July 29, 200596 downloads
A Plea for More Aggregation: The Looming Threat to Empirical Legal Scholarship Fordham Law Legal Studies Research Paper No. 1444410
John F. Pfaff
Date Posted: August 05, 2009Last Revised: September 22, 2009107 downloads
A Plea for More Aggregation: The Looming Threat to Empirical Legal Scholarship
John F. Pfaff
Date Posted: July 18, 201057 downloads
A Powerful and Robust Nonparametric Statistic for Joint Mean-Variance Quality Control InterStat, September 2009
J.D. Opdyke
Date Posted: March 23, 2006Last Revised: November 02, 2010149 downloads
A Quantitative Approach to Tactical Asset Allocation Journal of Wealth Management, Spring 2007
Mebane T. Faber
Date Posted: February 11, 2007Last Revised: July 15, 2009108372 downloads
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