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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 571,442
Full Text Papers: 473,192
Authors: 264,804
Papers Received in
  Last 12 months:
63,459

Paper Downloads:
To date: 79,607,449
Last 12 months: 9,750,782
Last 30 days: 901,637

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  Resolved
  References:
273,041
Total References: 9,075,124
Papers with Cites: 244,952
Total Citation
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6,016,397
Papers with
  Resolved
  Footnotes:
94,649
Total Footnotes: 9,191,946


SSRN eLibrary Search Results
JEL Code: C11
304,913 Total downloads
Showing Papers 1 - 50 of 1,434
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Incl. Electronic Paper "Counting Your Customers": When Will They Buy Next? An Empirical Validation of Probabilistic Customer Base Analysis Models Based on Purchase Timing
ERIM Report Series Reference No. ERS-2013-001-LIS
Evsen Korkmaz , R. Kuik and D. Fok
Erasmus University Rotterdam (EUR) - Department of Decision and Information Sciences , Erasmus Research Institute of Management (ERIM) and Econometric Institute - Erasmus University Rotterdam
Date Posted: January 09, 2013
Working Paper Series
139 downloads

Incl. Electronic Paper 'False But Highly Persuasive:' How Wrong Were the Probability Estimates in McDaniel v. Brown?
Michigan Law Review First Impressions, Vol. 108, No. 1, 2009, Penn State Legal Studies Research Paper No. 20-2009
David H. Kaye
The Pennsylvania State University Dickinson School of Law
Date Posted: September 27, 2009
Accepted Paper Series
73 downloads

Incl. Electronic Paper 'Tropical' Real Business Cycles? A Bayesian Exploration
Documento CEDE No. 2011-41
Andres Fernandez
affiliation not provided to SSRN
Date Posted: October 14, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper 'Zero' Option in Conjoint Analysis: A New Specification of the Indecision and the Refusal - Application to the Video on Demand Market
Gilbert Saporta and Silva Ohannessian
Conservatoire National des Arts et Métiers (CNAM) and affiliation not provided to SSRN
Date Posted: April 27, 2010
Working Paper Series
39 downloads

Incl. Electronic Paper (Un)Naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate
ECB Working Paper No. 794
Marco Jacopo Lombardi and Silvia Sgherri
Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF)
Date Posted: August 17, 2007
Working Paper Series
54 downloads

Incl. Electronic Paper A Bayesian Analysis of a Variance Decomposition for Stock Returns
Sauder School of Business Working Paper
Burton Hollifield , Kai Li and Gary Koop
Carnegie Mellon University - David A. Tepper School of Business , University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Date Posted: November 19, 2002
Working Paper Series
282 downloads

Incl. Electronic Paper A Bayesian Analysis of Dual Trader Informativeness in Futures Markets
Sauder School of Business Working Paper
Sugato Chakravarty and Kai Li
Purdue University and University of British Columbia (UBC) - Sauder School of Business
Date Posted: August 27, 2002
Working Paper Series
118 downloads

A Bayesian Analysis of Dual Trader Informativeness in Futures Markets
Forthcoming in Journal of Empirical Finance
Kai Li and Sugato Chakravarty
University of British Columbia (UBC) - Sauder School of Business and Purdue University
Date Posted: August 27, 2002
Accepted Paper Series

A Bayesian Analysis of Tree Structure Specification in Nested Logit Models
Economics Letters, Vol. 87, No. 1 , pp. 67-73, April 2005
Jeremy A. Verlinda
U.S. Department of Justice - Antitrust Division - Economic Analysis Group
Date Posted: February 28, 2007
Accepted Paper Series

Incl. Electronic Paper A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of economic series
Queen Mary, University of London Economics Working Paper No. 514
Loukia Meligkotsidou , Elias Tzavalis and Ioannis D. Vrontos
University of Athens , University of London - Queen Mary - Department of Economics and Athens University of Economics and Business
Date Posted: July 26, 2004
Working Paper Series
99 downloads

Incl. Electronic Paper A Bayesian Analysis of Unit Roots in Panel Data Models with Cross-Sectional Dependence
Loukia Meligkotsidou , Elias Tzavalis and Ioannis D. Vrontos
University of Athens , University of London - Queen Mary - Department of Economics and Athens University of Economics and Business
Date Posted: January 29, 2009
Working Paper Series
66 downloads

A Bayesian Analysis of Unobserved Component Models Using Ox
Tinbergen Institute Discussion Paper No. 11-048/4
Charles S. Bos
VU University Amsterdam
Date Posted: March 04, 2011
Working Paper Series

Incl. Electronic Paper A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series
Christian T. Brownlees and Marina Vannucci
Universitat Pompeu Fabra - Department of Economics and Business and Rice University
Date Posted: February 09, 2010
Last Revised: November 27, 2012
Working Paper Series
214 downloads

Incl. Electronic Paper A Bayesian Approach to Counterfactual Analysis of Structural Change
FRB St. Louis Working Paper No. 2004-014C
Chang-Jin Kim , James Morley and Jeremy Piger
Korea University , University of New South Wales and University of Oregon - Department of Economics
Date Posted: July 28, 2005
Working Paper Series
97 downloads

Incl. Electronic Paper A Bayesian Approach to Customer Scoring in Direct Marketing
Lichung Jen , Chien-Heng Chou and Greg M. Allenby
National Taiwan University - Department of International Business , Chinese Culture University and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: November 18, 2006
Working Paper Series
349 downloads

Incl. Electronic Paper A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
Dimitrios S. Giannikis and Ioannis D. Vrontos
Athens University of Economics and Business and Athens University of Economics and Business
Date Posted: May 27, 2008
Working Paper Series
388 downloads

Incl. Electronic Paper A Bayesian Approach to Identifying and Interpreting Regional Convergence Clubs in Europe
Manfred M. Fischer and James P. LeSage
Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics and Texas State University - McCoy College of Business Administration
Date Posted: May 21, 2012
Last Revised: October 04, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper A Bayesian Approach to Mixed Group Validation of Performance Validity Tests
Douglas Mossman , William G Miller , Elliot R Lee , Roger O. Gervais , Kathleen J Hart and Dustin B. Wygant
University of Cincinnati College of Medicine , Henry Ford Health System , University of Wisconsin - Madison - School of Medicine and Public Health , University of Alberta - Neurobehavioural Associates , Xavier University and Eastern Kentucky University - Department of Psychology
Date Posted: August 15, 2014
Last Revised: August 16, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper A Bayesian Approach to Model Uncertainty
IMF Working Paper No. 04/68
Charalambos G. Tsangarides
International Monetary Fund (IMF)
Date Posted: February 15, 2006
Working Paper Series
65 downloads

Incl. Electronic Paper A Bayesian Approach to Ranking Private Companies Based on Predictive Indicators
Matthew Francis Dixon and Jike Chong
University of San Francisco - School of Management and University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)
Date Posted: June 30, 2012
Last Revised: January 28, 2013
Working Paper Series
141 downloads

A Bayesian Approach to the Construction and Comparison of Alternative House Price Indices
J. OF REAL ESTATE FINANCE AND ECONOMICS
Chiong-long Kuo
Price Waterhouse
Date Posted: July 12, 1996
Accepted Paper Series

Incl. Electronic Paper A Bayesian Averaging Approach to the Capitalization of Taxes, Public Goods and Location Specific Factors in the Price of Housing
David Stadelmann
University of Bayreuth - Department of Law and Economics
Date Posted: September 26, 2007
Last Revised: February 21, 2008
Working Paper Series
128 downloads

Incl. Electronic Paper A Bayesian Classification Model for Predicting the Performance of All-Rounders in the Indian Premier League
Hemanta Saikia and Dibyojyoti Bhattacharjee
affiliation not provided to SSRN and Assam University
Date Posted: June 08, 2010
Working Paper Series
137 downloads

Incl. Electronic Paper A Bayesian Evaluation of Alternative Models of Trend Inflation
FRB of Cleveland Working Paper No. 11-34
Todd E. Clark and Taeyoung Doh
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Kansas City
Date Posted: January 11, 2012
Accepted Paper Series
44 downloads

Incl. Electronic Paper A Bayesian Framework for Combining Valuation Estimates
Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
Kenton K. Yee
Mellon Capital Management
Date Posted: July 19, 2007
Last Revised: November 06, 2008
Accepted Paper Series
494 downloads

Incl. Electronic Paper A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market
EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Andreas Graflund
Lund University - Department of Economics
Date Posted: December 07, 2000
Working Paper Series
318 downloads

Incl. Fee Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
CEPR Discussion Paper No. DP10160
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: July 26, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper A Bayesian Model of the Litigation Game
European Journal of Legal Studies, Vol. 4, No. 2, pp. 1-24, 2011
Enrique Guerra-Pujol
University of Central Florida
Date Posted: July 22, 2011
Last Revised: January 03, 2012
Accepted Paper Series
260 downloads

Incl. Electronic Paper A Bayesian Semiparametric Model for Volatility with a Leverage Effect
Eleni-Ioanna Delatola and Jim E. Griffin
University of Kent, Canterbury and University of Kent
Date Posted: November 22, 2011
Working Paper Series
114 downloads

Incl. Electronic Paper A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
Reza Solgi and Antonietta Mira
University of Lugano - Swiss Finance Institute at the University of Lugano and Swiss Finance Institute, University of Lugano
Date Posted: November 11, 2012
Last Revised: May 18, 2013
Working Paper Series
98 downloads

Incl. Electronic Paper A Bayesian Theory of Games: An Analysis of Strategic Interactions with Statistical Decision Theoretic Foundation
Jimmy Teng
University of Nottingham Malaysia Campus - School of Economics
Date Posted: March 02, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper A Bayesian Understanding of Information Uncertainty and the Cost of Capital
David James Johnstone
University of Sydney - Discipline of Finance
Date Posted: March 12, 2013
Working Paper Series
170 downloads

Incl. Electronic Paper A Bivariate Model of Fed and ECB Main Policy Rates
FRB International Finance Discussion Paper No. 875
Chiara Scotti
Board of Governors of the Federal Reserve System
Date Posted: December 21, 2006
Working Paper Series
108 downloads

A BVAR Forecasting Model for Peruvian Inflation
Luis-Gonzalo Llosa , Vicente Tuesta Reátegui and Marco Vega
University of California, Los Angeles (UCLA) , Banco Central de Reserva del Peru and Central Bank of Peru
Date Posted: May 09, 2005
Last Revised: September 04, 2013
Working Paper Series

Incl. Electronic Paper A Category-Level Model of Asymmetric Complements
Fisher College of Business Working Paper
Sanghak Lee , Jaehwan Kim and Greg M. Allenby
University of Iowa - Department of Marketing , Korea University Business School (KUBS) and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: April 28, 2010
Working Paper Series
158 downloads

Incl. Electronic Paper A Class of Adaptive EM-Based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
Tinbergen Institute Discussion Paper No. 2011-004/4
Lennart F. Hoogerheide , Anne Opschoor and H. K. van Dijk
Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and Tinbergen Institute
Date Posted: January 10, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation
Tinbergen Institute Discussion Paper No. 12-026/4
Lennart F. Hoogerheide , Anne Opschoor and H. K. van Dijk
Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and Tinbergen Institute
Date Posted: March 25, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper A Class of Non-Gaussian State Space Models with Exact Likelihood Inference
Chicago Booth Research Paper No. 14-24
Drew D. Creal
University of Chicago - Booth School of Business - Econometrics and Statistics
Date Posted: August 15, 2013
Last Revised: July 24, 2014
Working Paper Series
80 downloads

Incl. Electronic Paper A Comparison of Estimators for Regression Models with Change Points
Cathy W. S. Chen , Jennifer S. K. Chan , Richard H. Gerlach and William
Feng Chia University - Department of Statistics , The University of Sydney , University of Sydney and Graduate Institute of Statistics & Actuarial Science, Feng Chia University
Date Posted: March 30, 2010
Working Paper Series
107 downloads

Incl. Electronic Paper A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
CIRANO - Scientific Publications No. 2011s-13
Luc Bauwens , Gary Koop , Dimitris Korobilis and J. V. K. Rombouts
Université catholique de Louvain , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow - Adam Smith Business School and HEC Montreal
Date Posted: January 27, 2011
Working Paper Series
58 downloads

Incl. Electronic Paper A Comparison of Marginal Likelihood Computation Methods
Tinbergen Institute Working Paper No. 2002-084/4
Charles S. Bos
VU University Amsterdam
Date Posted: November 03, 2002
Working Paper Series
116 downloads

Incl. Electronic Paper A Comparison of Two Averaging Techniques with an Application to Growth Empirics
CentER Discussion Paper Series No. 2008-39
J.R. Magnus , Owen Powell and Patricia Pruefer
VU University Amsterdam - Faculty of Economics and Business Administration , University of Vienna - Department of Economics and Tilburg University, CentER
Date Posted: April 17, 2008
Working Paper Series
55 downloads

Incl. Electronic Paper A Component GARCH Model With Time Varying Weights
CORE Discussion Paper No. 2007/19
Luc Bauwens and Giuseppe Storti
Université catholique de Louvain and Università degli Studi di Salerno - Department of Economics
Date Posted: August 16, 2007
Working Paper Series
266 downloads

Incl. Electronic Paper A Compound Gauss-Markov Random Field (CGMRF) Modeling of Philippine Unemployment Data
Proceedings of the 24th Samahang Pisika ng Pilipinas National Physics Congress, Vol. 3, pp. 1-4, 2006
Rolando Danganan Navarro Jr. and Jose Ramon Albert
Univeristy of the Philippines and Statistical Research and Training Center
Date Posted: January 30, 2007
Accepted Paper Series
58 downloads

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Yutec Sun and Masakazu Ishihara
Telecom ParisTech and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 28, 2014
Working Paper Series
152 downloads

Incl. Electronic Paper A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals
Swiss Finance Institute Research Paper No. 09-14
Li Lin , Ruoen Ren and Didier Sornette
China Academy of Financial Research (CAFR) , Beihang University (BUAA) and Swiss Finance Institute
Date Posted: July 12, 2009
Working Paper Series
455 downloads

Incl. Electronic Paper A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals
CCSS Working Paper No. CCSS-09-002
Lin li , Ruoen Ren and Didier Sornette
ETH Zürich , Beihang University (BUAA) and Swiss Finance Institute
Date Posted: April 27, 2010
Working Paper Series
267 downloads

Incl. Electronic Paper A Conversation with Arnold Zellner
History of Economics Review, 51, Winter 2010, pp. 72-81
Ernst Juerg Weber , Michael McLure and Darrell Turkington
University of Western Australia - UWA Business School , University of Western Australia and affiliation not provided to SSRN
Date Posted: May 12, 2012
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Cross-Cohort Changepoint Model for Customer-Base Analysis
Arun Gopalakrishnan , Eric Bradlow and Peter Fader
University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Date Posted: July 29, 2012
Last Revised: March 31, 2014
Working Paper Series
378 downloads


 

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