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SSRN eLibrary Statistics:

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Abstracts: 543,279
Full Text Papers: 445,699
Authors: 252,330
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To date: 74,956,113
Last 12 months: 10,087,506
Last 30 days: 835,785

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Total References: 8,920,295
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5,937,149
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  Footnotes:
89,535
Total Footnotes: 9,013,447


SSRN eLibrary Search Results
JEL Code: C12
242,584 Total downloads
Showing Papers 1 - 50 of 1,631
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Incl. Electronic Paper 'Baumol's Diseases': The Case of Switzerland
KOF Swiss Economic Institute Working Paper No. 250
Jochen Hartwig
Swiss Federal Institute of Technology Zurich - Swiss Institute for Business Cycle Research
Date Posted: January 25, 2010
Working Paper Series
38 downloads

Incl. Electronic Paper 'Market Neutral' Strategy between Telecom Arg and Nortel Inversora
Juan Ledesma Padilla
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 20, 2007
Working Paper Series
184 downloads

Incl. Electronic Paper A Bayesian Information Criterion for Portfolio Selection
Wei Lan , Hansheng Wang and Chih-Ling Tsai
Peking University - Guang Hua School of Management , Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Date Posted: June 17, 2011
Working Paper Series
279 downloads

A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics
Applied Economics Letters, Vol. 12, No. 12, pp. 775-780, 2005
Sergio Bianchi
University of Cassino
Date Posted: July 18, 2011
Accepted Paper Series

Incl. Electronic Paper A Chi-Squared Statistic for Comparing the Independence of Out-of-Sample Factor Returns
Graham L. Giller
Bloomberg LP
Date Posted: December 15, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper A Class of Simple Distribution-Free Rank-Based Unit Root Tests
CentER Discussion Paper Series No. 2010-72 (revision of 2009-02)
Marc Hallin , Ramon Van den Akker and Bas J. M. Werker
ECARES, Universite Libre de Bruxelles , Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: July 30, 2010
Working Paper Series
11 downloads

Incl. Electronic Paper A Class of Simple Distribution-Free Rank-Based Unit Root Tests
CentER Discussion Paper Series No. 2011-002 (Revision of 2009-02, 2010-72)
Marc Hallin , Ramon Van den Akker and Bas J. M. Werker
ECARES, Universite Libre de Bruxelles , Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: January 23, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests
CentER Discussion Paper Series No. 2009-02
Marc Hallin , Ramon Van den Akker and Bas J. M. Werker
ECARES, Universite Libre de Bruxelles , Tilburg University - CentER and department of Econometrics & OR and Tilburg University - Center for Economic Research (CentER)
Date Posted: January 13, 2009
Working Paper Series
27 downloads

Incl. Electronic Paper A Closed-Form Asymptotic Variance-Covariance Matrix for the Quasi-Maximum Likelihood Estimator of the Garch(1,1) Model
Jun Ma
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: March 23, 2006
Last Revised: May 05, 2008
Working Paper Series
182 downloads

Incl. Electronic Paper A Closer Look at Return Predictability of the US Stock Market: Evidence from a Panel Variance Ratio Test
Jae H. Kim and Abul Shamsuddin
La Trobe University and Newcastle Business School - University of Newcastle
Date Posted: February 14, 2013
Last Revised: May 19, 2013
Working Paper Series
71 downloads

Incl. Electronic Paper A Comment on Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
Eric Zivot and Saraswata Chaudhuri
University of Washington - Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: April 27, 2009
Working Paper Series
7 downloads

Incl. Electronic Paper A Comparative Study of Brand Building Activities of Oil Marketing Companies in India with Their Western Counterparts
EPOCH Strategies for Marketing: Family Business and Entrepreneurship, International Conference Proceeding, pp. 45-60
Rekha Attri and Manvinder Singh Pahwa
Core Business School, Indore and Professor and Director, Guru Gobind Singh College of Management and Technology
Date Posted: January 09, 2012
Accepted Paper Series
205 downloads

Incl. Electronic Paper A Comparison between Islamic and Traditional Banks: Pre and Post the 2008 Financial Crisis
Mohamed H. Rashwan
Zayed University
Date Posted: December 17, 2010
Last Revised: December 21, 2010
Working Paper Series
1281 downloads

Incl. Electronic Paper A Comparison of Alternative Approaches to Supremum-Norm Goodness of Fit Tests with Estimated Parameters
Thomas Parker
University of Waterloo - Department of Economics
Date Posted: May 27, 2010
Last Revised: February 01, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
Bülent Köksal
Ipek University - Department of Economics
Date Posted: May 27, 2009
Last Revised: October 31, 2009
Accepted Paper Series
66 downloads

Incl. Electronic Paper A Comparison of Inferential Methods in Partially Identified Models in Terms of Error in the Coverage Probability
Federico A Bugni
Duke University, Dept. of Economics
Date Posted: July 06, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper A Comprehensive Comparison of Nonparametric Tests for Jumps in Asset Prices
Marina G Theodosiou and Filip Zikes
Central Bank of Cyprus and Imperial College London
Date Posted: July 26, 2011
Last Revised: December 28, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
Cowles Foundation Discussion Paper No. 1812R
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: December 15, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
Cowles Foundation Discussion Paper No. 1812
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: August 01, 2011
Last Revised: August 05, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper A Consistent Model Specification Test with Mixed Discrete and Continuous Data
IEPR Working Paper No. 06.47
Cheng Hsiao , Jeffrey Racine and Qi Li
University of Southern California - Department of Economics , Syracuse University and Texas A&M University (TAMU) - Department of Economics
Date Posted: May 02, 2006
Working Paper Series
68 downloads

Incl. Electronic Paper A Critical Evaluation of the Significance of Round Numbers in Major European Stock Indices in Light of the Predictions from Benford’s Law
International Research Journal of Finance and Economics, No. 95, pp. 196-210, 2012
Mohandass Kalaichelvan and Lim Kai Jie Shawn
Dartmouth College and University College London - Department of Economics
Date Posted: August 16, 2012
Last Revised: August 30, 2012
Accepted Paper Series
149 downloads

Incl. Electronic Paper A Data-Dependent Skeleton Estimate and a Scale-Sensitive Dimension for Classification
Economics Working Paper 199
Marta Horvath and Gábor Lugosi
affiliation not provided to SSRN and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: April 01, 1997
Working Paper Series
39 downloads

Incl. Electronic Paper A Derivation of the Optimal Answer-Copying Index and Some Applications
Mauricio Romero , Alvaro Riascos and Diego Jara
University of California - San Diego , Universidad de los Andes, Colombia - Department of Economics and Quantil S.A.S.
Date Posted: March 26, 2014
Last Revised: April 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Dirty River Runs Through it (the Failure of Enforcement in the Clean Water Act)
Boston College Environmental Affairs Law Review, Vol. 25, No. 1, 1998
Victor Byers Flatt
UNC Chapel Hill School of Law
Date Posted: January 16, 2012
Accepted Paper Series
11 downloads

A Distribution-Free Test for Deprivation Dominance
Econometrics Reviews, Vol. 17, No. 4, 1998
Kuan Xu and Lars Osberg
Dalhousie University - Department of Economics and Dalhousie University - Department of Economics
Date Posted: July 21, 1999
Accepted Paper Series

Incl. Electronic Paper A Factor Analysis Approach to Measuring European Loan and Bond Market Integration
22nd Australasian Finance and Banking Conference 2009
Rien Wagenvoort , André Ebner and Magdalena Morgese Borys
European Investment Bank - Economic and Financial Studies , Ludwig-Maximilians-Universität München and CERGE
Date Posted: August 24, 2009
Last Revised: November 23, 2009
Working Paper Series
101 downloads

A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators
Journal of Econometrics, Vol. 126, No. 1, pp. 25-51, May 2005
Frank Windmeijer
University of Bristol - Department of Economics
Date Posted: June 09, 2005
Accepted Paper Series

Incl. Electronic Paper A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators
Institute for Fiscal Studies Working Paper No. W00/19
Frank Windmeijer
University of Bristol - Department of Economics
Date Posted: December 15, 2000
Working Paper Series
249 downloads

Incl. Electronic Paper A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Brown Univ. Economics Working Paper No. 01-04
Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: April 13, 2001
Working Paper Series
2588 downloads

Incl. Electronic Paper A Frequency-Domain Alternative to Long-Horizon Regressions with Application to Return Predictability
Natalia Sizova
Rice University
Date Posted: July 26, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper A Fresh Look at Investment Performance Evaluation: Unifying Best Practices to Improve Timeliness and Reliability
Journal of Portfolio Management, Summer, 2006
Ron Surz
PPCA Inc.
Date Posted: August 09, 2006
Accepted Paper Series
505 downloads

Incl. Electronic Paper A Full Heteroscedastic One-way Error Components Model Allowing for Unbalanced Panel: Pseudo-maximum Likelihood Estimation and Specification Testing
CORE Discussion Paper No. 2004/76
Bernard Lejeune
University of Liege - Department of Economics
Date Posted: April 06, 2005
Working Paper Series
74 downloads

Incl. Electronic Paper A General Asymptotic Theory for Time Series Models
Shiqing Ling and Michael McAleer
Hong Kong University of Science & Technology and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: November 01, 2009
Working Paper Series
328 downloads

Incl. Electronic Paper A General Method for Detecting Interference Between Units in Randomized Experiments
APSA 2010 Annual Meeting Paper
Peter M. Aronow
Yale University - Department of Political Science
Date Posted: July 19, 2010
Last Revised: August 30, 2010
Working Paper Series
26 downloads

Incl. Electronic Paper A General Multivariate Threshold GARCH Model for Dynamic Correlations
NCCR FINRISK Working Paper
Francesco Audrino and Fabio Trojani
University of St. Gallen and Swiss Finance Institute
Date Posted: January 21, 2004
Working Paper Series
553 downloads

Incl. Electronic Paper A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations
University of St.Gallen, Department of Economics, Discussion Paper No. 2007-25
Fabio Trojani and Francesco Audrino
Swiss Finance Institute and University of St. Gallen
Date Posted: April 14, 2005
Working Paper Series
221 downloads

Incl. Electronic Paper A General Test for Non-Nested Hypotheses
Kim R. Sawyer
University of Melbourne - School of Historical and Philosophical Studies
Date Posted: March 17, 2008
Working Paper Series
46 downloads

A General Test of the Prebisch-Singer Hypothesis
Review of Development Economics
Matthias Lutz
Swiss National Bank
Date Posted: August 25, 1998
Accepted Paper Series

Incl. Electronic Paper A Generalized Spatial Panel Data Model with Random Effects
Center for Policy Research Working Paper No. 113
Badi H. Baltagi , Peter Egger and Michael Pfafermayr
Syracuse University - Center for Policy Research , ETH Zürich and University of Innsbruck
Date Posted: April 13, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper A Generalized Spatial Panel Data Model with Random Effects
CESifo Working Paper Series No. 3930
Badi H. Baltagi , Peter Egger and Michael Pfaffermayr
Syracuse University - Center for Policy Research , ETH Zürich and University of Innsbruck - Department of Economics
Date Posted: September 13, 2012
Working Paper Series
91 downloads

Incl. Electronic Paper A Goodness-of-Fit Test with Focus on Conditional Value at Risk
Brazilian Finance Review, Vol. 6, No. 2, pp. 139-155, 2008
José Fajardo , Aquiles Farias and Jose Renato Haas Ornelas
Getulio Vargas Foundation , Government of the Federative Republic of Brazil - Central Bank of Brazil and Central Bank of Brazil
Date Posted: May 04, 2007
Last Revised: December 04, 2008
Working Paper Series
152 downloads

Incl. Electronic Paper A Hedonic Price Comparison of Manufactured and Site-Built Homes in the Non-MSA U.S.
Journal of Real Estate Research, Vol. 27, No. 1, 2006
Stephanie E. Vanderford , Yoko Mimura and Anne L. Sweaney
University of Georgia , California State University, Northridge - Department of Family and Consumer Sciences and University of Georgia - Department of Housing & Consumer Economics
Date Posted: December 27, 2006
Accepted Paper Series
57 downloads

Incl. Electronic Paper A K-Sample Homogeneity Test Based on the Quantification of the p-p Plot: The Harmonic Weighted Mass Index
Tinbergen Institute Discussion Paper No. 2008-100/1
Jeroen Hinloopen , Rien Wagenvoort and Charles van Marrewijk
University of Amsterdam , European Investment Bank - Economic and Financial Studies and Utrecht University - Utrecht University School of Economics
Date Posted: October 21, 2008
Working Paper Series
24 downloads

Incl. Electronic Paper A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence
O. Scaillet
University of Geneva - HEC
Date Posted: February 20, 2005
Working Paper Series
132 downloads

Incl. Electronic Paper A Kolmogorov-Smirnov Type Test for Shortfall Dominance Against Parametric Alternatives
Michel Denuit , O. Scaillet and Anne-Cécile Goderniaux
Catholic University of Louvain , University of Geneva - HEC and Independent
Date Posted: May 20, 2005
Working Paper Series
67 downloads

Incl. Electronic Paper A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements
FAME Research Paper No. 159
Philippe Huber , O. Scaillet and Maria-Pia Victoria-Feser
University of Geneva - HEC , University of Geneva - HEC and University of Geneva - HEC
Date Posted: November 28, 2005
Working Paper Series
229 downloads

A Latent Factor Model of Multivariate Conditional Heteroscedasticity
Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 481-503, 2009
Mike Aguilar
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: October 09, 2009
Accepted Paper Series

Incl. Electronic Paper A Method for Detecting Structural Breaks and an Application to the Turkish Stock Market
METU Studies in Development, Vol. 27, No. 1-2, pp. 35-45, 2000
Erdem Basci , Sidika Basci and Asad Zaman
Bilkent University - Department of Economics , ESTIM Forecasting Center and International Institute of Islamic Economics
Date Posted: January 31, 2009
Accepted Paper Series
83 downloads

Incl. Electronic Paper A Method of Moments Estimator of Tail Dependence
CentER Discussion Paper No. 2007-80
John H. J. Einmahl , Andrea Krajina and Johan Segers
Tilburg University - Department of Econometrics & Operations Research , University of Gottingen, Institute of Mathematical Stochastics and Catholic University of Louvain (UCL)
Date Posted: October 29, 2007
Working Paper Series
82 downloads

Incl. Electronic Paper A Modification of the ESTAR Model and Testing for a Unit Root in a Nonlinear Framework
To Dieu-Hang and Tom Kompas
Australian National University (ANU) and Australian National University (ANU) - Crawford School of Public Policy
Date Posted: October 02, 2010
Last Revised: January 26, 2011
Working Paper Series
50 downloads


 

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