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JEL Code: C14
280,459 Total downloads
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(International) R&D Collaboration and SMEs: The Effectiveness of Targeted Public R&D Support Schemes ZEW - Centre for European Economic Research Discussion Paper No. 12-086
Hanna Hottenrott
and
Cindy Lopes Bento
Date Posted: January 12, 201319 downloads
(International) R&D Collaboration and SMEs: The Effectiveness of Targeted Public R&D Support Schemes KU Leuven - Faculty of Business and Economics Research Paper No. MSI_1301
Hanna Hottenrott
and
Cindy Lopes Bento
Date Posted: January 29, 201311 downloads
k -Nearest Neighbour Estimation of Inverse-Density-Weighted Expectations with Dependent DataEconometric Theory, Vol. 28, No. 4, 2012
Ba M. Chu
and
David T. Jacho-Chávez
Date Posted: May 10, 2011Last Revised: August 27, 201256 downloads
A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series
Christian T. Brownlees
and
Marina Vannucci
Date Posted: February 09, 2010Last Revised: November 27, 2012184 downloads
A Bayesian Semiparametric Model for Volatility with a Leverage Effect
Eleni-Ioanna Delatola
and
Jim E. Griffin
Date Posted: November 22, 2011105 downloads
A Beta Based Framework for (Lower) Bond Risk Premia Bank of Italy Temi di Discussione (Working Paper) No. 689
Stefano Nobili
and
Gerardo Palazzo
Date Posted: October 31, 200857 downloads
A Bitter Brew? Futures Speculation and Commodity Prices
Jaap W.B. Bos
and
Maarten van der Molen
Date Posted: January 31, 201318 downloads
A Blocking and Regularization Approach to High Dimensional Realized Covariance Estimation Journal of Applied Econometrics, Forthcoming
Nikolaus Hautsch ,
Lada M. Kyj
and
Roel C. A. Oomen
Date Posted: October 18, 2009Last Revised: August 22, 2010197 downloads
A Case of Empirical Reverse Engineering: Estimation of the Pricing Kernel AFA New Orleans 2001
Mikhail Chernov
Date Posted: September 30, 2000621 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 Chronology of International Business Cycles Through Non-Parametric Decoding
Hsieh Fushing ,
Shu-Chun Chen
,
Travis J. Berge
and
Oscar Jorda
Date Posted: November 08, 201020 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, 201358 downloads
A Comparative Study of Efficiency in European Banking Applied Economics, Vol. 35, No. 17, pp. 1865-1876, November 2003
Barbara Casu and
Philip Molyneux
Date Posted: December 01, 2003
A Comparative Study of the Use of Generalized Additive Models and Generalized Linear Models in Tourism Research International Journal of Tourism Research, 14 (5), 451-468
Luca Zanin
and
Giampiero Marra
Date Posted: August 27, 2011Last Revised: August 15, 2012
A Comparison of Alternative Approaches to Supremum-Norm Goodness of Fit Tests with Estimated Parameters
Thomas Parker
Date Posted: May 27, 2010Last Revised: February 01, 201219 downloads
A Comparison of Extreme Value Theory Approaches for Determining Value at Risk Journal of Empirical Finance, Forthcoming, Cass Business School Research Paper
Chris Brooks
,
Andrew Clare ,
John W. Dalle Molle
and
Gita Persand
Date Posted: December 05, 2004967 downloads
A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
Michael Jacobs Jr.
Date Posted: June 25, 2007621 downloads
A Comparison of Performance of Islamic and Conventional Banks 2004 to 2009
Jill Johnes ,
Marwan Izzeldin
and
Vasileios Pappas
Date Posted: June 01, 2012268 downloads
A Competing Risk Dynamic Hazard Approach to Investigate the Impairment Outcomes of Property-Casualty Insurers Finance and Corporate Governance Conference 2011 Paper
Huong D. Dang
Date Posted: December 03, 2010Last Revised: January 16, 201229 downloads
A Comprehensive Comparison of Nonparametric Tests for Jumps in Asset Prices
Marina G Theodosiou
and
Filip Zikes
Date Posted: July 26, 2011Last Revised: December 28, 201179 downloads
A Consistent Model Specification Test with Mixed Discrete and Continuous Data IEPR Working Paper No. 06.47
Cheng Hsiao ,
Jeffrey Racine
and
Qi Li
Date Posted: May 02, 200667 downloads
A Copula and Extreme-Value Based Methodology for Estimating the Required Economic Capital in a Retail-Credit Portfolio Revista de Análisis Económico/ Economic Analysis Review, Vol. 24, No. 2, pp. 95-132, December 2009,
Adan Diaz Hernandez
and
Jose Carlos Ramirez Sanchez
Date Posted: December 15, 201061 downloads
A Cross-Country Nonparametric Analysis of Bahrain`s Banking System IMF Working Paper No. 05/117
David A. Grigorian
and
Vlad Manole
Date Posted: March 03, 2006195 downloads
A DEA Approach to the Relative Efficiency of Portuguese Public Universities Portuguese Journal of Management Studies, Vol. 13, No. 1, pp. 67-87, 2008
Antonio Afonso and
Mariana Santos
Date Posted: March 04, 2008Last Revised: July 17, 2008171 downloads
A Discrete Choice Model of Yield Management UPF Economics and Business Working Paper No. 533
Kalyan Talluri and
Garrett van Ryzin
Date Posted: June 29, 2001477 downloads
A Distribution Dynamics Approach to Regional GDP Convergence in Unified Germany IZA Discussion Paper No. 4177
Falko Juessen
Date Posted: May 26, 200940 downloads
A Drive up the Capital Coast? Contributions to Post-Reform Growth Across Chinese Provinces Journal of Macroeconomics, Vol. 29, No. 3, pp. 569-594, 2007
Daniel J. Henderson ,
Kiril Tochkov and
Oleg Badunenko
Date Posted: September 18, 2007
A Feasible Central Limit Theory for Realised Volatility Under Leverage Nuffield College Economics Working Paper No. 2004-W3
Ole E. Barndorff-Nielsen and
Neil Shephard
Date Posted: February 03, 2004
A Flexible Semiparametric Model for Time Series
Oliver B. Linton ,
Degui Li
and
Zudi Lu
affiliation not provided to SSRN
Date Posted: August 06, 201250 downloads
A Functional Coefficient Model View of the Feldstein-Horioka Puzzle Journal of International Money and Finance, Forthcoming
Helmut Herwartz and
Fang Xu
Date Posted: November 13, 2009
A Generalization of Histogram Type Estimators UPF Economics and Business Working Paper No. 422
Pedro Delicado and
Manuel del Rio
Date Posted: August 16, 200074 downloads
A Generalized Maximum Entropy Estimator to Simple Linear Measurement Error Model with a Composite Indicator
Maurizio Carpita
and
Enrico Ciavolino
Date Posted: May 02, 20135 downloads
A Geometric Measure for the Violation of Utility Maximization Ruhr Economic Paper No. 69
Jan Heufer
Date Posted: September 19, 2008Last Revised: October 12, 200832 downloads
A Gini-Based Methodology for Identifying and Analyzing Time Series with Non-Normal Innovations
Amit Shelef
and
Edna Schechtman
Date Posted: July 16, 2011Last Revised: January 26, 201341 downloads
A Household-Level Decomposition of the White-Black Homeownership Gap Regional Science and Urban Economics, Vol. 42, No. 1-2, 2012
Eric Fesselmeyer
,
Kien T. Le and
Kiat Ying Seah
Date Posted: December 01, 2010Last Revised: March 01, 201227 downloads
A Hybrid Model for Equity Indices and Stochastic Interest Rates
Jan F. Baldeaux
,
Man Chung Fung
,
Katja Ignatieva
and
Eckhard Platen
Date Posted: November 10, 2012Last Revised: November 16, 201233 downloads
A Job Satisfaction Structural Equation Model Obtained Combining Rasch Analysis and Generalized Maximum Entropy Estimation
Enrico Ciavolino
,
Maurizio Carpita
and
Amjad Al-Nasser
Date Posted: January 31, 201272 downloads
A Joint Non-Parametric Approach to the Decomposition of Bond Yields and CDS Spreads: Application of Eurozone Market Data Higher School of Economics Research Paper No. WP BPR 13/FE/2012
Victor Lapshin
and
Marat Kurbangaleev
Date Posted: March 18, 201310 downloads
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
Date Posted: October 21, 200823 downloads
A Karnel Regression of Phillips' Data The Jerome Levy Economics Institute Working Paper No. 40
Nancy J. Wulwick and
Y.P. Mack
Date Posted: October 26, 199991 downloads
A Kolmogorov-Smirnov Type Test for Shortfall Dominance Against Parametric Alternatives
Michel Denuit
,
O. Scaillet and
Anne-Cécile Goderniaux
Date Posted: May 20, 200564 downloads
A Latent Factor Model of Multivariate Conditional Heteroscedasticity Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 481-503, 2009
Mike Aguilar
Date Posted: October 09, 2009
A Learning-Based Linear Replicator for Hedge Fund Indexes
Fei Pan
and
Kwei Tang
Date Posted: September 13, 2007Last Revised: February 15, 201066 downloads
A Lifetime of Asset Allocation: Realizing a Real Retirement
Arnout Gerard Tilgenkamp
Date Posted: January 20, 201354 downloads
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market Journal of Financial and Quantitative Analysis, Vol. 45, No. 3, June 2010, pp. 763-789
Byoung Uk Kang
,
Francis Haeuck In
,
Gunky Kim
and
Tong Suk Kim
Date Posted: February 01, 2008Last Revised: November 03, 2012338 downloads
A Martingale Representation for Matching Estimators IZA Discussion Paper No. 4073
Alberto Abadie and
Guido W. Imbens
Date Posted: March 30, 200924 downloads
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 Maximum Likelihood Approach for Reject Inference in Credit Scoring Rotman School of Management Working Paper No. 07-05
Gongyue Chen
and
Thomas B. Astebro
Date Posted: December 29, 2005Last Revised: March 03, 2013526 downloads
A Method of Moments Estimator for Semiparametric Index Models LSE STICERD Research Paper No. EM493
Bas Donkers and
Marcia Schafgans
Date Posted: July 21, 200810 downloads
A Method of Moments Estimator of Tail Dependence CentER Discussion Paper No. 2007-80
John H. J. Einmahl
,
Andrea Krajina
and
Johan Segers
Date Posted: October 29, 200778 downloads
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