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JEL Code: C14
279,956 Total downloads
Showing Papers 1,001 - 1,050 of 2,193
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An Improved Two-Step Regularization Scheme for Spot Volatility Estimation
Shigeyoshi Ogawa and
Simona Sanfelici
Ritsumeikan University, Dept of Math Sci
and
University of Parma - Facoltà di Economia
Date Posted: January 19, 2009
Working Paper Series
37 downloads
Monotone Approximation of Decision Problems
Operations Research, Forthcoming
Naveed Chehrazi
and
Thomas A. Weber
Stanford University - Management Science & Engineering
and
Ecole Polytechnique Federale de Lausanne - MTEI
Date Posted: January 09, 2009
Last Revised: April 29, 2010
Working Paper Series
264 downloads
Blaming the Exogenous Environment? Conditional Efficiency Estimation with Continuous and Discrete Environmental Variables
Kristof De Witte
and
Mika Kortelainen
KU Leuven - Faculty of Business and Economics (FBE)
and
Aston University - Aston Business School
Date Posted: January 08, 2009
Working Paper Series
66 downloads
Testing and Detecting Jumps Based on a Discretely Observed Process
Yingying Fan
and
Jianqing Fan
University of Southern California - Marshall school of Business
and
Princeton University - Bendheim Center for Finance
Date Posted: January 06, 2009
Working Paper Series
958 downloads
Coupling Index and Stocks
Benjamin Jourdain
and
Mohamed Sbai
Université Paris Est - CERMICS
and
Université Paris Est - CERMICS
Date Posted: December 24, 2008
Last Revised: November 16, 2009
Working Paper Series
187 downloads
Sequential Estimation of Structural Models with a Fixed Point Constraint
CESifo Working Paper Series No. 2507
Hiroyuki Kasahara
and
Katsumi Shimotsu
University of Western Ontario
and
Queen's University (Canada) - Department of Economics
Date Posted: December 23, 2008
Working Paper Series
63 downloads
Mismeasured Household Size and its Implications for the Identification of Economies of Scale
IZA Discussion Paper No. 3896
Timothy Halliday
University of Hawaii at Manoa - Department of Economics
Date Posted: December 22, 2008
Working Paper Series
20 downloads
Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
CEPR Discussion Paper No. DP7055
Juan Jose Dolado and
Rodolfo Stucchi
Universidad Carlos III de Madrid - Department of Economics
and
Inter-American Development Bank
Date Posted: December 18, 2008
Working Paper Series
6 downloads
Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896-2000)
CEPR Discussion Paper No. DP7004
Nauro F. Campos ,
Menelaos Karanasos
and
Bin Tan
Brunel University - Economics and Finance
,
Brunel University
and
Brunel University
Date Posted: December 18, 2008
Working Paper Series
2 downloads
A Nonparametric Examination of Capital-Skill Complementarity
IZA Discussion Paper No. 3865
Daniel J. Henderson
University of Alabama
Date Posted: December 10, 2008
Working Paper Series
27 downloads
Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices
PIER Working Paper No. 08-042
Xun Tang
Department of Economics, University of Pennsylvania
Date Posted: December 05, 2008
Working Paper Series
16 downloads
Median-Unbiased Optimal Smoothing and Trend Extraction
Dimitrios D. Thomakos
University of Peloponnese - School of Management and Economics
Date Posted: December 04, 2008
Working Paper Series
66 downloads
An Empirical Analysis of the Factors Affecting Bank Crises in Japan: Learning Points for Bangladesh
Bank Parikrama, Vol. 30 & 31, pp. 57-79, September 2005-December 2006
A. S. M. Sohel Azad
Deakin University
Date Posted: December 03, 2008
Last Revised: May 04, 2009
Accepted Paper Series
116 downloads
Limit Theorems for Moving Averages of Discretized Processes Plus Noise
Jean Jacod ,
Mark Podolskij
and
Mathias Vetter
Université Paris VI Pierre et Marie Curie
,
University of Aarhus - School of Economics and Management
and
Ruhr Universität Bochum
Date Posted: December 02, 2008
Working Paper Series
30 downloads
Active Labor Market Policy Effects in a Dynamic Setting
IZA Discussion Paper No. 3848
Bruno Crepon ,
Marc Ferracci ,
Grégory Jolivet and
Gerard J. van den Berg
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
,
Université Paris-Est Marne la Vallée (UPEMLV)
,
University of Bristol
and
VU University Amsterdam - Department of Economics
Date Posted: December 01, 2008
Working Paper Series
28 downloads
Job Mobility and Skill Transferability - Some Evidences from Denmark and a Large Italian Region
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 40/WP/2008
Rikke Ibsen
,
Elisabetta Trevisan
and
Niels Westergaard-Nielsen
University of Aarhus - Business and Social Sciences
,
Ca Foscari University of Venice
and
Aarhus School of Business
Date Posted: November 26, 2008
Working Paper Series
23 downloads
Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
IZA Discussion Paper No. 3832
Juan Jose Dolado and
Rodolfo Stucchi
Universidad Carlos III de Madrid - Department of Economics
and
Inter-American Development Bank
Date Posted: November 25, 2008
Working Paper Series
23 downloads
Testing for Long Memory in Potentially Nonstationary Perturbed Fractional Processes
CREATES Research Paper No. 2008-59
Frank Nielsen
and
Per Skaarup Frederiksen
University of Aarhus - Department of Economics
and
BlackRock
Date Posted: November 25, 2008
Working Paper Series
49 downloads
On BIC's Selection Consistency for Discriminant Analysis
Qiong Zhang
and
Hansheng Wang
affiliation not provided to SSRN
and
Peking University - Guanghua School of Management
Date Posted: November 24, 2008
Last Revised: October 13, 2009
Working Paper Series
288 downloads
Shrinkage Estimation of the Varying Coefficient Model
Hansheng Wang
and
Yingcun Xia
Peking University - Guanghua School of Management
and
affiliation not provided to SSRN
Date Posted: November 23, 2008
Last Revised: November 30, 2008
Working Paper Series
436 downloads
Nonlinear Dynamics within Macroeconomic Factors and Stock Market in Portugal, 1993-2003
Applied Econometrics and International Development, Vol. 7, No. 2, 2007
Andreia Teixeira Dionisio
,
Rui Menezes
,
Diana Mendes
and
Jacinto Vidigal da Silva
Universidade de Évora - Department of Management
,
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - Department of Quantitative Methods
,
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - Department of Quantitative Methods
and
Universidade de Évora - Department of Management
Date Posted: November 21, 2008
Accepted Paper Series
16 downloads
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship
Cowles Foundation Discussion Paper No. 1683
Xiaohong Chen ,
Yanqin Fan
,
Demian Pouzo
and
Zhiliang Ying
Yale University - Cowles Foundation
,
Vanderbilt University - College of Arts and Science - Department of Economics
,
New York University (NYU) - Department of Economics
and
affiliation not provided to SSRN
Date Posted: November 18, 2008
Working Paper Series
45 downloads
Estimating Covariance Via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise
J. Financial Econometrics, 9(2) (2011), 367-408
Maria Elvira Mancino and
Simona Sanfelici
University of Florence - Department of Mathematics for Decisions
and
University of Parma - Facoltà di Economia
Date Posted: November 17, 2008
Last Revised: March 28, 2013
Accepted Paper Series
144 downloads
Dynamic Portfolio Management: An Application of Fourier Method for Covariance Estimation
Maria Elvira Mancino ,
Elena Rapini
and
Simona Sanfelici
University of Florence - Department of Mathematics for Decisions
,
Centro Leasing Banca, S.p.A.
and
University of Parma - Facoltà di Economia
Date Posted: November 17, 2008
Working Paper Series
210 downloads
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
CREATES Research Paper 2008-58
Dennis Kristensen
and
Yongseok Shin
University College London
and
Washington University in Saint Louis
Date Posted: November 15, 2008
Working Paper Series
30 downloads
Measuring Efficiency under Fixed Proportion Technologies
UIC College of Business Administration Research Paper No. 08-08
Darold T. Barnum
and
John M. Gleason
University of Illinois at Chicago
and
Creighton University - College of Business Administration
Date Posted: November 13, 2008
Last Revised: April 29, 2010
Working Paper Series
43 downloads
The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality
IZA Discussion Paper No. 3802
Simen Gaure
,
Knut Roed and
Lars Westlie
University of Oslo - Ragnar Frisch Centre for Economic Research
,
Ragnar Frisch Centre for Economic Research
and
University of Oslo - Ragnar Frisch Centre for Economic Research
Date Posted: November 11, 2008
Working Paper Series
54 downloads
Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection
Journal of Empirical Finance, Vol. 18, pp. 353-367
Kris Boudt
,
Christophe Croux
and
Sébastien Laurent
KU Leuven - Faculty of Business and Economics (FBE)
,
KU Leuven - Faculty of Business and Economics (FBE)
and
Maastricht University - Department of Quantitative Economics
Date Posted: November 10, 2008
Last Revised: February 06, 2012
Accepted Paper Series
277 downloads
Optimal Linear Filtering, Smoothing and Trend Extraction of M-Period Differences of Processes with a Unit Root
Dimitrios D. Thomakos
University of Peloponnese - School of Management and Economics
Date Posted: November 06, 2008
Working Paper Series
61 downloads
Out-of-Sample Comparison of Copula Specifications in Multivariate Density Forecasts
Journal of Economic Dynamics and Control, Vol. 34, No. 9, 2010, UNSW Australian School of Business Research Paper No. 2008 ECON 23, Tinbergen Institute Discussion Paper No. 08-105/4
Cees G. H. Diks
,
Valentyn Panchenko and
Dick J. C. van Dijk
University of Amsterdam - Faculty of Economics and Business (FEB)
,
University of New South Wales
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: November 04, 2008
Last Revised: June 20, 2011
Working Paper Series
135 downloads
Heterogeneous Impacts in PROGRESA
IZA Discussion Paper No. 3362
Habiba Djebbari
and
Jeffrey A. Smith
Laval University - Département d'Économique
and
University of Michigan - Department of Economics
Date Posted: November 03, 2008
Working Paper Series
52 downloads
Unconditional Quantile Treatment Effects Under Endogeneity
IZA Discussion Paper No. 3288
Markus Froelich and
Blaise Melly
Universität Mannheim, Chair of Econometrics
and
Brown University - Department of Economics
Date Posted: November 03, 2008
Working Paper Series
106 downloads
An Afriat Theorem for the Collective Model of Household Consumption
IZA Discussion Paper No. 3794
Laurens Cherchye
,
Bram De Rock
and
Frederic Vermeulen
KU Leuven
,
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
Tilburg University - CentER
Date Posted: November 03, 2008
Working Paper Series
15 downloads
Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects
IZA Discussion Paper No. 3257
Jürgen Maurer and
Francis Vella
University of Mannheim
and
Georgetown University
Date Posted: November 03, 2008
Working Paper Series
13 downloads
The Determinants of Regional Migration in Great Britain: A Duration Approach
IZA Discussion Paper No. 3783
Martyn J. Andrews
,
Kenneth Clark and
William Whittaker
University of Manchester - School of Social Sciences
,
University of Manchester - School of Social Sciences
and
University of Manchester
Date Posted: November 03, 2008
Working Paper Series
52 downloads
Measuring and Modeling Risk Using High-Frequency Data
Wolfgang K. Härdle ,
Nikolaus Hautsch and
Uta Pigorsch
Humboldt University of Berlin - Institute for Statistics and Econometrics
,
Humboldt-Universität zu Berlin
and
University of Mannheim
Date Posted: November 01, 2008
Working Paper Series
177 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
Bank of Italy
and
Bank of Italy
Date Posted: October 31, 2008
Working Paper Series
57 downloads
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals
Cowles Foundation Discussion Paper No. 1640R
Xiaohong Chen and
Demian Pouzo
Yale University - Cowles Foundation
and
New York University (NYU) - Department of Economics
Date Posted: October 31, 2008
Last Revised: July 16, 2009
Working Paper Series
26 downloads
Is a Little Sunshine all We Need? On the Impact of Sunshine Regulation on Profits, Productivity and Prices in the Dutch Drinking Water Sector
Kristof De Witte
and
David S. Saal
KU Leuven - Faculty of Business and Economics (FBE)
and
Aston University - Aston Business School
Date Posted: October 29, 2008
Working Paper Series
73 downloads
Temporary Components of Stock Prices: New Univariate Results
Journal of Financial and Quantitative Analysis, Vol. 28, 161-176, 1993
B. Espen Eckbo and
Jian Liu
Dartmouth College - Tuck School of Business
and
affiliation not provided to SSRN
Date Posted: October 28, 2008
Working Paper Series
57 downloads
Modelling Dairy Supply for Hungary and Poland by Generalised Maximum Entropy Using Prior Information
European Review of Agricultural Economics, Vol. 35, No. 2, pp. 219-246, 2008
Axel Tonini
and
Roel Jongeneel
affiliation not provided to SSRN
and
Wageningen University and Research Center (WUR) - Agricultural Economics and Rural Policy Group
Date Posted: October 27, 2008
Accepted Paper Series
A Risk Management Approach for Portfolio Insurance Strategies
Proceedings of the 1st EIF International Financial Research Forum, Economica, 2009
Benjamin Hamidi
,
Bertrand B. Maillet and
Jean-Luc Prigent
University of Paris 1 Pantheon-Sorbonne - CES/CNRS
,
University of Orléans
and
University of Cergy-Pontoise - ThEMA
Date Posted: October 27, 2008
Last Revised: June 10, 2009
Working Paper Series
821 downloads
Analysis of Financial Time-Series Using Fourier and Wavelet Methods
Philippe Masset
Ecole hôtelière de Lausanne
Date Posted: October 27, 2008
Working Paper Series
836 downloads
Bank-Level Estimates of Market Power
Sophocles N. Brissimis
and
Manthos D. Delis
Bank of Greece
and
University of Surrey - Surrey Business School
Date Posted: October 24, 2008
Last Revised: June 14, 2010
Working Paper Series
Empirical Assessment of Bifurcation Regions within New Keynesian Models
William A. Barnett and
Evgeniya Aleksandrovna Duzhak
University of Kansas - Department of Economics
and
City University of New York, CUNY Baruch College, Zicklin School of Business
Date Posted: October 23, 2008
Last Revised: July 14, 2009
Working Paper Series
37 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
University of Amsterdam
,
European Investment Bank - Economic and Financial Studies
and
University of Utrecht - Utrecht University School of Economics
Date Posted: October 21, 2008
Working Paper Series
23 downloads
Combining Underreported Internal and External Data for Operational Risk Measurement
Montserrat Guillén ,
Jim Gustafsson
and
Jens Perch Nielsen
Autonomous University of Barcelona, Department of Econometrics, Statistics and Spanish Economy
,
affiliation not provided to SSRN
and
City University London - Cass Business School
Date Posted: October 21, 2008
Last Revised: November 30, 2008
Working Paper Series
228 downloads
The Joint Estimation of Bank-Level Market Power and Efficiency
Manthos D. Delis
and
Efthymios G. Tsionas
University of Surrey - Surrey Business School
and
Athens University of Economics and Business - Department of Economics
Date Posted: October 21, 2008
Last Revised: June 14, 2010
Working Paper Series
Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison
Journal of Real Estate Finance and Economics, Vol. 38, No. 2, 2009
Benjamas Jirasakuldech ,
Robert D. Campbell and
Riza Emekter
University of the Pacific (UOP) - Eberhardt School of Business
,
Hofstra University
and
Robert Morris University
Date Posted: October 20, 2008
Accepted Paper Series
Estimating Search with Learning
NET Institute Working Paper No. 08-29
Sergei Koulayev
affiliation not provided to SSRN
Date Posted: October 20, 2008
Last Revised: November 13, 2009
Working Paper Series
44 downloads
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