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JEL Code: C13
358,710 Total downloads
Showing Papers 101 - 150 of 2,078
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Bayesian Inference for Binomial Probability and Psychometrics Techniques
Paul I. Louangrath
Date Posted: January 01, 20133 downloads
Estimation of Truncated Data Samples in Operational Risk Modeling
Bakhodir Ergashev
,
Konstantin Pavlikov
,
Stanislav P. Uryasev and
Evangelos Sekeris
Date Posted: December 27, 201262 downloads
The Impact of Subsidized Health Insurance on the Poor in Colombia: Evaluating the Case of Medellín through Endogenous Switching Models and Propensity Score Matching for Medical Care Utilization
Andres Ramirez Hassan
,
Jhonathan Cardona Jimenez
and
Ramiro Cadavid Montoya
Date Posted: December 26, 201216 downloads
Multivariate Regression Shrinkage and Selection by Canonical Correlation Analysis
Baiguo An
,
Guo Jianhua
and
Hansheng Wang
Date Posted: December 23, 201255 downloads
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 64-79, 2013
Karim Barhoumi
,
Olivier Darné and
Laurent Ferrara
Date Posted: December 23, 2012
The Art of PD Curve Calibration
Dirk Tasche
Date Posted: December 16, 2012Last Revised: April 28, 201339 downloads
In Search of a Statistically Valid Volatility Risk Factor
Robert M. Anderson ,
Stephen W. Bianchi
and
Lisa R. Goldberg
Date Posted: December 16, 2012Last Revised: February 10, 201374 downloads
A Quantitative Study of the Effect of Foreign Investment on Nonresident Patenting in Developing Countries, 1980-2010
Ryan J. Birkholz
Date Posted: December 16, 201258 downloads
Estimating the Accuracy of Neurocognitive Effort Measures in the Absence of a 'Gold Standard' Psychological Assessment 2012; 24:815-822
Douglas Mossman
,
Dustin B. Wygant
and
Roger O. Gervais
Date Posted: December 14, 2012Last Revised: April 16, 20137 downloads
Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market
Xiao Huang
Date Posted: December 07, 201228 downloads
Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean Tinbergen Institute Discussion Paper 12-133/III
Francisco Blasques
Date Posted: December 07, 20127 downloads
Fair Market Value Estimation for a Barter Transaction
Benzion Barlev
and
Joseph Tzur
Date Posted: December 03, 201229 downloads
Constructing 'Proper' ROCs Using Weighted Power Functions
Douglas Mossman
and
Hongying Peng
Date Posted: December 02, 2012Last Revised: April 16, 201312 downloads
Previsão e Análise de Causalidade para Medição do Risco de Mercado (Forecasting and Causality Analysis for Market Risk Quantification)
Gonçalo Martins Ferreira
,
Paul Edge
and
Tânia Silva
Date Posted: December 02, 2012Last Revised: December 03, 201214 downloads
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes Tinbergen Institute Discussion Paper No. 12-128/III
Jan F. Kiviet
Date Posted: November 30, 20125 downloads
How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model
Kaouther Jouaber-Snoussi
and
Rim Tekaya
Date Posted: November 29, 201223 downloads
Statistical Analysis of Results from Laboratory Studies in Experimental Economics: A Critique of Current Practice
Donald P. Green and
Andrej Tusicisny
Date Posted: November 28, 201231 downloads
Repeat Sales Regression on Heterogeneous Properties Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Liang Peng
Date Posted: November 27, 2012
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments PIER Working Paper No. 12-045
Xu Cheng
and
Zhipeng Liao
Date Posted: November 27, 201288 downloads
Risk, Uncertainty, and Expected Returns AFA 2013 San Diego Meetings Paper
Turan G. Bali and
Hao Zhou
Date Posted: November 24, 2012Last Revised: January 11, 2013433 downloads
How You Estimate the Yield Curve Matters!
Luiz Paulo Fichtner
Date Posted: November 24, 2012Last Revised: June 03, 201321 downloads
Robust Inference in Linear Asset Pricing Models Rotman School of Management Working Paper No. 2179620
Nikolay Gospodinov
,
Raymond Kan and
Cesare Robotti
Date Posted: November 23, 2012Last Revised: March 23, 201335 downloads
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
Xu Cheng
and
Zhipeng Liao
Date Posted: November 21, 201210 downloads
Stock Return and Cash Flow Predictability: The Role of Volatility Risk
Tim Bollerslev ,
Lai Xu
and
Hao Zhou
Date Posted: November 18, 2012Last Revised: November 20, 2012321 downloads
Spatial GARCH: A Spatial Approach to Multivariate Volatility Modeling
Svetlana Borovkova
and
Rik Lopuhaa
Date Posted: November 17, 201252 downloads
The Consequences of Measurement Error When Estimating the Impact of BMI on Labour Market Outcomes IZA Discussion Paper No. 7008
Donal O'Neill and
Olive Sweetman
Date Posted: November 17, 201210 downloads
A Switching Model with Flexible Threshold Variable: With an Application to Nonlinear Dynamics in Stock Returns
Daniele Massacci
Date Posted: November 17, 2012Last Revised: January 22, 201319 downloads
Local Identification of Nonparametric and Semiparametric Models Cowles Foundation Discussion Paper No. 1795R
Xiaohong Chen ,
Victor Chernozhukov ,
Sokbae Lee
and
Whitney K. Newey
Date Posted: November 15, 201225 downloads
Financial Markets Portfolio Revaluation System
Rupert Macey-Dare
Date Posted: November 14, 2012Last Revised: November 28, 2012
Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns Georgetown McDonough School of Business Research Paper
Turan G. Bali and
Scott Murray
Date Posted: November 14, 2012Last Revised: June 04, 2013111 downloads
Linkages between Thai Stock and Foreign Exchange Markets Under the Floating Regime Journal of Financial Economic Policy, Vol. 4, No. 4, pp. 305-319, 2012
Komain Jiranyakul
Date Posted: November 11, 2012
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
Simulation Study on Estimation Bias in Spatial Lag Model from Omitted Variable Correlated with Regressors
Takahisa Yokoi
Date Posted: November 10, 201213 downloads
Applications of Bayesian Networks
Ron S. Kenett
Date Posted: November 09, 201293 downloads
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies CEIS Working Paper No. 255
Alessandro Giovannelli
Date Posted: November 07, 201230 downloads
Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Adam McCloskey
Date Posted: November 06, 201223 downloads
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Adam McCloskey
and
Pierre Perron
Date Posted: November 06, 201223 downloads
My Friend Far Far Away: Asymptotic Properties of Pairwise Stable Networks
Vincent Boucher
and
Ismael Mourifie
Date Posted: November 04, 201253 downloads
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Katja Ignatieva
and
Eckhard Platen
Date Posted: November 03, 201235 downloads
Benefit-Cost of River Water Environment and Investments Related to Water Environment in the River Basin
Yoshiaki Tsuzuki
and
Minoru Yoneda
Date Posted: October 29, 2012Last Revised: November 22, 201215 downloads
Estimation of Nonlinear Models in a Quasi-Maximum Likelihood Framework with Spatial Data
Cuicui Lu
affiliation not provided to SSRN
Date Posted: October 29, 2012
Canonical Correlation and Assortative Matching: A Remark IZA Discussion Paper No. 6942
Arnaud Dupuy
and
Alfred Galichon
Date Posted: October 27, 201221 downloads
VIX Futures Volume and Volatility
Bujar Huskaj
Date Posted: October 26, 201268 downloads
Structural Estimation of a Pairwise Stable Network Formation with Nonnegative Externality
Yuhei Miyauchi
Date Posted: October 23, 201289 downloads
Estimating Behavioural Heterogeneity Under Regime Switching University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 290
Carl Chiarella
,
Xuezhong He ,
Weihong Huang
and
Huanhuan Zheng
Date Posted: October 23, 201214 downloads
Modeling Dependence in CDS and Equity Markets: Dynamic Copula with Markov-Switching
Fei Fei
,
Ana-Maria Fuertes and
Elena Kalotychou
Date Posted: October 15, 2012Last Revised: March 27, 201395 downloads
Adaptive GMM Shrinkage Estimation with Consistent Moment Selection
Zhipeng Liao
Date Posted: October 15, 2012Last Revised: December 05, 201239 downloads
Implications of the Cressie-Read Family of Additive Divergences for Information Recovery
George Judge and
Ron Mittelhammer
Date Posted: October 08, 201214 downloads
A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China IZA Discussion Paper No. 6887
John Giles
and
Irina Murtazashvili
Date Posted: October 07, 201221 downloads
A Simple Method to Visualize Results in Nonlinear Regression Models IZA Discussion Paper No. 6781
Daniel J. Henderson ,
Subal C. Kumbhakar and
Christopher F. Parmeter
Date Posted: October 06, 201219 downloads
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