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JEL Code: C14
280,293 Total downloads
Showing Papers 101 - 150 of 2,194
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Semi-Parametric Bayesian Partially Identified Models Based on Support Function
Yuan Liao
and
Anna Simoni
University of Maryland
and
French National Center for Scientific Research (CNRS)
Date Posted: December 13, 2012
Last Revised: December 16, 2012
Working Paper Series
14 downloads
Option Bounds for Short Variance Swaps and the Variance Risk Premium Adjusting for Skewness
Steven J. Jordan
and
Shirley J. Huang
affiliation not provided to SSRN
and
University of Auckland - Department of Mathematics
Date Posted: December 12, 2012
Working Paper Series
33 downloads
Testing for Stationarity with a Break in Panels Where the Time Dimension is Finite
Bulletin of Economic Research, Vol. 64, pp. s123-s148, 2012
Kaddour Hadri
,
Rolf Larsson and
Yao Rao
Queen's University Belfast
,
Stockholm University
and
The University of Liverpool
Date Posted: December 11, 2012
Accepted Paper Series
Use of Matching to Evaluate Environmental Regulatory Enforcement
Thomas Blondiau
and
Carole M. Billiet
Center for Economic Studies - KU Leuven
and
Ghent University - Faculty of Law
Date Posted: December 10, 2012
Working Paper Series
15 downloads
f(Newton)
Fred Viole
and
David N. Nawrocki
OVVO Financial Systems
and
Villanova University - Department of Finance
Date Posted: December 08, 2012
Last Revised: December 14, 2012
Working Paper Series
Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean
Tinbergen Institute Discussion Paper 12-133/III
Francisco Blasques
VU University Amsterdam
Date Posted: December 07, 2012
Working Paper Series
7 downloads
Perception of Deception: The Fall in Redistribution Preferences and Rise in Government Mistrust after the Great Recession
Christa Marr and
Chih Ming Tan
Clark University- Department of Economics
and
University of North Dakota
Date Posted: December 05, 2012
Last Revised: May 16, 2013
Working Paper Series
3 downloads
Nonparametric HAC Estimation for Time Series Data with Missing Observations
FRB International Finance Discussion Paper No. 1060
Deepa Dhume Datta and
Wenxin Du
Federal Reserve Board - Global Capital Markets
and
Harvard University
Date Posted: December 05, 2012
Working Paper Series
5 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
EDP
,
EDP - Energias de Portugal
and
EDP - Energias de Portugal
Date Posted: December 02, 2012
Last Revised: December 03, 2012
Working Paper Series
11 downloads
Nonparametric Kernel Estimation of Evolutionary Autoregressive Processes
Seoul Journal of Economics, Vol. 25, No. 4, pp. 463-488, 2012
Woocheol Kim
University of Seoul
Date Posted: November 30, 2012
Accepted Paper Series
8 downloads
Big House or Small House, Which One Should We Buy? Evidence from Hong Kong
Chun Kei Tsang
,
Gao Junjie
,
Wing-Keung Wong
and
Xiaolong Liu
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
Hong Kong Baptist University (HKBU)
and
affiliation not provided to SSRN
Date Posted: November 30, 2012
Working Paper Series
18 downloads
Dependencia Estructural en los Mercados Bursatiles de Colombia y Estados Unidos: Una Aproximacion Usando Copulas (Structural Dependence on the Stock Exchange Market of Colombia and the United States: An Approach Using Couples)
Cuadernos de Economía, Vol. 31, No. 57, Special Issue, 2012,
Daiver Cardona Salgado Sr.
affiliation not provided to SSRN
Date Posted: November 28, 2012
Accepted Paper Series
11 downloads
The Impact of Voluntary Audits and Governance Characteristics on Accounting Errors in Private Companies
Journal of Accounting and Public Policy, 2013, 2012 JAPP/LSE Accounting and Corporate Governance Conference
Mark A. Clatworthy
and
Michael J. Peel
Cardiff Business School
and
Cardiff University - Cardiff Business School
Date Posted: November 28, 2012
Accepted Paper Series
The Survival and Success of Canadian Penny Stock IPOs
CIRANO - Scientific Publications 2009s-28
Cécile Carpentier and
Jean-Marc Suret
Laval University
and
Laval University
Date Posted: November 26, 2012
Working Paper Series
16 downloads
Investment Horizon Dependent CAPM: Adjusting Beta for Long-Term Dependence
Carlos León
,
Karen Leiton
and
Alejandro Reveiz
Banco de la República (Central Bank of Colombia)
,
affiliation not provided to SSRN
and
World Bank
Date Posted: November 24, 2012
Working Paper Series
31 downloads
The Effect of Additional Funds for Low-Ability Pupils - A Nonparametric Bounds Analysis
CESifo Working Paper Series No. 3993
Monique de Haan
affiliation not provided to SSRN
Date Posted: November 21, 2012
Working Paper Series
13 downloads
Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
CentER Discussion Paper Series No. 2012-089
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: November 20, 2012
Last Revised: March 22, 2013
Working Paper Series
7 downloads
An Overview of the Goodness-of-Fit Test Problem for Copulas
Jean-David Fermanian
CREST
Date Posted: November 19, 2012
Working Paper Series
26 downloads
Asymmetric Information in the Market for Hospital Daily Benefits
Martin Spindler
Max Planck Institute for Social Law and Social Policy
Date Posted: November 18, 2012
Working Paper Series
21 downloads
Challenging Traditional Risk Models by a Non-Stationary Approach with Nonparametric Heteroscedasticity
Marc Gürtler
and
Ronald Rauh
University of Braunschweig - Institute of Technology, Department of Finance
and
Öffentliche Versicherung Braunschweig
Date Posted: November 16, 2012
Working Paper Series
67 downloads
Identification of Demand Models of Multiple Purchases
Itai Sher
and
Kyoo il Kim
University of Minnesota - Twin Cities Department of Economics
and
University of Minnesota - Twin Cities
Date Posted: November 14, 2012
Working Paper Series
3 downloads
Specification Testing Driven by Orthogonal Series in Nonlinear and Nonstationary Time Series Models
Jiti Gao and
Chaohua Dong
Monash University - Department of Econometrics & Business Statistics
and
affiliation not provided to SSRN
Date Posted: November 14, 2012
Working Paper Series
6 downloads
Productivity and Efficiency Change of Banks in North Africa Countries
International Review of Applied Financial Issues and Economics, Vol. 3, No. 1, 2011
Ibrahim Ahmed Onour
and
Chebbi Tarek
University of Khartoum
and
University of Sousse - Faculty of Economic Sciences and Management
Date Posted: November 13, 2012
Accepted Paper Series
15 downloads
A Hybrid Model for Equity Indices and Stochastic Interest Rates
Jan F. Baldeaux
,
Man Chung Fung
,
Katja Ignatieva
and
Eckhard Platen
University of Technology, Sydney
,
University of New South Wales (UNSW)
,
University of New South Wales - Australian School of Business
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: November 10, 2012
Last Revised: November 16, 2012
Working Paper Series
33 downloads
Estimating Revenue under Collusion-Proof Auctions
Gaurab Aryal
and
Maria Florencia Gabrielli
Australian National University - Research School of Economics
and
Universidad Nacional de Cuyo
Date Posted: November 10, 2012
Working Paper Series
9 downloads
A Study of the Efficiency and Unbiasedness in NCDEX: A Case Study of Guar Gum
Presented at XI Capital Market Conference, IICM Mumbai, 21-22, December 2012
Tarun Kumar Soni
National Institute of Financial Management
Date Posted: November 09, 2012
Last Revised: January 01, 2013
Accepted Paper Series
Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
CESifo Working Paper Series No. 3980
Sasa Zikovic
and
Randall K. Filer
University of Rijeka - Faculty of Economics
and
City University of New York, CUNY Hunter College - Department of Economics
Date Posted: November 07, 2012
Working Paper Series
34 downloads
Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26
Roberto Savona
and
Marika Vezzoli
University of Brescia
and
University of Brescia
Date Posted: November 07, 2012
Working Paper Series
19 downloads
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Adam McCloskey
and
Pierre Perron
Brown University - Department of Economics
and
Boston University - Department of Economics
Date Posted: November 06, 2012
Working Paper Series
22 downloads
Understanding Rising Income Inequality in Germany, 1999/2000–2005/2006
Review of Income and Wealth, Vol. 58, Issue 4, pp. 622-647, 2012
Martin Biewen and
Andos Juhasz
Deutsches Institut für Wirtschaftsforschung (DIW)
and
University of Tuebingen
Date Posted: November 06, 2012
Accepted Paper Series
Range Volatility: A Review of Models and Empirical Studiues
Handbook of Financial Econometrics and Statistics, Forthcoming
Ray Y. Chou and
Nathan Liu
Academia Sinica
and
Institute of Finance, National Chiao Tung University
Date Posted: October 30, 2012
Accepted Paper Series
Who Leaves and When? – Selective Outmigration of Immigrants from Germany
SOEPpaper No. 490
Torben Kuhlenkasper
and
Max Friedrich Steinhardt
affiliation not provided to SSRN
and
Hamburg Institute of International Economics (HWWI)
Date Posted: October 26, 2012
Working Paper Series
12 downloads
Managerial Turnover and the Behavior of Mutual Fund Investors
Joop Huij
,
Simon D. Lansdorp and
Marno Verbeek
Erasmus University - Rotterdam School of Management
,
Robeco Quantitative Strategies
and
Erasmus University - Rotterdam School of Management
Date Posted: October 26, 2012
Working Paper Series
53 downloads
Pricing Asian Power Options under Jump-Fraction Process
Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Peng Bin
and
Peng Fei
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 25, 2012
Accepted Paper Series
21 downloads
Testing the Form of Theoretical Models by Relaxing Assumptions: Comparing Parametric and Nonparametric Models
Seth M. Spain ,
Kristin L. Sotak
,
Joey (Chou-Yu) Tsai
and
P. D. Harms
SUNY at Binghamton - School of Management
,
State University of New York at Binghamton - School of Management
,
State University of New York at Binghamton - School of Management
and
University of Nebraska at Lincoln
Date Posted: October 20, 2012
Last Revised: March 27, 2013
Working Paper Series
25 downloads
The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece
Economic Notes, Vol. 41, Issue 3, pp. 173-182, 2012
Vassilios G. Papavassiliou
affiliation not provided to SSRN
Date Posted: October 20, 2012
Accepted Paper Series
Bayesian Forecasting with Highly Correlated Predictors
Dimitris Korobilis
University of Glasgow
Date Posted: October 19, 2012
Working Paper Series
26 downloads
Optimism Bias? The Elasticity Puzzle in International Economics Revisited
ECB Working Paper No. 1482
Vesna Corbo and
Chiara Osbat
Uppsala University
and
European Central Bank (ECB)
Date Posted: October 18, 2012
Working Paper Series
13 downloads
Risk Horizon and Expected Market Returns
Georges Hubner and
Thomas Lejeune
HEC Management School - University of Liège
and
University of Liege
Date Posted: October 18, 2012
Last Revised: May 17, 2013
Working Paper Series
47 downloads
Technical Efficiency of Public Hospitals in Senegal: A Data Envelopment Analysis with an Estimated Case Mix Index
Sophie P. Faye
Suffolk University
Date Posted: October 18, 2012
Working Paper Series
45 downloads
Estimating the Effect of Perceived Risk of Crime on Social Trust in the Presence of Endogeneity Bias
Social Indicators Research, Forthcoming
Luca Zanin
,
Rosalba Radice
and
Giampiero Marra
Prometeia
,
University of Bath
and
University College London
Date Posted: October 18, 2012
Accepted Paper Series
The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece
Economic Notes, Vol. 41, Issue 3, pp. 173-182, 2012
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: October 10, 2012
Last Revised: November 15, 2012
Accepted Paper Series
Asymptotic Efficiency of Semiparametric Two-Step GMM
Cowles Foundation Discussion Paper No. 1880
Xiaohong Chen ,
Jinyong Hahn and
Zhipeng Liao
Yale University - Cowles Foundation
,
University of California, Los Angeles
and
University of California, Los Angeles (UCLA)
Date Posted: October 09, 2012
Working Paper Series
26 downloads
Consume Now or Later? Time Inconsistency, Collective Choice and Revealed Preference
Abi Adams
,
Laurens Cherchye
,
Bram De Rock
and
Ewout Verriest
University of Oxford - Department of Economics
,
KU Leuven
,
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
Catholic University of Leuven (KUL)-Kortrijk. Subfaculty of Economics and Business
Date Posted: October 09, 2012
Working Paper Series
8 downloads
Implications of the Cressie-Read Family of Additive Divergences for Information Recovery
George Judge and
Ron Mittelhammer
University of California, Berkeley - Department of Agricultural & Resource Economics
and
Washington State University - Department of Agricultural and Resource Economics
Date Posted: October 08, 2012
Working Paper Series
13 downloads
Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment
IZA Discussion Paper No. 6874
Daniel J. Henderson and
Esfandiar Maasoumi
University of Alabama
and
Southern Methodist University (SMU) - Department of Economics
Date Posted: October 07, 2012
Working Paper Series
4 downloads
Accuracy of Targeting and Implications of Rationing in Mahatma Gandhi National Rural Employment Guarantee Scheme: Evidence from West Bengal, India
Upasak Das
Indira Gandhi Institute of Development Research
Date Posted: October 07, 2012
Working Paper Series
11 downloads
Getting Back into the Labor Market: The Effects of Start-Up Subsidies for Unemployed Females
IZA Discussion Paper No. 6830
Marco Caliendo and
Steffen Künn
Institute for the Study of Labor (IZA)
and
University of Potsdam
Date Posted: October 06, 2012
Working Paper Series
6 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
University of Alabama
,
State University of New York (SUNY) at Binghamton - Department of Economics
and
Virginia Polytechnic Institute & State University
Date Posted: October 06, 2012
Working Paper Series
19 downloads
CDS Spreads Explained with Credit Spread Volatility and Jump Risk of Individual Firms
Arben Kita
Bangor Business School
Date Posted: October 06, 2012
Last Revised: October 12, 2012
Working Paper Series
101 downloads
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