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Abstracts: 624,452
Full Text Papers: 520,462
Authors: 288,092
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Last 12 months: 11,741,973
Last 30 days: 848,046

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SSRN eLibrary Search Results
JEL Code: C14
347,329 Total downloads
Showing Papers 1,101 - 1,150 of 2,673
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1 2 3 4 ... 54 | Next >
   


Incl. Electronic Paper Orthant Probabilities for Robust Correlation and Structural Performance Enhancement
Marty Anderson , Shan Chen , Jennifer Eichholz , Marc Lieberman , Mark Lundin , Vaida Maleckaite , Ryan Parham , Stephen E. Satchell and Mark Steed
Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Kutak Rock, LLP , Charles Schwab Investment Management , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust , University of Cambridge - Faculty of Economics and Politics and Government of Arizona - Arizona Public Service Personnel Retirement System (PSPRS) Trust
Date Posted: September 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Linear Programming-Based Estimators in Nonnegative Autoregression
Journal of Banking and Finance, Forthcoming
Daniel P. A. Preve
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 01, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Impact of Imf-Supported Programs on FDI in Low-Income Countries
IMF Working Paper No. 15/157
Ali Alsadiq
International Monetary Fund (IMF)
Date Posted: August 31, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Reduced-Form Model for Level-1 Limit Order Books
Tzu-Wei Yang and Lingjiong Zhu
University of Minnesota - Twin Cities - School of Mathematics and University of Minnesota
Date Posted: August 31, 2015
Last Revised: September 01, 2015
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Leveraged Bubbles
CEPR Discussion Paper No. DP10781
Oscar Jorda , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of California, Davis - Department of Economics
Date Posted: August 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Principal Component Analysis of High Frequency Data
Chicago Booth Research Paper No. 15-39
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Last Revised: August 29, 2015
Working Paper Series
142 downloads

Incl. Electronic Paper Local Polynomial Regressions Versus Ols for Generating Location Value Estimates: Which is More Efficient in Out-of-Sample Forecasts?
FRB St Louis Paper No. FEDLWP2015-014
Jeffrey P. Cohen , Cletus C. Coughlin and John M. Clapp
University of Hartford - Barney School of Business , Federal Reserve Bank of St. Louis - Research Division and University of Connecticut - Department of Finance
Date Posted: August 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Big Property or Small Property: Which is a Better Investment Choice? Evidence from the Hong Kong Residential Property Market
Zhuo Qiao and Wing-Keung Wong
University of Macau and Hong Kong Baptist University (HKBU)
Date Posted: August 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Does the Estimation Technique Matter for Efficiency Measures?: Comparative Efficiency Analysis of Public Universities with Parametric and Non-Parametric Methods
Taptuk Emre Erkoc
Gediz University
Date Posted: August 14, 2015
Working Paper Series
4 downloads

A Simple Consistent Nonparametric Estimator of the Lorenz Curve
Yu Yvette Zhang , Ximing Wu and Qi Li
Texas A&M University , Texas A&M University (TAMU) - Department of Agricultural Economics and Texas A&M University (TAMU) - Department of Economics
Date Posted: August 08, 2015
Working Paper Series

Incl. Electronic Paper The Space of Gravity: Spatial Filtering Estimation of a Gravity Model for Bilateral Trade
Quaderni - Working Paper DSE N° 1022,
Roberto Patuelli , Gert-Jan Linders , Rodolfo Metulini and Daniel A. Griffith
University of Bologna - Department of Economics , Ministry of Social Affairs and Employmen , IMT Lucca Institute for Advanced Studies and University of Texas at Dallas - School of Economic, Political and Policy Sciences
Date Posted: August 08, 2015
Working Paper Series
4 downloads

A Density-Ratio Model of Crop Yield Distributions
Yu Yvette Zhang
Texas A&M University
Date Posted: August 07, 2015
Working Paper Series

Incl. Electronic Paper After-School Care and Parents’ Labor Supply
USC-INET Research Paper No. 15-21
Christina Felfe , Michael Lechner and Petra Thiemann
University of St. Gallen , University of St. Gallen - Swiss Institute for Empirical Economic Research and University of Southern California
Date Posted: August 07, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Generalised Partially Linear Regression with Misclassified Data and an Application to Labour Market Transitions
ZEW - Centre for European Economic Research Discussion Paper No. 15-043
Stephan Dlugosz , Enno Mammen and Ralf A. Wilke
Centre for European Economic Research (ZEW) , University of Mannheim - Department of Economics and Copenhagen Business School - Department of Economics
Date Posted: August 06, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes
Degui Li and Runze Li
University of York and Pennsylvania State University
Date Posted: August 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Simple Adjustment for Bandwidth Snooping
Cowles Foundation Discussion Paper No. 1961R
Timothy B. Armstrong and Michal Kolesar
Yale University - Cowles Foundation and Harvard University - Department of Economics
Date Posted: July 31, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Cognitive and Economic Impact of Social Activities in Older Age: Evidence from 17 European Countries
Netspar Discussion Paper No. 12/2014-090
Dimitris Christelis and Loretti Dobrescu
Centre for Studies in Economics and Finance (CSEF), University of Naples Federico II and University of New South Wales
Date Posted: July 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Nonparametric Estimation of Conditional Quantile Regression with Mixed Discrete and Continuous Data
Degui Li , Qi Li and Zheng Li
University of York , Texas A&M University (TAMU) - Department of Economics and Texas A&M University
Date Posted: July 28, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk
Shiyi Chen , Wolfgang K. Härdle and Wang Li
Fudan University , Humboldt University of Berlin - Institute for Statistics and Econometrics and Fudan University
Date Posted: July 24, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper From a Rise in B to a Fall in C? SVAR Analysis of Environmental Impact of Biofuels
LIOS Discussion Paper 371/2015
Pavel Ciaian , d'Artis Kancs , Giuseppe Piroli and Miroslava Rajcaniova
Catholic University of Leuven (KUL) - LICOS Center for Transition Economics , Catholic University of Leuven (KUL) - Faculty of Economics and Business - LICOS Centre for Institutions and Economic Performance , University of Naples Federico II and Slovak University of Agriculture
Date Posted: July 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Effect of Commuting Costs to Employment Centers on Urban Property Values: A Spatial Analysis in Bogotá, Colombia
Documento CEDE No. 2015-23
Fernando Carriazo and Julian Peñaranda
Economics Department at Los Andes University and Universidad de los Andes, Colombia - Department of Economics
Date Posted: July 17, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Pricing Kernel Modeling
Denis Belomestny , Shujie Ma and Wolfgang K. Härdle
Weierstras Institute for Applied Analysis and Stochastics (WIAS) , University of California, Riverside (UCR) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: July 14, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper Stochastic Population Analysis: A Functional Data Approach
Lei Fang and Wolfgang K. Härdle
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: July 14, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Risk Related Brain Regions Detected with 3D Image FPCA
Ying Chen , Wolfgang K. Härdle , Qiang He and Piotr Majer
National University of Singapore (NUS) , Humboldt University of Berlin - Institute for Statistics and Econometrics , National University of Singapore (NUS) - Department of Statistics and Applied Probability and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Date Posted: July 14, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Sieve Semiparametric Two-Step GMM Under Weak Dependence
Cowles Foundation Discussion Paper No. 2012
Xiaohong Chen and Zhipeng Liao
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA)
Date Posted: July 14, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure
Cowles Foundation Discussion Paper No. 2008
Steven Berry and Philip A. Haile
Yale University - Department of Economics and Yale University - Department of Economics
Date Posted: July 14, 2015
Working Paper Series
4 downloads

Determinants of Conventional and Islamic Banks' Efficiency Before and after Global Financial Crisis 2008
Muzdalifah Muzdalifah and Viverita D.
Independent and Universitas Indonesia (UI) - Graduate School of Management Faculty of Economics and Business
Date Posted: July 09, 2015
Working Paper Series

Incl. Electronic Paper Partial Identification by Extending Subdistributions
Alexander Torgovitsky
Northwestern University - Department of Economics
Date Posted: July 08, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers
IGIER Working Paper
Joshua Benjamin Miller and Adam Sanjurjo
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Date Posted: July 07, 2015
Working Paper Series
1429 downloads

The Link between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Econometric Reviews, 2010
Esfandiar Maasoumi and Marcelo C. Medeiros
Emory University and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: July 03, 2015
Accepted Paper Series

Incl. Electronic Paper US Inflation Dynamics on Long Range Data
Vasilios Plakandaras , Periklis Gogas , Rangan Gupta and Theophilos Papadimitriou
Democritus University of Thrace , Democritus University of Thrace - Department of Economics , University of Pretoria - Department of Economics and Democritus University of Thrace
Date Posted: July 02, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Random Walks in the Different Sectoral Submarkets of the Philippine Stock Exchange Amid Modernization
The Philippine Review of Economics Vol. L No. 1, June 2013 pp. 57–82,
Cesar C. Rufino
School of Economics, De La Salle University
Date Posted: July 02, 2015
Accepted Paper Series
2 downloads

Allowing for Jump Measurements in Volatility: A High-Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Forthcoming
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: July 01, 2015
Accepted Paper Series

Incl. Electronic Paper Extreme Risk Spillover in Financial Markets: Evidence from the Recent Financial Crisis
Seoul Journal of Economics 28 (No. 2 2015): 171-198
Jungbin Hwang and Jae-Young Kim
University of California, San Diego and Seoul National University - Department of Economics
Date Posted: June 30, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper The Income-Achievement Gap and Adult Outcome Inequality
FEDS Working Paper No. 2015-041
Eric Reed Nielsen
Federal Reserve Board
Date Posted: June 28, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
James McDonald , Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University - Department of Economics , Rutgers, The State University of New Jersey - Rutgers University, Camden and Cyprus University of Technology
Date Posted: June 26, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Banking and Currency Crises: Differential Diagnostics for Developed Countries
ECB Working Paper No. 1810
Mark Joy , Marek Rusnak , Katerina Smidkova and Borek Vasicek
Bank of England , Czech National Bank (CNB) , Czech National Bank (deceased) and Czech National Bank (CNB)
Date Posted: June 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
ECB Working Paper No. 1814
Halbert L. White, Jr. , Tae-Hwan Kim and Simone Manganelli
University of California, San Diego (UCSD) - Department of Economics , University of Nottingham - School of Economics and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Shrinkage Estimation of Categorical Semiparametric Varying – Coefficient Models
Bin Peng , Zhao Ren and Xiaohui Zhang
University of Technology, Sydney , University of Pittsburgh - Department of Statistics and Murdoch University
Date Posted: June 21, 2015
Last Revised: July 04, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Kernel Estimation of Copula Densities and Applications
Song LI and Param Silvapulle
Monash Business School and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 20, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Risk and Risk Management in the Credit Card Industry
Florentin Butaru , Qingqing Chen , Brian J. Clark , Sanmay Das , Andrew W. Lo and Akhtar R. Siddique
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Rensselaer Polytechnic Institute (RPI) , Washington University in Saint Louis , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Office of the Comptroller of the Currency - Enterprise Risk Analysis Division
Date Posted: June 16, 2015
Last Revised: July 19, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Nonparametric Welfare Analysis for Discrete Choice
Econometrica, Vol. 83, No. 2, March 2015
Debopam Bhattacharya
Oxford University
Date Posted: June 13, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity
Carolina Caetano and Juan Carlos Escanciano
University of Rochester and Indiana University Bloomington - Department of Economics
Date Posted: June 09, 2015
Last Revised: July 02, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Estimation of the Stochastic Leverage Effect Using the Fourier Transform Method
Imma Valentina Curato
University of Ulm
Date Posted: June 07, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Equalization of Opportunity: Definitions, Implementable Conditions and Application to Early-Childhood Policy Evaluation.
Luxembourg Institute of Socio-Economic Research (LISER) Working Paper Series 2014-12
Andreoli Francesco , Tarjei Havnes and Arnaud Lefranc
Luxembourg Institute of Socio-Economic Research (LISER) , University of Oslo - Department of Economics and Universite de Cergy-Pontoise
Date Posted: June 07, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Spurious Weather Effects
CESifo Working Paper Series No. 5365
Jo Lind
University of Oslo - Department of Economics
Date Posted: June 04, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Timing Law School (Presentation Slides)
Michael Simkovic and Frank McIntyre
Seton Hall Law School and Rutgers Business School Newark and New Brunswick
Date Posted: June 01, 2015
Last Revised: August 03, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Mortality Forecast: Local or Global?
Han Li and Colin O'Hare
Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 01, 2015
Last Revised: July 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Is It a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?
IGIER Working Paper No. 548
Joshua Benjamin Miller and Adam Sanjurjo
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Date Posted: May 30, 2015
Last Revised: June 18, 2015
Working Paper Series
353 downloads


 

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