Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,216
Full Text Papers:
393,599
Authors:
226,660
Papers Received in Last 12 months:
68,900
Paper Downloads:
To date:
65,896,135
Last 12 months:
11,175,670
Last 30 days:
1,053,335
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C1
1,881,237 Total downloads
Showing Papers 1,301 - 1,350 of 8,579
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Testing the Economic Value of Asset Return Predictability FRB of St. Louis Working Paper No. 2012-049A
Michael W. McCracken and
Giorgio Valente
Date Posted: October 24, 201236 downloads
Testing the CAPM Revisited Journal of Empirical Finance, Vol. 16, No. 5, 2009
Surajit D. Ray
,
N. Eugene Savin and
Ashish Tiwari
Date Posted: December 04, 2009103 downloads
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach LSE STICERD Research Paper No. EM398
Douglas J. Hodgson ,
Oliver B. Linton and
Keith Vorkink
Date Posted: July 21, 200845 downloads
Testing the Arbitrage Pricing Condition of APT
Kim R. Sawyer and
André Gygax
Date Posted: July 13, 2006504 downloads
Testing Symmetry and Proportionality in PPP: A Panel Data Approach Journal of Business and Economic Statistics
Kai Li
Date Posted: February 27, 1999
Testing Symmetry and Proportionality in PPP: A Panel Data Approach University of British Columbia Finance WP No. 97-11, Sauder School of Business Working Paper
Kai Li
Date Posted: February 27, 1999214 downloads
Testing Stationarity in Small‐ and Medium‐Sized Samples When Disturbances are Serially Correlated Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 5, pp. 669-690, 2011
Kristian Jonsson
affiliation not provided to SSRN
Date Posted: September 16, 20113 downloads
Testing Stationarity for Unobserved Components Models UNSW Australian School of Business Research Paper No. 2012 ECON 41
James Morley ,
Irina Panovska
and
Tara M. Sinclair
Date Posted: October 17, 201243 downloads
Testing Slope Homogeneity in Large Panels IEPR Working Paper No. 05.14; CESifo Working Paper No. 1438
M. Hashem Pesaran and
Takashi Yamagata
Date Posted: March 08, 2005109 downloads
Testing Predictive Ability and Power Robustification PIER Working Paper No. 09-035
Kyungchul Song
Date Posted: October 12, 200916 downloads
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
Wolfgang K. Härdle ,
Marlene Müller and
Enno Mammen
Date Posted: January 14, 1997329 downloads
Testing Over-Identifying Restrictions Without Consistent Estimation of the Asymptotic Covariance Matrix
Wei-Ming Lee and
Chung-Ming Kuan
Date Posted: February 21, 201043 downloads
Testing Optimality in Job Search Models FRB International Finance Discussion Paper No. 710
John W. Schindler
Date Posted: September 09, 200164 downloads
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income LSE STICERD Research Paper No. EM402
L A Gil-Alaña
affiliation not provided to SSRN
Date Posted: July 21, 20087 downloads
Testing Non-Linear Dependence in the Hedge Fund Industry Banco de Espana Working Paper No. 1007
Javier Mencia
Date Posted: March 24, 201021 downloads
Testing Non-Linear Dependence in the Hedge Fund Industry
Javier Mencia
Date Posted: May 17, 2006Last Revised: February 17, 2010180 downloads
Testing Multiple Forecasters Stanford University Graduate School of Business Research Paper No. 1957
Yossi Feinberg
and
Colin Stewart
Date Posted: February 07, 200775 downloads
Testing Models of Strategic Behavior Characterized by Conditional Likelihoods
Thomas Otter
,
Timothy Gilbride
and
Greg M. Allenby
Date Posted: February 01, 201168 downloads
Testing Mean Reversion in Stock Market Volatility Journal of Futures Markets, Vol. 28, No. 1, pp. 1-33, 2008
Turan G. Bali and
K. Ozgur Demirtas
Date Posted: October 17, 2006Last Revised: February 27, 20121006 downloads
Testing Macroeconomic Models by Indirect Inference on Unfiltered Data CEPR Discussion Paper No. DP9058
David Meenagh ,
Patrick Minford and
Michael R. Wickens
Date Posted: September 28, 20121 downloads
Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence Economics, Management, and Financial Markets, Vol. 6, No. 3, pp. 136–147, 2011,
Gourishankar S. Hiremath
and
Bandi Kamaiah V
Date Posted: May 02, 201230 downloads
Testing Linearity in Term Structures
Chiara Peroni
Date Posted: July 27, 200925 downloads
Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity Cowles Foundation Discussion Paper No. 1541
S.H. Hong and
Peter C. B. Phillips
Date Posted: December 05, 200587 downloads
Testing Linear Factor Models on Individual Stocks Using the Average F Test
Soosung Hwang and
Stephen E. Satchell
Date Posted: November 18, 2004Last Revised: November 07, 2011256 downloads
Testing Lead-Lag Effects under Game-Theoretic Efficient Market Hypotheses
Wei Wu
and
Glenn Shafer
Date Posted: March 20, 2007Last Revised: April 30, 2010265 downloads
Testing Jumps via False Discovery Rate Control PLOS ONE, Forthcoming
Yu-Min Yen
Date Posted: April 10, 2010Last Revised: March 22, 201371 downloads
Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies: A Modification of Perron Test
Krzysztof Rybinski
Date Posted: January 28, 1997
Testing Independence for a Large Number of High-Dimensional Random Vectors
Guangming Pan
,
Jiti Gao and
Yanrong Yang
Date Posted: March 15, 201319 downloads
Testing Implications of Rational Expectation Model for a Cointegrated VAR with Abrupt Structural Change
Emerson Fernandes Marçal
Date Posted: April 30, 2007Last Revised: October 02, 2012120 downloads
Testing I(1) Against I(d) Alternatives in the Presence of Deteministic Components
Juan Jose Dolado ,
Jesús Gonzalo and
Laura Mayoral
Date Posted: July 23, 200722 downloads
Testing Hypotheses About Interaction Terms in Nonlinear Models
William H. Greene
Date Posted: July 15, 2009
Testing Heckscher-Ohlin Theorem Using Chinese Industrial Factor Intensity Data: Further Evidence from EU Import Markets
Shidi Zhang
,
Yan Juan
and
Wang Xiaowen
Date Posted: August 12, 201062 downloads
Testing Happiness Hypothesis Among the Elderly Cuadernos de Economía, Vol. 27, No. 48, 2008
,
Alejandro Cid
,
Maximo Rossi and
Daniel Ferres
Date Posted: October 05, 201019 downloads
Testing Futures Returns Predictability: Implications for Hedgers
Geert Dhaene
and
Cédric de Ville de Goyet
Date Posted: November 09, 2007154 downloads
Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II Banque de France Working Paper No. 71
Renaud Lacroix
Date Posted: January 05, 20116 downloads
Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I Banque de France Working Paper No. 70
Renaud Lacroix
Date Posted: January 05, 20117 downloads
Testing for Welfare Comparisons When Populations Differ in Size CIRPEE Working Paper No. 10-39
Jean-Yves Duclos and
Agnes Zabsonre
affiliation not provided to SSRN
Date Posted: October 05, 201013 downloads
Testing for Weak Identification in Possibly Nonlinear Models Economic Research Initiatives at Duke (ERID) Working Paper No. 90
Barbara Rossi
and
Atsushi Inoue
affiliation not provided to SSRN
and
North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: January 25, 201146 downloads
Testing for Unit Roots with Prediction Errors University of California at San Diego, Department of Economics Discussion Paper No. 98-21
Ismael Rodriguez-Lara
Date Posted: January 22, 199957 downloads
Testing for Unconditional Predictive Ability Federal Reserve Bank of St. Louis Working Paper No. 2010-031A
Todd E. Clark and
Michael W. McCracken
Date Posted: October 05, 201024 downloads
Testing for Threshold Effect in ARFIMA Models: Application to US Unemployment Rate Data Swiss Finance Institute Research Paper No. 08-42
Amine Lahiani
and
O. Scaillet
Date Posted: December 09, 2008Last Revised: December 23, 2008161 downloads
Testing for Third-Order Stochastic Dominance with Diversification Possibilities ERIM Report Series Reference No. ERS-2002-02-F&A
Thierry Post
Date Posted: February 26, 200882 downloads
Testing for Symmetry of Distribution
Date Posted: August 07, 2011Last Revised: October 30, 201135 downloads
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels Swiss Finance Institute Research Paper No. 11-32
Marcelo Fernandes ,
O. Scaillet and
Eduardo F. Mendes
Date Posted: August 22, 201146 downloads
Testing for Structural Change in the Dynamic Adjustment Model with Autoregressive Errors Empirical Economics, Vol. 24, No. 1, 1999
Kien C. Tran
Date Posted: March 03, 1999
Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations U of London Queen Mary Economics Working Paper No. 470
George Kapetanios
Date Posted: January 15, 2003187 downloads
Testing for Stochastic Monotonicity LSE STICERD Research Paper No. EM504
Sokbae Lee ,
Oliver B. Linton and
Yoon-Jae Whang
Date Posted: July 21, 200829 downloads
Testing for Stochastic Dominance Efficiency
Nikolas L. Topaloglou
and
O. Scaillet
Date Posted: September 15, 2005149 downloads
Testing for Stochastic Dominance Efficiency ERIM Report Series Reference No. ERS-2005-033-F&A
Oliver B. Linton ,
Thierry Post and
Yoon-Jae Whang
Date Posted: May 13, 2005252 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
Date Posted: December 11, 2012
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
4.204 seconds
