Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
Papers Received in
  Last 12 months:
69,683

Paper Downloads:
To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

CiteReader:  What's this?
Papers with
  Resolved
  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links:
5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C13
358,829 Total downloads
Showing Papers 141 - 190 of 2,078
Sort By
1 2 3 4 ... Last | Next >


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
Working Paper Series

Incl. Electronic Paper Canonical Correlation and Assortative Matching: A Remark
IZA Discussion Paper No. 6942
Arnaud Dupuy and Alfred Galichon
Reims Management School (RMS) and Sciences Po - Department of Economics
Date Posted: October 27, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper VIX Futures Volume and Volatility
Bujar Huskaj
Lund University
Date Posted: October 26, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Structural Estimation of a Pairwise Stable Network Formation with Nonnegative Externality
Yuhei Miyauchi
Massachusetts Institute of Technology (MIT)
Date Posted: October 23, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper 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
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology, Sydney (UTS) - School of Finance and Economics , Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Nanyang Technological University (NTU) - Division of Economics
Date Posted: October 23, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Modeling Dependence in CDS and Equity Markets: Dynamic Copula with Markov-Switching
Fei Fei , Ana-Maria Fuertes and Elena Kalotychou
City University London - Cass Business School , Cass Business School, City University London and City University London - Cass Business School
Date Posted: October 15, 2012
Last Revised: March 27, 2013
Working Paper Series
95 downloads

Incl. Electronic Paper Adaptive GMM Shrinkage Estimation with Consistent Moment Selection
Zhipeng Liao
University of California, Los Angeles (UCLA)
Date Posted: October 15, 2012
Last Revised: December 05, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper 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
14 downloads

Incl. Electronic Paper 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
World Bank and Drexel University - Department of Economics & International Business
Date Posted: October 07, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper Estimating Dynamic Discrete-Choice Games of Incomplete Information
Michael Egesdal , Zhenyu Lai and Che-Lin Su
Harvard University - Department of Economics , Harvard University - Department of Economics and University of Chicago Booth School of Business
Date Posted: October 06, 2012
Last Revised: June 05, 2013
Working Paper Series
130 downloads

Incl. Electronic Paper Modeling Gasoline Demand with Structural Breaks: New Evidence from Nigeria
International Journal of Energy Economics and Policy Vol. 2, No. 1, 2012, pp. 1-9
Olusegun A. Omisakin , Abimbola Oyinlola and Oluwatosin Ademola Adeniyi
Redeemer's University, Nigeria , affiliation not provided to SSRN and Centre for the Study of the Economies of Africa
Date Posted: October 06, 2012
Accepted Paper Series
11 downloads

Incl. Electronic Paper On a Principal Varying Coefficient Model
Qian Jiang , Hansheng Wang , Yingcun Xia and Guohua Jiang
affiliation not provided to SSRN , Peking University - Guanghua School of Management , affiliation not provided to SSRN and Peking University - Guanghua School of Management
Date Posted: October 06, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria
International Journal of Economic Sciences and Applied Research, Volume 5 Issue 2, pp. 129-144
Olusegun A. Omisakin , Oluwatosin Ademola Adeniyi and Abimbola Oyinlola
Redeemer's University, Nigeria , Centre for the Study of the Economies of Africa and affiliation not provided to SSRN
Date Posted: October 04, 2012
Accepted Paper Series
9 downloads

Does FDI Crowds In or Out Domestic Investment?: New Evidence from Emerging Economies
Ahmed Kamaly
affiliation not provided to SSRN
Date Posted: October 02, 2012
Working Paper Series

Incl. Electronic Paper Estimation of the Marginal Expected Shortfall: The Mean When a Related Variable is Extreme
CentER Discussion Paper Series No. 2012-080
Juan-Juan Cai , John H. J. Einmahl , Laurens de Haan and Chen Zhou
Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Department of Econometrics & Operations Research , Erasmus University Rotterdam (EUR) - Department of Econometrics and De Nederlandsche Bank
Date Posted: September 27, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper A Test of the Conditional Independence Assumption In Sample Selection Models
Martin Huber and Blaise Melly
University of St. Gallen and Brown University - Department of Economics
Date Posted: September 25, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper A Tractable Estimator for General Mixed Multinomial Logit Models
FRB of Cleveland Working Paper No. 12-19
Jonathan James
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: September 20, 2012
Accepted Paper Series
20 downloads

Deriving Cumulative Distribution Functions & Probability Density Functions Using Partial Moments
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Date Posted: September 19, 2012
Working Paper Series

Deriving Nonlinear Correlation Coefficients from Partial Moments
Fred Viole and David N. Nawrocki
OVVO Financial Systems and Villanova University - Department of Finance
Date Posted: September 19, 2012
Last Revised: October 09, 2012
Working Paper Series

Incl. Electronic Paper Prediction of Apple Quality Distribution at Harvest
Acta Horticulturae (ISHS) 476:361-366
Yolanta Saks and Moshe Kim
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 19, 2012
Accepted Paper Series
2 downloads

Incl. Electronic Paper Lognormal Distribution of Apples in Relation to Maturity Restriction at Harvest
Acta Hort. (ISHS) 604:605-610, 2003
Zinaida Zugman , Yolanta Saks and Moshe Kim
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 18, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering
Masaaki Fujii
University of Tokyo - Faculty of Economics
Date Posted: September 12, 2012
Last Revised: March 26, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Asymmetric Effects of Inflation on Stock Market Prices: New Empirical Evidence Using Greek Data
Journal of Applied Business Research, Vol. 28, No 3, pp. 325-332, 2012
Constantinos Katrakilidis , Andreas Lake and Emmanouil Trachanas
Aristotle University of Thessaloniki - Department of Economics , Eurobank-Ergasias EFG and Aristotle University of Thessaloniki - Department of Economics
Date Posted: September 10, 2012
Last Revised: September 13, 2012
Accepted Paper Series
73 downloads

Incl. Electronic Paper Volatility, Correlation, and the Market Trend
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 05, 2012
Last Revised: October 10, 2012
Working Paper Series
163 downloads

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Rotman School of Management Working Paper No. 2140617
Yutec Sun and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 12, 2013
Working Paper Series
93 downloads

Incl. Electronic Paper A Strategy to Reduce the Count of Moment Conditions in Panel Data GMM
Quaderni - Working Paper DSE No. 843
Maria Elena Bontempi and Irene Mammi
University of Bologna - Department of Economics and University of Bologna - Faculty of Economics
Date Posted: September 04, 2012
Working Paper Series
5 downloads

Incl. Electronic Paper An Almost Closed Form Estimator for the EGARCH Model
Christian M. Hafner and Oliver B. Linton
Catholic University of Louvain - Institute of Statistics and University of Cambridge
Date Posted: September 01, 2012
Last Revised: March 09, 2013
Working Paper Series
48 downloads

Incl. Fee Electronic Paper The Nicholson Blowfly Experiments: Some History and EDA
Journal of Time Series Analysis, Vol. 33, Issue 5, pp. 718-723, 2012
David R. Brillinger
affiliation not provided to SSRN
Date Posted: August 30, 2012
Accepted Paper Series

Incl. Electronic Paper Logistic Law of Growth as a Base for Method of Forecasting Stock Market Data
Rafał Siedlecki and Daniel Papla
Wroclaw University of Economics and Wroclaw University of Economics
Date Posted: August 29, 2012
Last Revised: October 29, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Let's Get LADE: Robust Estimation of Semiparametric Multiplicative Volatility Models
Bonsoo Koo and Oliver B. Linton
Monash University - Faculty of Business and Economics and University of Cambridge
Date Posted: August 21, 2012
Last Revised: April 26, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Why We Do What We Do? A Model of Activity Consumption
Journal of Marketing Research, Forthcoming
Lan Luo , Brian T. Ratchford and Botao Yang
University of Southern California , University of Texas at Dallas and University of Southern California - Marshall School of Business
Date Posted: August 20, 2012
Accepted Paper Series
67 downloads

Incl. Electronic Paper Using Weights in the Analysis of the KFS Data: KFS Professional Development Workshops
Ewing Marion Kauffman Foundation Research Paper
Joseph Farhat
Central Connecticut State University - Department of Finance
Date Posted: August 19, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Mutual Fund Trades: Timing Sentiment and Managing Tracking Error Variance
25th Australasian Finance and Banking Conference 2012
Dominic Gasbarro , Grant Cullen , Gary S. Monroe and J. Kenton Zumwalt
Murdoch University , Murdoch University , University of New South Wales (UNSW) - Australian School of Business and Colorado State University - Department of Finance & Real Estate
Date Posted: August 19, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper A Strategy to Reduce the Count of Moment Conditions in Panel Data GMM
Maria Elena Bontempi and Irene Mammi
University of Bologna - Department of Economics and University of Bologna - Faculty of Economics
Date Posted: August 18, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Wavelet Power: Wavelet Energy Ratio Unit Root Tests
Mirza Trokic
McGill University Department of Economics
Date Posted: August 18, 2012
Working Paper Series
52 downloads

Incl. Electronic Paper A Potential Outcomes, and Typically More Powerful, Alternative to 'Cochran-Mantel-Haenszel'
Cassandra Wolos Pattanayak , Donald B. Rubin and Elizabeth R. Zell
Harvard University - Department of Statistics , Harvard University - Department of Statistics and affiliation not provided to SSRN
Date Posted: August 15, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper How Informative are In-Sample Information Criteria to Forecasting? The Case of Chilean GDP
Carlos A. Medel
Central Bank of Chile
Date Posted: August 15, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper The Real Estate Conundrum in the CEE Office Markets: Thinking Too Big?
ISET Working Paper Series WP 001-10
Frédéric Laurin , John-John D'Argensio and Thea Goginashvili
University of Quebec at Trois-Rivières , affiliation not provided to SSRN and Tbilisi State University (TSU) - International School of Economics (ISET)
Date Posted: August 15, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper Economic Growth and Electricity Consumption in Africa and Asia: MS-VAR and MS-Granger Causality Analysis
Melike Bildirici
Yildiz Technical University
Date Posted: August 14, 2012
Last Revised: October 08, 2012
Working Paper Series
54 downloads

Incl. Electronic Paper Doubtful Significance: Can an Amorphous Cloud of Points Really Illustrate a Significant Relationship?
Nottingham University Business School Research Paper No. 2012-08
G. M. Peter Swann
Nottingham University Business School
Date Posted: August 10, 2012
Last Revised: August 13, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Efficient Estimation of Some Elliptical Copula Regression Models through Scale Mixtures of Normal
Nuttanan Wichitaksorn , Richard H. Gerlach and Boris Choy
affiliation not provided to SSRN , University of Sydney and The University of Sydney Business School
Date Posted: August 07, 2012
Working Paper Series
49 downloads

Common Factors in the Nominal and Real Yield Curve of Government Bonds
Roy Stein
Bank of Israel
Date Posted: August 06, 2012
Working Paper Series

Incl. Electronic Paper Concept and Mathematics of Islamic Financial Engineering
8th International Conference on Islamic Economics and Finance, 20 December 2011, Doha, Qatar
Nadi Serhan Aydin and Martin Rainer
Institute of Applied Mathematics, Middle East Technical University and ENAMEC Institute
Date Posted: August 06, 2012
Last Revised: August 08, 2012
Working Paper Series
167 downloads

Incl. Electronic Paper Robust Filtering
Laurent E. Calvet , Veronika Czellar and Elvezio Ronchetti
HEC Paris (Groupe HEC) - Finance Department , HEC Paris (Groupe HEC) - Economics & Decision Sciences and University of Geneva - Department of Econometrics
Date Posted: August 04, 2012
Working Paper Series
108 downloads

Incl. Electronic Paper 'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Kirti Khanna and Nidhi Sharma
Dayalbagh Educational Institute and Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
69 downloads

Incl. Electronic Paper Estimation of Bivariate Copula-Based Seemingly Unrelated Tobit Models
Nuttanan Wichitaksorn
affiliation not provided to SSRN
Date Posted: August 02, 2012
Working Paper Series
72 downloads

Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market
Nikos C. Papapostolou , Nikos K. Nomikos , Panos K. Pouliasis and Ioannis Kyriakou
Cass Business School, City University London , City University London - Faculty of Finance , Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: August 02, 2012
Working Paper Series

Incl. Electronic Paper Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models?
Nishad Kapadia and Bradley S. Paye
Rice University and University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: July 29, 2012
Last Revised: November 14, 2012
Working Paper Series
95 downloads

Incl. Electronic Paper Price-Based Techniques for Market Definition & Buying Power Index
Panagiotis N. Fotis
University of Central Greece - Department of Regional Economic Development
Date Posted: July 29, 2012
Working Paper Series
48 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo1 in 3.500 seconds