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JEL Code: C2
1,124,411 Total downloads
Showing Papers 141 - 190 of 8,107
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A Generalized Method of Moments Estimator for a Spatial Model with Moving Average Errors, with Application to Real Estate Prices
Bernard Fingleton
affiliation not provided to SSRN
Date Posted: April 27, 2006124 downloads
A Generalized Spatial Panel Data Model with Random Effects CESifo Working Paper Series No. 3930
Badi H. Baltagi
,
Peter Egger
and
Michael Pfaffermayr
Date Posted: September 13, 201277 downloads
A Generalized Spatial Panel Data Model with Random Effects Center for Policy Research Working Paper No. 113
Badi H. Baltagi
,
Peter Egger
and
Michael Pfafermayr
Date Posted: April 13, 201146 downloads
A Gini-Based Methodology for Identifying and Analyzing Time Series with Non-Normal Innovations
Amit Shelef
and
Edna Schechtman
Date Posted: July 16, 2011Last Revised: January 26, 201341 downloads
A Gold Bubble?
Dirk G. Baur
and
Kristoffer J. Glover
Date Posted: October 25, 2012240 downloads
A Guide to Delphi FORESIGHT: The Int'l Journal of Applied Forecasting (International Institute of Forecasters), Forthcoming
Gene Rowe
Date Posted: December 04, 2007
A Hedonic Analysis of the Effects of Transport Accessibility on Flat Prices in Hong Kong
John L. Glascock ,
Lei Feng
,
Yingmei Liu
and
Helen X. Bao
Date Posted: August 22, 2008145 downloads
A Heterogeneous Bayesian Regression Model for Cross-Sectional Data Involving a Single Observation Per Response Unit Psychometrika, Volume 77, Issue 2 (2012), Page 293-314
Duncan K. H. Fong
,
Peter Ebbes
and
Wayne S. DeSarbo
Date Posted: August 30, 2011Last Revised: March 09, 201362 downloads
A Least Squares Regression Realised Covariation Estimation Under MMS Noise and Non-Synchronous Trading
Ingmar Nolte
,
Michalis Vasios
and
Valeri Voev
Date Posted: January 23, 201330 downloads
A Likelihood-Based Analysis for Relaxing the Exclusion Restriction in Randomized Experiments with Imperfect Compliance Bank of Italy Temi di Discussione (Working Paper) No. 683
Andrea Mercatanti
Date Posted: October 28, 200818 downloads
A Long Memory Model with Mixed Normal GARCH for US Inflation Data
Yin-Wong Cheung and
Sang-Kuck Chung
Date Posted: August 06, 200980 downloads
A Longer-Run Perspective on Fiscal Sustainability ISEG Working Paper No. 17
Antonio Afonso and
João Tovar Jalles
Date Posted: September 18, 201133 downloads
A Longitudinal Analysis of Customer Satisfaction and Share of Wallet: Investigating the Moderating Effect of Customer Characteristics Journal of Marketing, Vol. 70, No. 4, October 2006
Bruce Cooil
,
Timothy L. Keiningham
,
Lerzan Aksoy
and
MIchael Hsu
affiliation not provided to SSRN
Date Posted: July 18, 2006
A Macro Prediction of the Use of Care Provisions, Based on a Nested Logit Model iHEA 2007 6th World Congress: Explorations in Health Economics Paper
Jedid-Jah Jonker
,
Klarita Sadiraj
and
Isolde Woittiez
Date Posted: June 22, 2007
A Markov Chain Quasi-Monte Carlo Method for Bayesian Estimation of Stochastic Volatility Model
Eric Fung
,
Ching-Wah Ho
,
Tak-Kuen Siu
and
Wing-Keung Wong
affiliation not provided to SSRN
,
Macquarie University, Faculty of Business and Economics
and
Hong Kong Baptist University (HKBU)
Date Posted: February 02, 2010Last Revised: September 03, 2012146 downloads
A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Giovanni Calice
,
Christos Ioannidis and
Rong Hui Miao
Date Posted: May 27, 2010Last Revised: November 20, 201055 downloads
A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Giovanni Calice
,
Christos Ioannides
and
Rong Hui Miao
Date Posted: March 03, 201118 downloads
A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Giovanni Calice
,
Christos Ioannidis and
Rong Hui Miao
Date Posted: January 16, 2011Last Revised: January 21, 201242 downloads
A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities PIER Working Paper No. 12-020
Fei Chen
,
Francis X. Diebold and
Frank Schorfheide
Date Posted: May 10, 2012109 downloads
A Markov-Switching Range-Based Volatility Model with Applications in Volatility Adjusted VAR Estimation
Chun-Chou Wu
,
Yi-Kai Su
and
Daniel Wei-Chung Miao
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: March 13, 201261 downloads
A Markup Model of Inflation for the Euro Area ECB Working Paper No. 306
C. Bowdler and
Eilev S. Jansen
Date Posted: May 19, 2004143 downloads
A Martingale Representation for Matching Estimators IZA Discussion Paper No. 4073
Alberto Abadie and
Guido W. Imbens
Date Posted: March 30, 200924 downloads
A Matched Pairs Analysis of State Growth Differences Contemporary Economic Policy, Vol. 30, Issue 2, pp. 293-305, 2012
Brian L. Goff ,
Alex Lebedinsky
and
Stephen E. Lile
Date Posted: April 19, 2012
A Mathematical Model for American Call Option with Dividends and Variable Volatility Int. J. of Appl. Math. and Mech., Vol. 7, No. 17, pp. 46-60, 2011
Asad Ahmad
Date Posted: October 10, 2011
A Maximum Likelihood Approach for Reject Inference in Credit Scoring Rotman School of Management Working Paper No. 07-05
Gongyue Chen
and
Thomas B. Astebro
Date Posted: December 29, 2005Last Revised: March 03, 2013526 downloads
A Maximum Likelyhood Estimator Based on First Difference for a Panel Data Tobit Model with Individual Specific Effects CentER Discussion Paper No. 28
Adriaan Kalwij
Date Posted: December 08, 2000142 downloads
A Measure of Monetary Conditions Reserve Bank of New Zealand Discussion Paper No. G97/1
Richard Dennis
Date Posted: March 09, 200394 downloads
A Method for Detecting Structural Breaks and an Application to the Turkish Stock Market METU Studies in Development, Vol. 27, No. 1-2, pp. 35-45, 2000
Erdem Basci ,
Sidika Basci and
Asad Zaman
Date Posted: January 31, 200980 downloads
A Methodological Proposal to Estimate Changes of Residential Property Value: Case Study Developed in Bogotá Applied Economics Letters, Vol. 18, No. 16, 2011
Jorge Andres Perdomo Calvo
Date Posted: March 28, 2012
A Metric for Money
Bob Blain
Date Posted: August 23, 201114 downloads
A Micro Data Aproach to the Identification of Credit Crunches CESifo Working Paper Series No. 3159
Horst Rottmann and
Timo Wollmershaeuser
Date Posted: August 20, 201054 downloads
A Microeconometric Characterization of Household Consumption Using Quantile Regression Applied Economics Quarterly, Vol. 50, No. 2, pp. 183-208, 2004
Gerd Ronning
and
Niels Schulze
Date Posted: January 27, 2005
A Misspecification-Robust Impulse Response Estimator SMU Economics & Statistics Working Paper Series No. 15-2002
Pao-Li Chang
and
Shinichi Sakata
Date Posted: January 06, 200371 downloads
A Mixture Model of Willingness to Pay Distributions
Mark Yuying An and
Roberto A. Ayala
Date Posted: April 30, 1997289 downloads
A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review
Tony S. Wirjanto and
Dinghai Xu
Date Posted: April 02, 2013
A Model for the Federal Funds Rate Target UC Davis Working Paper No. 99-07
James D. Hamilton and
Oscar Jorda
Date Posted: November 09, 1999557 downloads
A Model of the Anchoring Effect in Dichotomous Choice Valuation with Follow-Up University of Strasbourg Working Paper No. 2003-07
Sandra Nolte (Lechner)
,
Anne Rozan
and
Francois Laisney
Date Posted: July 17, 200685 downloads
A Model of the U.K. Equity Premium Watson Wyatt Technical Paper No. 2002-TR-25
Mirko Cardinale
Date Posted: May 10, 2006121 downloads
A Model Selection Approach to Detect Seasonal Unit Roots
Philip Hans Franses
Date Posted: June 15, 2003
A Model Selection Method for S-Estimation CORE Discussion Paper No. 2005/73
Arie Preminger
and
Shinichi Sakata
Date Posted: February 28, 200638 downloads
A Model-Free Approach to Forecasting Realized Volatility of the S&P 100 Stock Index: Does it Pay?
Julian Andrada-Felix
,
Fernando Fernandez-Rodriguez
and
Ana-Maria Fuertes
Date Posted: May 02, 201316 downloads
A Modelling Framework for Addressing the Synergies Between Global Conventions Through Land Use Changes: Carbon Sequestration, Biodiversity Conservation, Prevention of Land Degradation and Food Security in Agricultural and Forested Lands in Developing Countries FEEM Working Paper No. 30.2007
Raul Ponce-Hernandez
Date Posted: March 28, 2007195 downloads
A Modified Hurdle Model For Completed Fertility Journal of Population Economics, Vol. 13, Issue 2, 2000
J. M.C. Santos Silva and
Francisco Covas
Date Posted: February 05, 2001
A Monte Carlo Comparison of Tests for Cointegration in Panel Data
Suzanne McCoskey
and
Chihwa Kao
affiliation not provided to SSRN
and
Syracuse University
Date Posted: April 15, 201114 downloads
A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances Center for Policy Research Working Paper No. 98
Badi H. Baltagi
,
Peter Egger and
Michael Pfaffermayr
Date Posted: April 20, 20114 downloads
A Monte Carlo Study of Regressions Stanford GSB Research Paper No. 1836(R)
Romain T. Wacziarg
and
William R. Hauk Jr.
Date Posted: May 22, 200673 downloads
A More Powerful Panel Unit Test with an Application to PPP
Chi Keung Marco Lau
affiliation not provided to SSRN
Date Posted: February 23, 2009
A Multi-Factor SABR Model for Forward Inflation Rates Bloomberg Portfolio Research Paper No. 2009-08-FRONTIERS
Fabio Mercurio and
Nicola Moreni
Date Posted: February 05, 2009Last Revised: April 08, 20101083 downloads
A Multi-Horizon Comparison of Density Forecasts for the S&P 500 Using Index Returns and Option Prices EFA 2008 Athens Meetings Paper
Mark B. Shackleton ,
Stephen J. Taylor and
Peng Yu
Date Posted: March 17, 2008Last Revised: May 11, 2010472 downloads
A Multifractal Model of Asset Returns Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Benoit B. Mandelbrot ,
Adlai J. Fisher and
Laurent E. Calvet
Date Posted: April 21, 19986607 downloads
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