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Showing Papers 2,061 - 2,110 of 8,578
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Pseudo Conditional Maximum Likelihood Estimation of the Dynamic Logit Model for Binary Panel Data
Francesco Bartolucci and
Valentina Nigro
Date Posted: January 07, 2008Last Revised: April 01, 2010179 downloads
Root-n Uniformly Consistent Density Estimation in Nonparametric Regression Models Journal of Econometrics, Vol. 167, Issue 2, pp. 305–316, April 2012,
Juan Carlos Escanciano
and
David T. Jacho-Chávez
Date Posted: July 06, 2008Last Revised: March 09, 2012179 downloads
Tail Return Analysis of Bear Stearns Credit Default Swaps
Liuling Li
and
Bruce Mizrach
Date Posted: March 11, 2010Last Revised: March 16, 2010179 downloads
What Drives Health Care Expenditure? Baumol's Model of 'Unbalanced Growth' Revisited KOF Working Papers / KOF Swiss Economic Institute, ETH Zurich No. 133
Jochen Hartwig
Date Posted: June 22, 2006179 downloads
A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks UPF, Economics and Business Working Paper No. 599
Patrice Bertail
,
Christian Haefke ,
Dimitris N. Politis and
Halbert L. White, Jr.
Date Posted: October 24, 2002178 downloads
Active Risk Budgeting: Volatility is Not Standard Deviation
Matthieu Leblanc
Date Posted: May 21, 2009Last Revised: April 04, 2010178 downloads
Aggregating Phillips Curves Swiss Finance Institute Research Paper No. 07-06, ECB Working Paper No. 785
Jean M. Imbs ,
Eric Jondeau and
Florian Pelgrin
Date Posted: February 21, 2007178 downloads
Another Look at the Relationship between Cross-market Correlation and Volatility Finance Research Letters, Vol. 2, No. 2, pp. 75-88, 2005
Söhnke M. Bartram and
Yaw-Huei Wang
Date Posted: February 28, 2005178 downloads
Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations Student, Vol. 5 No. 3-4, pp. 283-298, September 2006
David Ardia
Date Posted: January 28, 2010178 downloads
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations The R Journal, Vol. 2, No. 2, pp. 41–47, 2010,
David Ardia and
Lennart F. Hoogerheide
Date Posted: September 21, 2009Last Revised: April 16, 2011178 downloads
Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application
Matteo M. Pelagatti
Date Posted: March 10, 2006178 downloads
Financial Intermediation, Investment Dynamics and Business Cycle Fluctuations
Andrea Ajello
Date Posted: July 12, 2011Last Revised: November 20, 2012178 downloads
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects Swiss Finance Institute Research Paper No. 08-03
Victor Chernozhukov ,
O. Scaillet and
Patrick Gagliardini
Date Posted: February 04, 2008Last Revised: September 07, 2011178 downloads
Stochastic Volatility Risk and the Size Anomaly
Claudia E. Moise
Date Posted: October 31, 2005178 downloads
The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis ECB Working Paper No. 944
Kai Philipp Christoffel
,
Günter Coenen
and
Anders Warne
Date Posted: October 19, 2008178 downloads
The Value Relevance of Corporate Sustainability and Sustainability Reporting in Europe
Kerstin Lopatta
and
Thomas Kaspereit
Date Posted: December 24, 2011Last Revised: January 28, 2012178 downloads
Weak Interest Rate Parity and Currency Portfolio Diversification
Leonard MacLean
,
Yonggan Zhao
and
William T. Ziemba
Date Posted: March 16, 2006178 downloads
Are Copula-GoF-Tests of Any Practical Use? Empirical Evidence for Stocks, Commodities and FX Futures 22nd Australasian Finance and Banking Conference 2009, Quarterly Review of Economics and Finance, Forthcoming
Gregor N. F. Weiss
Date Posted: August 23, 2009Last Revised: December 12, 2010177 downloads
Bias and Efficiency of Single vs Double Bound Models for Contingent Valuation Studies: a Monte Carlo Analysis Fondazione Eni Enrico Mattei Working Paper No. 10.99
Pinuccia Calia and
Elisabetta Strazzera
Date Posted: April 08, 1999177 downloads
Bond Market Event Study Methodology
Louis H. Ederington ,
Wei Guan and
Zongfei(Lisa) Yang
Date Posted: July 20, 2012177 downloads
Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error CREATES Research Paper No. 2010-8
Peter Reinhard Hansen and
Asger Lunde
Date Posted: February 10, 2010177 downloads
Evidence of Imitation Trading
Mark D. Griffiths ,
Brian F. Smith ,
D. Alasdair S. Turnbull and
Robert W. White
Date Posted: July 28, 1997177 downloads
ExpEnd, A Gauss Programme for Non-Linear GMM Estimation of Exponential Models with Endogenous Regressors for Cross Section and Panel Data CEMMAP Working Paper No. CWP 14/02
Frank Windmeijer
Date Posted: November 20, 2002177 downloads
Health Care Expenditure and GDP: An International Panel Smooth Transition Approach International Journal of Economics, Vol 4, No. 1, pp. 189-200, June 2010
Mohamed Chakroun
Date Posted: March 28, 2009Last Revised: June 21, 2010177 downloads
Hedge Funds: The Good, the (Not-So) Bad, and the Ugly
Yong Chen ,
Michael T. Cliff and
Haibei Zhao
Date Posted: August 24, 2011Last Revised: March 16, 2012177 downloads
Measuring and Modeling Risk Using High-Frequency Data
Wolfgang K. Härdle ,
Nikolaus Hautsch and
Uta Pigorsch
Date Posted: November 01, 2008177 downloads
Motivations of Electronic Word-of-Mouth Communications by Reviewers: A Proposed Study
Vic Matta
and
Raymond Frost
Date Posted: August 09, 2011177 downloads
Paid-Incurred Chain Reserving Method with Dependence Modeling
Sebastian Happ
and
Mario V. Wuthrich
Date Posted: August 22, 2011177 downloads
Spectral Analysis of Time-Dependent Market-Adjusted Return Correlation Matrix
Michael James Bommarito II and
Ahmet Duran
Date Posted: September 06, 2010177 downloads
Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data
Mark Yuying An
Date Posted: May 13, 1997177 downloads
Testing For Differences In The Tails Of Stock-Market Returns HEC Working Paper No. CR 739/2001
Michael Rockinger
Date Posted: November 22, 2001177 downloads
The Growing Need to Quantify Tacit Knowledge for a Sustainable Competitive Advantage
Karym Medhat Metwally
Date Posted: August 28, 2008177 downloads
Time-Varying Sparsity in Dynamic Regression Models
Maria Kalli
and
Jim E. Griffin
Date Posted: January 30, 2012177 downloads
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through Riksbank Research Paper Series No. 18, Sveriges Riksbank Working Paper Series No. 179
Malin Adolfson ,
Stefan Laseen ,
Jesper Lindé and
Mattias Villani
Date Posted: October 19, 2006176 downloads
Default Risk Explains Main Part of Corporate Credit Spreads: Evidence from Multi-Period Non-Merton Model
Leonid V. Philosophov and
Vladimir L. Philosophov
Date Posted: January 29, 2008Last Revised: January 24, 2010176 downloads
Distribution and Market Share
Kenneth C. Wilbur and
Paul Farris
Date Posted: July 31, 2008Last Revised: September 18, 2012176 downloads
Searching for the Causal Structure of a Vector Autoregression UC Davis Working Paper No. 03-03
Kevin D. Hoover and
Selva Demiralp
Date Posted: April 21, 2003176 downloads
Spurious Regressions of Stationary AR(p) Processes with Structural Breaks
Ba M. Chu
and
Roman Kozhan
Date Posted: July 12, 2010176 downloads
The Impact of Large Shareholdings and Board Structure on Efficiency
Douglas Nanka-Bruce
affiliation not provided to SSRN
Date Posted: October 21, 2009Last Revised: June 25, 2010176 downloads
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk Tinbergen Institute Discussion Paper No. TI 05-060/4
Siem Jan Koopman ,
Andre Lucas and
Robert Daniels
Date Posted: June 17, 2005175 downloads
Desperately Seeking (Environmental) Kuznets Fondazione Eni Enrico Mattei Working Paper No. 2.99
Marzio Galeotti and
Alessandro Lanza
Date Posted: April 06, 1999175 downloads
Evidence Uncovered: Long-Term Interest Rates, Monetary Policy,
and the Expectations Theory FRB International Finance Discussion Paper No. 712
Jennifer E. Roush
Date Posted: November 06, 2001175 downloads
Explaining Public Expenditures in Education: An Empirical Analysis in Brazilian Municipalities
Carlos Leonardo Klein Barcelos Sr.
Date Posted: January 25, 2007175 downloads
Faster Implied Volatilities via the Implicit Function Theorem Financial Review, Forthcoming
Michael A. Kelly
Date Posted: October 02, 2005175 downloads
Identifying Unmet Demand Fisher College of Business Working Paper No. 1564290
Sandeep R. Chandukala
,
Yancy Edwards
and
Greg M. Allenby
affiliation not provided to SSRN
and
Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: March 05, 2010175 downloads
Is it a Factor? Time Series Restrictions on Factors
David Heike
and
Gautam Kaul
Date Posted: April 27, 2004175 downloads
Kernel Based Goodness-of-Fit Test for Copulas with Fixed Smoothing Parameters FAME Research Paper No. 145
O. Scaillet
Date Posted: September 13, 2005175 downloads
Marshall’s Maps, the U.S. Reports, and the New Judicial Restraint Green Bag 2d, Vol. 15, No. 4, pp. 445-462, 2012
, George Mason Law & Economics Research Paper No. 12-53
Ross E. Davies
Date Posted: August 09, 2012Last Revised: August 22, 2012175 downloads
The Propagation of Financial Extremes: An Application to Subprime Market Spillovers
Lorán Chollete
Date Posted: March 17, 2008175 downloads
A Trend-Cycle(-Season) Filter ECB Working Paper No. 499
Matthias F. Mohr
Date Posted: July 27, 2005174 downloads
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