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JEL Code: C13
355,590 Total downloads
Showing Papers 221 - 270 of 2,072
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Minimum Distance Estimators for Dynamic Games
Sorawoot Srisuma
University of Cambridge - Faculty of Economics and Politics
Date Posted: June 01, 2012
Last Revised: October 08, 2012
Working Paper Series
17 downloads
Uncertainty and Heterogeneity in Factor Models Forecasting
Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 5
Matteo Luciani
and
Libero Monteforte
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
Bank of Italy
Date Posted: June 01, 2012
Last Revised: July 31, 2012
Accepted Paper Series
13 downloads
Measuring Convergence Using Dynamic Equilibrium Models: Evidence from Chinese Provinces
Lei Pan
,
Olaf Posch
and
Michel van der Wel
Wageningen University and Research Center (WUR) - Development Economics Group
,
Universität Hamburg, Department of Economics
and
Erasmus University Rotterdam
Date Posted: May 31, 2012
Working Paper Series
25 downloads
Stein Estimation for Spherically Symmetric Distributions: Recent Developments
Ann Cohen Brandwein and
William Strawderman
CUNY Baruch College - Zicklin School of BusinessDepartment of Statistics & CIS
and
Statitiscs Center
Date Posted: May 28, 2012
Working Paper Series
Short and Long Memory in Stock Returns Data
Economics Letters, Forthcoming
Enrico Onali
and
John Goddard
University of Wales System - Bangor University, Bangor Business School
and
University of Wales System - Bangor University
Date Posted: May 27, 2012
Accepted Paper Series
Realized Copula
Matthias R. Fengler
and
Ostap Okhrin
University of St. Gallen - School of Economics and Political Science
and
Humboldt University of Berlin
Date Posted: May 24, 2012
Working Paper Series
68 downloads
The Impact of Capacity Utilization on Manufacturing Productivity Growth in Nigeria Using Co-Integration Analysis (1975-2007)
Oluwafemi Olanrewaju Bamikole Sr.
UWI
Date Posted: May 24, 2012
Last Revised: March 03, 2013
Working Paper Series
99 downloads
Book Review: 'ROI for Technology Projects: Measuring and Delivering Value' by D. Brian Roulstone and Jack J. Phillips
Alexei Botchkarev
and
Peter Andru
Ryerson University
and
Ministry of Health and Long-Term Care
Date Posted: May 22, 2012
Last Revised: October 22, 2012
Working Paper Series
28 downloads
Bootstrapping the Chain-Ladder Method for Several Correlated Run-Off Portfolios
Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 97, No. 4 (2008), DOI:10.1007/s12297-008-0035-5,
Jochen Heberle
,
Luis Huergo
and
Michael Merz
University of Hamburg
,
affiliation not provided to SSRN
and
University of Hamburg
Date Posted: May 20, 2012
Accepted Paper Series
Systems Analysis by Hermeneutic Methodology
Jerry Heath
Hawaii Pacific University
Date Posted: May 19, 2012
Last Revised: September 26, 2012
Working Paper Series
19 downloads
Aggregated Chain-Ladder Reserves Including Mack's Tail Factors: An Empirical Analysis
Jochen Heberle
and
Tobias Gummersbach
University of Hamburg
and
affiliation not provided to SSRN
Date Posted: May 17, 2012
Working Paper Series
45 downloads
Bootstrapping the Chain-Ladder Method for Correlated Run-Off-Triangles for Achieving the Predictive DIstribution of the Claims Development Result
Jochen Heberle
,
Luis Huergo
and
Michael Merz
University of Hamburg
,
affiliation not provided to SSRN
and
University of Hamburg
Date Posted: May 16, 2012
Last Revised: May 18, 2012
Working Paper Series
56 downloads
On the Association between HIV Knowledge and Risky Sexual Behavior in India?
Colorado College Working Paper No. 2012-03
Smriti Agarwal
and
Pedro de Araujo
London School of Economics & Political Science (LSE)
and
Colorado College
Date Posted: May 15, 2012
Working Paper Series
23 downloads
Comparison of the Accuracy of the Minimum-Variance Grid Method and the Least Squares Method – A Non-Linear Extension
Real Estate Valuation Theory, (Wang, K and Wolverton, M. I. ed.) American Real Estate Society Monograph Series: Resear
K.W. Chau ,
F. F. Ng and
W. Huang
The University of Hong Kong
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: May 14, 2012
Last Revised: November 15, 2012
Accepted Paper Series
65 downloads
Liquidity Shocks and Stock Market Reactions
Georgetown McDonough School of Business Research Paper No. 2012-02
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: May 10, 2012
Last Revised: October 25, 2012
Working Paper Series
162 downloads
A Cross-Sectional Performance Measure for Portfolio Management
CES Working Paper No. 2010-70
Monica Billio ,
Ludovic Cales and
Dominique Guegan
Ca Foscari University of Venice - Department of Economics
,
Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne
and
Universite Paris 1 Pantheon-Sorbonne
Date Posted: May 09, 2012
Working Paper Series
59 downloads
Using Histograms for Goodness-of-Fit Testing, Model Indexing and Parameter Estimation in Stock Markets
Robert Dochow
,
Mike Kersch
and
Günter Schmidt
Saarland University - Faculty of Law and Economics
,
Saarland University - Faculty of Law and Economics
and
Saarland University - Faculty of Law and Economics
Date Posted: May 09, 2012
Last Revised: July 10, 2012
Working Paper Series
29 downloads
A Three Line Proof that OLS is BLUE
Halbert L. White, Jr. and
Jin Seo Cho
University of California, San Diego (UCSD) - Department of Economics
and
Yonsei University - Department of Economics
Date Posted: May 04, 2012
Working Paper Series
85 downloads
Gaussian Process Based Trading Strategy Identification
Steve Y. Yang
,
Qifeng Qiao
,
Peter Beling
,
Willam T. Scherer
and
Andrei A. Kirilenko
University of Virginia
,
University of Virginia (UVA) - Systems Engineering
,
University of Virginia, Dept. of System & Information Engineering
,
University of Virginia
and
MIT Sloan School of Management
Date Posted: May 04, 2012
Last Revised: December 04, 2012
Working Paper Series
198 downloads
Testing Weak Cross-Sectional Dependence in Large Panels
CESifo Working Paper Series No. 3800
M. Hashem Pesaran
University of Southern California
Date Posted: May 03, 2012
Working Paper Series
19 downloads
Constructing Confidence Bands for the Hodrick-Prescott Filter
Victoria University of Wellington Legal Research Paper No. EWP1202
David E. A. Giles
University of Victoria - Economics
Date Posted: May 02, 2012
Working Paper Series
19 downloads
Bayesian Estimation of Probabilities of Default for Low Default Portfolios
Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: April 30, 2012
Working Paper Series
30 downloads
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Kazuhiko Hayakawa
and
M. Hashem Pesaran
Hiroshima University
and
University of Southern California
Date Posted: April 29, 2012
Working Paper Series
44 downloads
Consistent Estimation of the 'True' Fixed-Effects Stochastic Frontier Model
CEIS Working Paper No. 231
Federico Belotti
and
Giuseppe Ilardi
University of Rome II - Faculty of Economics
and
Bank of Italy
Date Posted: April 25, 2012
Working Paper Series
30 downloads
Endogeneity in Ultrahigh Dimension
Jianqing Fan
and
Yuan Liao
Princeton University - Bendheim Center for Finance
and
University of Maryland
Date Posted: April 25, 2012
Working Paper Series
141 downloads
Regulated Fractionally Integrated Time Series
Mirza Trokic
McGill University Department of Economics
Date Posted: April 19, 2012
Last Revised: July 27, 2012
Working Paper Series
35 downloads
Regulated Variance Ratio Unit Root Tests
Mirza Trokic
McGill University Department of Economics
Date Posted: April 19, 2012
Last Revised: July 25, 2012
Working Paper Series
51 downloads
Item Selection by an Extended Latent Class Model: An Application to Nursing Homes Evaluation
Francesco Bartolucci ,
Giorgio Eduardo Montanari
and
Silvia Pandolfi
Università di Perugia - Finanza e Statistica - Dipartimento di Economia
,
University of Perugia
and
University of Perugia - Department of Economics, Finance and Statistics
Date Posted: April 18, 2012
Last Revised: April 27, 2012
Working Paper Series
32 downloads
High Technology Royalty Survey Financial Terms: Descriptive Statistics and Analysis
Chapter 5, 2011 High Technology Sector Deal Term & Royalty Rate Survey Report, the Licensing Executives Society (U.S.A. and Canada), March 30, 2012.
Jiaqing "Jack" Lu
Applied Economics Consulting Group, Inc.
Date Posted: April 16, 2012
Accepted Paper Series
High Technology Royalty Survey: Economic and Econometric Analysis on Major Issues in Survey
Chapter 6, 2011 High Technology Sector Deal Term & Royalty Rate Survey Report, the Licensing Executives Society (U.S.A. and Canada), March 30, 2012.
Jiaqing "Jack" Lu
Applied Economics Consulting Group, Inc.
Date Posted: April 16, 2012
Accepted Paper Series
The Impacts of Financial Policies on Inflation Rates in Sudan (1989-2010)
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: April 14, 2012
Working Paper Series
45 downloads
Considerations on Partially Identified Regression Models
ZEW - Centre for European Economic Research Discussion Paper No. 12-024
Daniel Cerquera
,
Francois Laisney and
Hannes Ullrich
Centre for European Economic Research (ZEW)
,
Universite Louis Pasteur - BETA-Theme
and
University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: April 12, 2012
Last Revised: April 17, 2012
Working Paper Series
8 downloads
Econometric Modeling of Exchange Rate Volatility and Jumps
Federal Reserve Bank of St. Louis Working Paper No. 2012-008A
Deniz Erdemlioglu
,
Sébastien Laurent and
Christopher J. Neely
University of Namur - FUNDP
,
Maastricht University - Department of Quantitative Economics
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: April 12, 2012
Working Paper Series
58 downloads
Emerging Market Betas and the Cross Section of Hedge Fund Returns
Mustafa O. Caglayan
and
Sevan Ulutas
Ozyegin University
and
Garanti Asset Management
Date Posted: April 09, 2012
Last Revised: April 17, 2012
Working Paper Series
115 downloads
R&D and Aggregate Fluctuations
World Bank Policy Research Working Paper No. 6017
Erhan Artuc
and
Panayiotis M. Pourpourides
World Bank
and
Cardiff University - Cardiff Business School
Date Posted: April 09, 2012
Working Paper Series
32 downloads
Equities' Exposures to Currencies: Beyond the Loglinear Model
Kris Boudt
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: April 08, 2012
Last Revised: February 04, 2013
Working Paper Series
68 downloads
Empirical Pricing Kernel Estimation Using a Functional Gradient Descent Algorithm Based on Splines
Pirmin Meier
and
Francesco Audrino
University of St. Gallen
and
University of St. Gallen
Date Posted: April 05, 2012
Last Revised: December 17, 2012
Working Paper Series
68 downloads
Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy
(Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
Nicholas V. Vakkur
and
Zulma J. Herrera
Trident University
and
Herrera-Vakkur Consulting
Date Posted: April 05, 2012
Accepted Paper Series
301 downloads
Common Drifting Volatility in Large Bayesian Vars
CEPR Discussion Paper No. DP8894
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
,
Federal Reserve Bank of Cleveland
and
European University Institute
Date Posted: April 04, 2012
Working Paper Series
Lifetime Dependence Modelling Using a Truncated Multivariate Gamma Distribution
UNSW Australian School of Business Research Paper No. AIPAR 2012/3
Daniel H. Alai
,
Zinoviy Landsman
and
Michael Sherris
Australian School of Business at UNSW
,
University of Haifa, Department of Statistics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 02, 2012
Last Revised: March 26, 2013
Working Paper Series
52 downloads
A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
11 downloads
Testing Weak Cross-Sectional Dependence in Large Panels
IZA Discussion Paper No. 6432
M. Hashem Pesaran
University of Southern California
Date Posted: March 31, 2012
Working Paper Series
22 downloads
Riding on a Non-Gaussian Smile
Midwest Finance Association 2013 Annual Meeting Paper
Sofiane Aboura
,
Sébastien Valeyre
and
Niklas Wagner
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
,
John Locke Investments
and
Passau University
Date Posted: March 30, 2012
Last Revised: January 25, 2013
Working Paper Series
86 downloads
An Extended Model for Estimating Discretionary Loan Loss Provisions in Brazilian Banks
Jose Alves Dantas
and
Paulo Roberto B. Lustosa
Central Bank of Brazil
and
University of Brasilia
Date Posted: March 29, 2012
Last Revised: April 26, 2012
Working Paper Series
50 downloads
A Social Disclosure Index for Assessing Social Programmes in Brazilian Listed Firms
Rodrigo S. Gonçalves
,
Elionor F.J. Weffort
and
Jorge K. Niyama
University of Brasília (UnB) - Department of Accounting
,
Fundação Escola de Comércio Álvares Penteado (FECAP)
and
University of Brasília (UnB) - Department of Accounting
Date Posted: March 28, 2012
Last Revised: October 01, 2012
Working Paper Series
Estimating Networks: Lasso for Spatial Weights
Pedro Carvalho Loureiro Souza
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Posted: March 27, 2012
Last Revised: April 05, 2013
Working Paper Series
Bayesian Analysis in Moment Inequality Models
Yuan Liao
and
Wenxin Jiang
University of Maryland
and
affiliation not provided to SSRN
Date Posted: March 26, 2012
Working Paper Series
10 downloads
Expansion of Lévy Process Functionals and its Application in Statistical Estimation
Jiti Gao and
Chaohua Dong
Monash University - Department of Econometrics & Business Statistics
and
Monash University - Department of Econometrics and Business Statistics
Date Posted: March 22, 2012
Working Paper Series
8 downloads
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models
Jiti Gao
Monash University - Department of Econometrics & Business Statistics
Date Posted: March 22, 2012
Last Revised: September 12, 2012
Working Paper Series
19 downloads
Solving Replication Problems in Complete Market by Orthogonal Series Expansion
Jiti Gao and
Chaohua Dong
Monash University - Department of Econometrics & Business Statistics
and
Monash University - Department of Econometrics and Business Statistics
Date Posted: March 22, 2012
Last Revised: April 15, 2012
Working Paper Series
15 downloads
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