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1,880,966 Total downloads
Showing Papers 2,661 - 2,710 of 8,579
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Nonstandard Quantile-Regression Inference Econometric Theory, Vol. 25, No. 5, pp. 1415-1432, 2009
Chuan Goh
and
Keith Knight
affiliation not provided to SSRN
and
University of Toronto - Department of Statistics
Date Posted: May 21, 2007Last Revised: September 04, 2009133 downloads
Purchasing Power Parity for Developing and Developed Countries: What can we Learn from Non-Stationary Panel Data Models? IZA Discussion Paper No. 2887, CESifo Working Paper Series No. 2255
Imed Drine
and
Christophe Rault
Date Posted: July 12, 2007133 downloads
Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach IZA Discussion Paper No. 2462
G. Reza Arabsheibani and
Altay Mussurov
Date Posted: December 05, 2006133 downloads
Simulation Experiments in Practice: Statistical Design and Regression Analysis CentER Discussion Paper Series No. 2007-30
Jack P. C. Kleijnen
Date Posted: February 09, 2007133 downloads
Sovereign Credit Risk and Real Economic Shocks
Patrick Augustin
and
Romeo Tedongap
Date Posted: November 23, 2010Last Revised: January 07, 2012133 downloads
The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models University of Bristol Economics Working Paper No. 07/595
Maurice J. G. Bun
and
Frank Windmeijer
Date Posted: April 02, 2007133 downloads
When Does Government Debt Crowd Out Investment?
Nora Traum
and
Shu-Chun S. Yang
Date Posted: May 19, 2010Last Revised: May 22, 2010133 downloads
'Price-Levels' Regressions: 'Scale Effect' or 'Distribution Effect'?
Pascual Garrido Miralles
and
Pablo J. Vazquez Veira
Date Posted: November 21, 2005Last Revised: September 12, 2010132 downloads
A Cross-Cohort Changepoint Model for Customer-Base Analysis
Arun Gopalakrishnan
,
Eric Bradlow
and
Peter Fader
Date Posted: July 29, 2012132 downloads
A Nonparametric ACD Model CORE Discussion Paper No. 2006/67
Antonio Cosma
and
Fausto Galli
Date Posted: November 14, 2006132 downloads
A Note on Decompositions in Fixed Effects Models in the Presence of Time-Invariant Characteristics IZA Discussion Paper No. 1886
Axel Heitmueller
Date Posted: January 13, 2006132 downloads
A Quantile Regression Analysis of the Cross Section of Stock Market Returns
Michelle L. Barnes
and
Anthony (Tony) W. Hughes
Date Posted: June 30, 2004Last Revised: September 22, 2010132 downloads
An Algorithm to Generate Variates with Desired Intercorrelation Matrix
Sudhanshu K. Mishra
Date Posted: July 27, 2004132 downloads
An Econometric Pricing Model for CAT Bonds and the Impact of the 2005 Hurricane Season European Business School Research Paper No. 09-20
Frieder Ahrens
,
Roland Füss
and
Sevtap Kestel
affiliation not provided to SSRN
,
University of St. Gallen
and
affiliation not provided to SSRN
Date Posted: December 21, 2009Last Revised: February 02, 2010132 downloads
An Improved Test for Earnings Management Using Kernel Density Estimation
Henry Lahr
Date Posted: April 15, 2010Last Revised: January 10, 2013132 downloads
Assessing the Emerging Caveats of the New Market Risk Metrics
Péter Dobránszky
Date Posted: September 01, 2011Last Revised: October 30, 2011132 downloads
Basket Options on Heterogeneous Underlying Assets
Georges Dionne ,
Genevieve Gauthier
and
Nadia Ouertani
Date Posted: May 26, 2009132 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model Swiss Finance Institute Research Paper No. 11-29
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Date Posted: August 12, 2011132 downloads
Combinatorial Bootstrap Inference in Partially Identified Incomplete Structural Models
Marc Henry ,
Romuald Meango
and
Maurice Queyranne
Date Posted: February 11, 2011Last Revised: December 07, 2011132 downloads
Do Large Banks have Lower Costs? New Estimates of Returns to Scale for U.S. Banks Federal Reserve Bank of St. Louis Working Paper No. 2009-054E
David C. Wheelock and
Paul W. Wilson
Date Posted: October 25, 2009Last Revised: May 30, 2011132 downloads
Global Warming and Environmental Production Efficiency Ranking of the Kyoto Protocol Nations Journal of Environmental Management, Vol. 90, pp. 1178-1183, 2009
Ehsan H. Feroz ,
Raymond L. Raab ,
Gerald T. Ulleberg
and
Kamal Alsharif
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 25, 2008Last Revised: June 22, 2009132 downloads
Indicators and Tests of Fiscal Sustainability: An Integrated Approach CEIS Working Paper No. 111
Giancarlo Marini
and
Alessandro Piergallini
Date Posted: April 03, 2008132 downloads
Meta-Regression Analysis as the Socio-Economics of Economic Research
Chris (Hristos) Doucouliagos ,
T. D. Stanley and
Stephen B. Jarrell
Date Posted: September 13, 2007132 downloads
Monetary Policy and the Slope Factor in Empirical Term Structure Estimations FRB of San Francisco Working Papers No. 2002-07
Tao Wu
Date Posted: April 29, 2005132 downloads
Random Walk Theory and the Weak-Form Efficiency of the US Art Auction Prices Journal of Banking and Finance, Vol. 34, No. 5, 2010
Péter Erdos
and
Mihály Ormos
Date Posted: November 13, 2010132 downloads
Urban-Rural Consumption Inequality in China from 1988 to 2002: Evidence from Quantile Regression Decomposition IZA Discussion Paper No. 3659
Zhaopeng (Frank) Qu and
Zhong Zhao
Date Posted: August 27, 2008132 downloads
An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book Bank of England Working Paper No. 388
Piergiorgio Alessandri
and
Mathias Drehmann
Date Posted: June 01, 2010131 downloads
Australian Options EFMA 2004 Basel Meetings Paper
Manuel Moreno and
Javier F. Navas
Date Posted: May 18, 2004131 downloads
Binary Logistic Regression Using Survival Analysis
Devlina Chatterjee and
Anindya Chatterjee
Date Posted: September 06, 2010131 downloads
Can an 'Estimation Factor' Help Explain Cross-Sectional Returns?
Frederik Lundtofte
Date Posted: January 08, 2005Last Revised: January 13, 2009131 downloads
Completing Correlation Matrices of Arbitrary Order by Differential Evolution Method of Global Optimization: A Fortran Program
Sudhanshu K. Mishra
Date Posted: March 08, 2007Last Revised: June 07, 2011131 downloads
Computing the Portfolio Conditional Value-at-Risk in the Alpha-Stable Case Probability and Mathematical Statistics, Vol. 26, No. 1, pp. 1-22, 2006
Stoyan V. Stoyanov ,
Gennady Samorodnitsky ,
Svetlozar Rachev
and
Sergio Ortobelli Lozza
Date Posted: December 21, 2010131 downloads
Decimalization, Realized Volatility, and Market Microstructure Noise Helsinki Center of Economic Research Discussion Paper No. 217
Tommi A. Vuorenmaa
Date Posted: May 09, 2008Last Revised: November 01, 2011131 downloads
Dude Where's My VaR? Annualising Volatility with Serial Correlation
Robert B. Scott
Date Posted: September 09, 2011Last Revised: July 30, 2012131 downloads
Empirical Tests on the Credit Default Swap and Stock Markets During the Global Credit Crisis
Kam Fong Chan and
Alastair Marsden
Date Posted: January 06, 2011131 downloads
Estimating the LQAC Model with I(2) Variables Working Paper 1996-1
Niels Haldrup and
Tom Engsted
Date Posted: March 19, 1996131 downloads
Frequent Turbulence? A Dynamic Copula Approach NHH Dept. of Finance & Management Science Discussion Paper No. 2006/10
Lorán Chollete and
Andréas Heinen
Date Posted: March 07, 2007131 downloads
Higher-order Improvements of the Parametric Bootstrap for Markov Processes Cowles Foundation Discussion Paper No. 1334
Donald W. K. Andrews
Date Posted: November 07, 2001131 downloads
Income Distribution Determinants and Public Spending Efficiency ECB Working Paper No. 861
Antonio Afonso ,
Ludger Schuknecht and
Vito Tanzi
Date Posted: February 01, 2008131 downloads
Information Content and Value Relevance of Depreciation: A Cross-Industry Analysis The Accounting Review, Forthcoming
Sok-Hyon Kang and
Yuping Zhao
Date Posted: September 09, 2009131 downloads
Investor Rationality: An Analysis of NCREIF Commercial Property Data Journal of Real Estate Research, Vol. 27, No. 4, 2006
Patric H. Hendershott and
Bryan MacGregor
Date Posted: December 27, 2006131 downloads
Large Panels with Common Factors and Spatial Correlations IZA Discussion Paper No. 3032, CESifo Working Paper Series No. 2103, IEPR Working Paper No. 07.20
M. Hashem Pesaran and
Elisa Tosetti
Date Posted: September 27, 2007131 downloads
Measuring Portfolio Credit Risk Correctly: Why Parameter Uncertainty Matters BIS Working Paper No. 280
Nikola A. Tarashev
Date Posted: August 09, 2009131 downloads
Opening the Black Box: Structural Factor Models With Large Cross-Sections ECB Working Paper No. 712
Mario Forni ,
Domenico Giannone ,
Marco Lippi and
Lucrezia Reichlin
Date Posted: January 19, 2007131 downloads
Output Growth Differentials Across the Euro Area Countries: Some Stylised Facts ECB Occasional Paper No. 45
Nicholai Benalal
,
Juan Luis Diaz del Hoyo
,
Beatrice Pierluigi
and
Nick Vidalis
Date Posted: May 24, 2006131 downloads
Quantifying Wikipedia Usage Patterns Before Stock Market Moves Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
Helen Susannah Moat ,
Chester Curme
,
Adam Avakian
,
Dror Y. Kenett
,
H. Eugene Stanley and
Tobias Preis
Date Posted: May 13, 2013131 downloads
Risk, Jumps, and Diversification CREATES Research Paper 2007-19
Tim Bollerslev ,
Tzuo Hann Law
and
George Tauchen
affiliation not provided to SSRN
and
Duke University - Economics Group
Date Posted: June 23, 2008131 downloads
Strategy and Implementation: Quantitative Evaluation of Strategic Performance with Application to Mutual Funds McCombs Research Paper Series No. IROM-09-11
William W. Cooper
,
Timothy W. Ruefli
and
Chester L. Wilson
Date Posted: November 25, 2011Last Revised: December 15, 2011131 downloads
The kth Default Time Distribution and Basket Default Swap Pricing
Geon Ho Choe
and
Hyun Jin Jang
Date Posted: April 16, 2009Last Revised: April 21, 2009131 downloads
The Measure of a MAC: A Quasi-Experimental Protocol for Tokenizing Force Majeure Clauses in M&A Agreements UC Berkeley Public Law Research Paper No. 1872568
Eric L. Talley and
Drew O'Kane
Date Posted: June 26, 2011Last Revised: October 04, 2011131 downloads
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