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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
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  Last 12 months:
68,988

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To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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238,981
Total References: 8,480,523
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5,722,240
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C5
1,171,033 Total downloads
Showing Papers 4,101 - 4,150 of 5,955
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Incl. Electronic Paper Estimation and Inference in Panel Structure Models
Yixiao Sun
University of California, San Diego (UCSD) - Department of Economics
Date Posted: September 05, 2005
Working Paper Series
59 downloads

Estimation and Inference in Arch Models in the Presence of Outliers
Journal of Financial Econometrics, Vol. 8, No. 4, pp. 547-569, 2010
Allan Gregory and Jonathan J. Reeves
Queen's University and Australian School of Business, University of New South Wales
Date Posted: September 08, 2010
Accepted Paper Series

Estimation and Inference for Heteroscedastic Systems of Equations
International Economic Review, Vol. 24, No. 3., pp. 559-566, October 1983
Gregory M. Duncan
University of California, Berkeley - Department of Economics
Date Posted: April 14, 2005
Accepted Paper Series

Incl. Electronic Paper Estimation and Inference for Exponential Smooth Transition Nonlinear Volatility Models
Cathy W. S. Chen , Richard H. Gerlach , Boris Choy and Celine S. Y. Lin
Feng Chia University - Department of Statistics , University of Sydney , The University of Sydney Business School and Feng Chia University - Department of Statistics
Date Posted: September 18, 2009
Working Paper Series
44 downloads

Incl. Electronic Paper Estimation and Inference by the Method of Projection Minimum Distance
Oscar Jorda and Sharon Kozicki
University of California, Davis - Department of Economics and Bank of Canada
Date Posted: July 20, 2007
Working Paper Series
50 downloads

Incl. Electronic Paper Estimation and Forecasting with Smoothing Transition Autoregressive Model: Evidence from Drachma-US Dollar Spot Exchange Rate
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 22, 2009
Working Paper Series
110 downloads

Incl. Electronic Paper Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factors
ECB Working Paper No. 1115
Lucia Alessi , Matteo Barigozzi and Marco Capasso
European Central Bank (ECB) , London School of Economics and Political Science and University of Utrecht
Date Posted: November 16, 2009
Working Paper Series
46 downloads

Incl. Electronic Paper Estimation and Evaluation of DSGE Models: Progress and Challenges
FRB of Philadelphia Working Paper No. 11-7
Frank Schorfheide
University of Pennsylvania - Department of Economics
Date Posted: February 04, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Estimation and Evaluation of Conditional Asset Pricing Models
Journal of Finance, Forthcoming
Stefan Nagel and Kenneth J. Singleton
Stanford Graduate School of Business and Stanford University-Graduate School of Business
Date Posted: October 05, 2010
Accepted Paper Series
108 downloads

Estimating, Filtering and Forecasting Realized Betas
Journal of Financial Forecasting, Vol. 1, pp. 83-111, 2007
Claudio Morana
Università di Milano Bicocca
Date Posted: April 05, 2007
Last Revised: November 26, 2007
Accepted Paper Series

Incl. Electronic Paper Estimating Loss Functions of Experts
Tinbergen Institute Discussion Paper No. 11-177/4
Philip Hans Franses , Rianne Legerstee and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: December 23, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Estimating Yield Curves In Turkey: Factor Analysis Approach
Bogazici University ISS/EC-2004-04
C. Emre Alper , Aras Akdemir and Kazim Kazimov
Bogazici University - The Faculty of Economics and Administrative Sciences , Independent and International Monetary Fund (IMF)
Date Posted: August 22, 2004
Working Paper Series
388 downloads

Incl. Electronic Paper Estimating Tranche Spreads by Loss Process Simulation
Baeho Kim and Kay Giesecke
Korea University Business School and Stanford University - Management Science & Engineering
Date Posted: July 16, 2007
Working Paper Series
160 downloads

Incl. Electronic Paper Estimating Time-Variation in Measurement Error from Data Revisions; An Application to Forecasting in Dynamic Models
Bank of England Working Paper No. 238
George Kapetanios and Anthony Yates
University of London - Queen Mary College - Department of Economics and Bank of England - Monetary Analysis
Date Posted: February 21, 2005
Working Paper Series
46 downloads

Incl. Electronic Paper Estimating the Yield Curve Using the Nelson-Siegel Model: A Ridge Regression Approach
International Review of Economics & Finance, Forthcoming
Jan Annaert , Anouk G. P. Claes , Marc J. K. de Ceuster and Hairui Zhang
Antwerp Management School , Facultés Universitaires Saint-Louis, Faculté ESPO , University of Antwerp - Faculty of Applied Economics - City Campus and University of Antwerp
Date Posted: May 08, 2012
Last Revised: February 19, 2013
Accepted Paper Series
368 downloads

Incl. Electronic Paper Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function
José Da Fonseca , Martino Grasselli and Florian Ielpo
Auckland University of Technology - Faculty of Business & Law , University of Padua and University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: December 06, 2007
Last Revised: August 13, 2012
Working Paper Series
607 downloads

Incl. Electronic Paper Estimating the Volatility of Electricity Prices: The Case of the England and Wales Wholesale Electricity Market
CERGE-EI Working Paper Series No. 439
Sherzod N. Tashpulatov
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: May 11, 2011
Last Revised: July 04, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Estimating the Term Structure of Government Securities in Turkey
Bogazici Univeristy Economics Working Paper No. ISS/EC-2004-03
C. Emre Alper , Aras Akdemir and Kazim Kazimov
Bogazici University - The Faculty of Economics and Administrative Sciences , Independent and International Monetary Fund (IMF)
Date Posted: August 22, 2004
Working Paper Series
302 downloads

Estimating the Size of the Cypriot Underground Economy: A Comparison With European Experience
International Journal of Manpower, Vol. 27, No. 6, pp. 515-534
Meryem Duygun Fethi , Sami Fethi and Salih Turan Katircioglu
University Leicester School of Management , Eastern Mediterranean University and Eastern Mediterranean University
Date Posted: October 31, 2006
Accepted Paper Series

Incl. Electronic Paper Estimating the S&P Fundamental Value Using Star Models
Global Journal of Business Research,v. 2(1) p. 137-146
Fredj Jawadi Sr.
Université Paris Ouest - Nanterre, La Défense - EconomiX
Date Posted: February 19, 2010
Accepted Paper Series
49 downloads

Incl. Electronic Paper Estimating the Rank of the Spectral Density Matrix
ECB Working Paper No. 349
Gonzalo Camba-Mendez and George Kapetanios
European Central Bank (ECB) and University of London - Queen Mary College - Department of Economics
Date Posted: September 10, 2004
Working Paper Series
98 downloads

Incl. Electronic Paper Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
Ekkehart Boehmer , Joachim Grammig and Erik Theissen
EDHEC Business School , Eberhard Karls Universitaet Tübingen and University of Mannheim - Finance Area
Date Posted: March 03, 2006
Working Paper Series
696 downloads

Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
Journal of Financial Markets, Vol. 10, pp. 26-47, 2006
Joachim Grammig , Ekkehart Boehmer and Erik Theissen
Eberhard Karls Universitaet Tübingen , EDHEC Business School and University of Mannheim - Finance Area
Date Posted: October 25, 2006
Accepted Paper Series

Estimating the Probability of Informed Trading
Forthcoming in Journal of Financial Research
Ken Nyholm
European Central Bank (ECB) - Risk Management Division
Date Posted: September 06, 2001
Accepted Paper Series

Incl. Electronic Paper Estimating the Price Elasticity of Beer: Meta-Analysis of Data with Heterogeneity, Dependence, and Publication Bias
Jon P. Nelson
Pennsylvania State University - College of the Liberal Arts - Department of Economic
Date Posted: January 14, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Estimating the New Keynesian Phillips Curve: A Vertical Production Chain Approach
FRB of Boston Working Paper No. 06-11
Adam Hale Shapiro
Federal Reserve Bank of San Francisco
Date Posted: July 14, 2006
Working Paper Series
104 downloads

Incl. Electronic Paper Estimating the Long-Run Relationship between Market and Accounting Values Using Cross Section Analysis: The Need for Dynamic Firm-Level Modeling in Capital Market Research
Roger J. Willett and Michael Falta
University of Tasmania and University of Otago
Date Posted: March 18, 2008
Working Paper Series
100 downloads

Incl. Electronic Paper Estimating the Level of Rail- and Road-based Passenger Mobility in India
Indian Journal of Transport Management, Vol. 24, No. 12, pp. 771-781
Sanjay Kumar Singh
Indian Institute of Management Lucknow
Date Posted: July 26, 2004
Accepted Paper Series
131 downloads

Incl. Electronic Paper Estimating the Intertemporal Capital Asset Pricing Model with Cross-Sectional Consistency
Turan G. Bali and Liuren Wu
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 16, 2005
Working Paper Series
654 downloads

Incl. Fee Electronic Paper Estimating the Effect of a Gasoline Tax on Carbon Emissions
CEPR Discussion Paper No. DP7161
Lucas W. Davis and Lutz Kilian
University of California, Berkeley - Haas School of Business and University of Michigan at Ann Arbor - Department of Economics
Date Posted: February 18, 2009
Working Paper Series
4 downloads

Estimating the Dynamics of Mutual Fund Alphas and Betas
The Review of Financial Studies, Vol. 21, Issue 1, pp. 233-264, 2008
Harry Mamaysky , Matthew I. Spiegel and Hong Zhang
Citigroup , Yale University - Yale School of Management, International Center for Finance and INSEAD - Finance
Date Posted: June 26, 2008
Accepted Paper Series

Incl. Electronic Paper Estimating the Degrees of Freedom of the Realized Volatility Wishart Autoregressive Model
Matteo Bonato
UBS AG
Date Posted: March 23, 2009
Last Revised: October 03, 2009
Working Paper Series
90 downloads

Incl. Electronic Paper Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
IZA Discussion Paper No. 3589
Tomislav Victor Kovandzic , Mark E. Schaffer and Gary Kleck
University of Alabama at Birmingham - Department of Justice Sciences , Heriot-Watt University - Centre for Economic Reform and Transformation and Florida State University - School of Criminology and Criminal Justice
Date Posted: July 14, 2008
Working Paper Series
53 downloads

Incl. Electronic Paper Estimating Structural Models of Equilibrium and Cognitive Hierarchy Thinking in the Field: The Case of Withheld Movie Critic Reviews
Management Science, Forthcoming
Alexander L. Brown , Colin Camerer and Dan Lovallo
Texas A&M University - Department of Economics , California Institute of Technology - Division of the Humanities and Social Sciences and University of Western Australia
Date Posted: August 08, 2012
Accepted Paper Series
9 downloads

Incl. Electronic Paper Estimating Simultaneous Games with Incomplete Information Under Median Restrictions
PIER Working Paper No. 09-023
Xun Tang
Department of Economics, University of Pennsylvania
Date Posted: July 09, 2009
Working Paper Series
16 downloads

Incl. Electronic Paper Estimating Semiparametric Arch (∞) Models by Kernel Smoothing Methods
LSE STICERD Research Paper No. EM453
Oliver B. Linton and Enno Mammen
University of Cambridge and University of Heidelberg - Department of Applied Mathematics
Date Posted: July 21, 2008
Working Paper Series
29 downloads

Incl. Electronic Paper Estimating Recovery Rates on Bank's Historical Loan Loss Data
Arindam Bandyopadhyay and Pratima Singh
National Institute of Bank Management (NIBM) and affiliation not provided to SSRN
Date Posted: June 26, 2008
Last Revised: June 11, 2009
Working Paper Series
816 downloads

Incl. Electronic Paper Estimating Production Functions When Productivity Change is Endogenous
CESifo Working Paper Series No. 1143
Marc-Andreas Muendler
University of California, San Diego (UCSD) - Department of Economics
Date Posted: April 05, 2004
Working Paper Series
153 downloads

Incl. Electronic Paper Estimating Probability of Default for the Foundation IRB Approach in Countries that had Experienced Extreme Credit Crises
KDI School of Pub Policy & Management Paper No. 05-12
Kun-Ho Lee
KDI School of Public Policy and Management
Date Posted: December 08, 2005
Working Paper Series
298 downloads

Incl. Electronic Paper Estimating Price Paths for Residential Real Estate
Journal of Real Estate Research Vol. 25, No. 3, 2003
John W. Birch and Mark A. Sunderman
University of Wyoming - College of Business - Department of Economics and Finance and University of Wyoming - College of Business - Department of Economics and Finance
Date Posted: January 05, 2007
Accepted Paper Series
101 downloads

Incl. Electronic Paper Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
Chia-Lin Chang , Thanchanok Khamkaew and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance , Chiang Mai University - Faculty of Economics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: April 11, 2010
Working Paper Series
157 downloads

Incl. Electronic Paper Estimating Potential Output with a Production Function for France, Germany and Italy
Banque de France Working Paper No. NER-E 146
Mustapha Baghli , Christophe Cahn and Jean-Pierre Villetelle
Banque de France , Paris School of Economics and Banque de France
Date Posted: October 27, 2010
Working Paper Series
39 downloads

Incl. Electronic Paper Estimating Platform Market Power in Two-Sided Markets with an Application to Magazine Advertising
Simon School Working Paper No. FR 11-22
Minjae Song
Simon Graduate School of Business, University of Rochester
Date Posted: August 12, 2011
Last Revised: August 18, 2011
Working Paper Series
86 downloads

Incl. Electronic Paper Estimating Phillips Curves in Turbulent Times Using the ECB's Survey of Professional Forecasters
ECB Working Paper No. 1422
Gary Koop and Luca Onorante
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and European Central Bank (ECB)
Date Posted: February 06, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Estimating Option Implied Risk Neutral Densities: A Novel Parametric Approach
Greg Orosi
American University of Sharjah
Date Posted: May 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Estimating Optimal Decision Rules in the Presence of Model Parameter Uncertainty
Christopher Joseph Bennett
Vanderbilt University
Date Posted: June 27, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Estimating Open Economy Phillips Curves for the Euro Area with Directly Measured Expectations
Bank of Finland Research Discussion Paper No. 16/2008
Maritta Paloviita
Bank of Finland - Research
Date Posted: June 30, 2008
Working Paper Series
45 downloads

Incl. Electronic Paper Estimating Network Effects and Compatibility in Mobile Telecommunications
WZB Markets and Political Economy Working Paper No. SP II 2003-26, ESMT Working Paper No. 07-001
Michal Grajek
ESMT European School of Management and Technology
Date Posted: February 16, 2004
Working Paper Series
450 downloads

Incl. Electronic Paper Estimating Multi-Country VAR Models
ECB Working Paper No. 603
Fabio Canova and Matteo Ciccarelli
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and European Central Bank (ECB)
Date Posted: April 24, 2006
Working Paper Series
181 downloads

Incl. Fee Electronic Paper Estimating Macroeconomic Models: A Likelihood Approach
CEPR Discussion Paper No. 5513
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: June 06, 2006
Working Paper Series
22 downloads


 

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