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SSRN eLibrary Statistics:

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Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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Last 12 months: 11,172,344
Last 30 days: 1,065,092

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SSRN eLibrary Search Results
JEL Code: C13
355,410 Total downloads
Showing Papers 461 - 510 of 2,072
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Incl. Electronic Paper Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
Matthew Greenwood-Nimmo and Yongcheol Shin
University of Melbourne and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: April 17, 2011
Last Revised: February 07, 2012
Working Paper Series
63 downloads

Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations
Computational Statistics & Data Analysis, Vol. 54, No. 11, pp. 2753-2762, November 2010
Eduardo Rossi and Sergio Pastorello
University of Pavia - Department of Political Economy and Quantitative Methods and University of Bologna - Department of Economics
Date Posted: April 14, 2011
Accepted Paper Series

Incl. Electronic Paper Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework
 Yongcheol Shin , Byungchul Yu and Matthew Greenwood-Nimmo
University of Leeds - Leeds University Business School - Division of Economics , Dong-A University Business School and University of Melbourne
Date Posted: April 13, 2011
Last Revised: March 27, 2013
Working Paper Series
402 downloads

Incl. Electronic Paper Testing for Sphericity in a Fixed Effects Panel Data Model
Center for Policy Research Working Paper No. 112
 Badi H. Baltagi , Qu Feng and Chihwa Kao
Syracuse University - Center for Policy Research , Nanyang Technological University and Syracuse University
Date Posted: April 13, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models
Center for Policy Research Working Paper No. 116
 Badi H. Baltagi and Long Liu
Syracuse University - Center for Policy Research and Syracuse University - Department of Economics
Date Posted: April 12, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Block Bootstrap Methods and the Choice of Stocks for the Long Run
Forthcoming, Quantitative Finance
 Philippe Cogneau and Valeriy Zakamulin
University of Liege and University of Agder - Faculty of Economics
Date Posted: April 11, 2011
Last Revised: November 18, 2012
Accepted Paper Series
159 downloads

Incl. Electronic Paper Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects
Syracuse University Center for Research Policy Working Paper No. 127
 Badi H. Baltagi and Long Liu
Syracuse University - Center for Policy Research and Syracuse University - Department of Economics
Date Posted: April 10, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper Markov-Modulated Jump-Diffusions for Currency Option Pricing
Insurance: Mathematics and Economics, Forthcoming
 Xuewei Yang , Yongjin Wang and Lijun Bo
Nanjing University - School of Management and Engineering , Nankai University - School of Business and Nankai University - School of Mathematical Sciences
Date Posted: April 10, 2011
Accepted Paper Series
135 downloads

Incl. Electronic Paper Maximum Likelihood Estimator for Multivariate Binary Response Models
 Oleg A. Smirnov
University of Toledo - Department of Economics
Date Posted: April 09, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Social Protection and Economic Growth in the Sudan: Trends and Perspectives
 Hisham Mohamed Hassan Ali
University of Khartoum - Faculty of Economic and Social Studies
Date Posted: April 08, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Some Characteristics of the Estimator of the Ratio of Two Means
 Angiola Pollastri and Carlotta Galeone
Dipartimento Metodi Quantitativi and University of Milan - Dipartimento di Medicina del Lavoro Clinica del Lavoro Luigi Devoto
Date Posted: April 04, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper A Simple Test for Identification in GMM Under Conditional Moment Restrictions
Cowles Foundation Discussion Paper No. 1790
 Francesco Bravo , Juan Carlos Escanciano and Taisuke Otsu
University of York (UK) - Department of Economics and Related Studies , Indiana University Bloomington - Department of Economics and Yale University - Cowles Foundation
Date Posted: April 02, 2011
Working Paper Series
28 downloads

Incl. Electronic Paper Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models
Federal Reserve Bank of Atlanta Working Paper No. 2011-08
 Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Concordia University, Quebec - Department of Economics , University of Toronto - Rotman School of Management and Federal Reserve Bank of Atlanta
Date Posted: April 02, 2011
Last Revised: March 26, 2012
Working Paper Series
46 downloads

Incl. Electronic Paper Hedge Fund Systemic Risk Signals
CAREFIN Research Paper No. 19/2010
 Roberto Savona
University of Brescia
Date Posted: April 02, 2011
Working Paper Series
142 downloads

Incl. Electronic Paper Hodges-Lehmann Optimality for Testing Moment Conditions
Cowles Foundation Discussion Paper No. 1789
 Ivan A Canay and Taisuke Otsu
Northwestern University - Department of Economics and Yale University - Cowles Foundation
Date Posted: March 26, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk
 Dobrislav Dobrev and Pawel Szerszen
Federal Reserve Board and Federal Reserve Board
Date Posted: March 24, 2011
Working Paper Series
55 downloads

Measuring the Quality of Work: The Case of the Italian Social Cooperatives
 Silvia Golia and Maurizio Carpita
University of Brescia - Department of Quantitative Methods and University of Brescia - Department of Economics and Management
Date Posted: March 21, 2011
Last Revised: November 06, 2012
Working Paper Series

Incl. Electronic Paper Some Important Statistical Issues Courts Should Consider in Their Assessment of Statistical Analyses Submitted in Class Certification Motions: Implications for Dukes v. Wal-Mart
 Joseph L. Gastwirth , Efstathia Bura and Weiwen Miao
George Washington University - Columbian College of Arts and Sciences , affiliation not provided to SSRN and Haverford College - Math Department
Date Posted: March 20, 2011
Working Paper Series
126 downloads

Incl. Electronic Paper Cross-Market and Cross-Firm Effects in Implied Default Probabilities and Recovery Values
AFA 2012 Chicago Meetings Paper
 Jennifer S. Conrad , Robert F. Dittmar and Allaudeen Hameed
University of North Carolina Kenan-Flagler Business School , University of Michigan - Stephen M. Ross School of Business and National University of Singapore (NUS) - Department of Finance
Date Posted: March 19, 2011
Working Paper Series
189 downloads

Incl. Electronic Paper Pairing Market Risk and Credit Risk
 Isabel Figuerola-Ferretti and Ioannis G. Paraskevopoulos
Universidad Carlos III de Madrid - Department of Business Administration and Caja Madrid
Date Posted: March 19, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Subset Hypotheses Testing and Instrument Exclusion in the Linear IV Regression
 Firmin Doko Tchatoka
University of Tasmania - School of Economics and Finance
Date Posted: March 19, 2011
Last Revised: May 31, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
 Patrick Gagliardini , Elisa Ossola and O. Scaillet
University of Lugano and Swiss Finance Institute , University of Lugano and University of Geneva - HEC
Date Posted: March 18, 2011
Last Revised: August 12, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper How Fama-MacBeth Can Go Wrong – And an Informative Solution
 Lynda Khalaf and Huntley Schaller
Carleton University and Carleton University - Department of Economics
Date Posted: March 15, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Systematic Risk and the Cross-Section of Hedge Fund Returns
AFA 2012 Chicago Meetings Paper
 Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: March 15, 2011
Last Revised: February 27, 2012
Working Paper Series
159 downloads

Incl. Fee Electronic Paper Bayesian VARs: Specification Choices and Forecast Accuracy
CEPR Discussion Paper No. DP8273
 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: March 14, 2011
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Viewpoint: An Extended Class of Instrumental Variables for the Estimation of Causal Effects (Une Classe Tendue De Variables Instrumentales Pour L'Estimation Des Effets De Causalit)
Canadian Journal of Economics/Revue canadienne d'economique, Vol. 44, Issue 1, pp. 1-51, 2011
 Karim Chalak and Halbert L. White, Jr.
affiliation not provided to SSRN and University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 14, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper Characterization of Multivariate Heavy-Tailed Distribution Families via Copula
Chengguo Weng, Yi Zhang, Journal of Multivariate Analysis, pp. 106, 178–186, 2012,
Chengguo Weng and Yi Zhang
University of Waterloo and Zhejiang University
Date Posted: March 14, 2011
Last Revised: March 08, 2013
Accepted Paper Series
78 downloads

Incl. Electronic Paper The Robustness of Hedonic Price Estimation: Urban Air Quality
Land Economics, Vol. 64, No. 3, pp. 220-233, August 1988
 Philip E. Graves , James Murdoch , Mark Thayer and Donald M. Waldman
University of Colorado at Boulder - Department of Economics , University of Texas at Dallas - School of Economic, Political and Policy Sciences , San Diego State University - Department of Economics and University of Colorado at Boulder - Department of Economics
Date Posted: March 14, 2011
Accepted Paper Series
29 downloads

Incl. Electronic Paper Estimating Dynamic Equilibrium Models using Macro and Financial Data
 Bent Jesper Christensen , Olaf Posch and Michel van der Wel
University of Aarhus - Department of Economics , Universität Hamburg, Department of Economics and Erasmus University Rotterdam
Date Posted: March 13, 2011
Last Revised: June 12, 2011
Working Paper Series
134 downloads

Incl. Electronic Paper Systematic Risk and the Cross-Section of Hedge Fund Returns
 Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: March 09, 2011
Last Revised: February 27, 2012
Working Paper Series
344 downloads

Incl. Electronic Paper Credit Default Swaps and Sovereign Debt Markets
Networks Financial Institute Working Paper 2011-WP-03
 M. Kabir Hassan , Geoffrey M. Ngene and Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance , University of New Orleans - College of Business Administration - Department of Economics and Finance and School of Urban Planning & Real Estate Studies, Dankook University
Date Posted: March 08, 2011
Working Paper Series
201 downloads

Incl. Electronic Paper Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
CIRANO Scientific Publication No. 2011s-25
 Jean-Marie Dufour and Tarek Jouini
McGill University and affiliation not provided to SSRN
Date Posted: March 07, 2011
Working Paper Series
11 downloads

Incl. Electronic Paper Learning and Judgment Shocks in U.S. Business Cycles
 James Murray
University of Wisconsin - La Crosse – Department of Economics
Date Posted: March 04, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Relating Stochastic Volatility Estimation Methods
Tinbergen Institute Discussion Paper No. 11-049/4
 Charles S. Bos
VU University Amsterdam
Date Posted: March 04, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Discrete Choice Term Structure Models: Theory and Applications
 Bruno Feunou and Jean-Sebastien Fontaine
Bank of Canada and Bank of Canada
Date Posted: March 02, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Determinants of Credit Default Swaps in International Markets
Networks Financial Institute Working Paper No. 2011-WP-01
 Kabir M. Hassan , Thiti S. Ngow and Jung-Suk Yu
University of New Orleans , affiliation not provided to SSRN and School of Urban Planning & Real Estate Studies, Dankook University
Date Posted: March 01, 2011
Working Paper Series
89 downloads

Incl. Electronic Paper Effects of Education on Job Quality in Colombia
 Jhon James Mora and Maria Paola Ulloa
Universidad Icesi - Economics & Management and affiliation not provided to SSRN
Date Posted: February 28, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper Simulating Fundamental Analysis of a Firm Using a VECX Model
 Jose Bonifacio De Araujo Jr. and Bernardus F. N. Van Doornik
University of Brasilia and Universidade de Brasilia
Date Posted: February 28, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators
Cowles Foundation Discussion Paper No. 1785, Journal of Multivariate Analysis, Vol. 102, No. 8, pp. 1203-1216, 2011
 Taisuke Otsu
Yale University - Cowles Foundation
Date Posted: February 26, 2011
Last Revised: October 17, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators
Cowles Foundation Discussion Paper No. 1783
 Taisuke Otsu
Yale University - Cowles Foundation
Date Posted: February 22, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper A Moment Expansion of Downside Risk Measures
 Stoyan V. Stoyanov
EDHEC Business School
Date Posted: February 21, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Portfolio Optimization Using a Block Structure for the Covariance Matrix
 David Disatnik and Saggi Katz
Tel Aviv University - Faculty of Management and Tel Aviv University - The Leon Recanati Graduate School of Business Administration
Date Posted: February 20, 2011
Last Revised: October 31, 2011
Working Paper Series
94 downloads

Incl. Electronic Paper Putting Robust Statistical Methods into Practice: Poverty Analysis in Tunisia
Swiss Journal of Economics and Statistics, Vol. 3, No. 14, pp. 463-482, 2001
 Mohamed Ayadi , Mohamed Salah Matoussi and Maria-Pia Victoria-Feser
Institut Supérieur de Gestion , affiliation not provided to SSRN and University of Geneva - HEC
Date Posted: February 20, 2011
Accepted Paper Series
16 downloads

Incl. Electronic Paper Give Missings a Chance: Combined Stochastic and Rule-Based Approach to Improve Regression Models with Mismeasured Monotonic Covariates Without Side Information
ZEW - Centre for European Economic Research Discussion Paper No. 11-013
 Stephan Dlugosz
Centre for European Economic Research (ZEW)
Date Posted: February 19, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper An M-Estimator for Tail Dependence in Arbitrary Dimensions
CentER Discussion Paper Series No. 2011-013
 John H. J. Einmahl , Andrea Krajina and Johan Segers
Tilburg University - Department of Econometrics & Operations Research , Tilburg University - Center and Faculty of Economics and Business Administration and Catholic University of Louvain (UCL)
Date Posted: February 18, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper Does Decomposing Realized Volatility Help in Risk Prediction: Evidence from Chinese Mainland Stocks
 Yin Liao
Australian National University (ANU)
Date Posted: February 14, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Locational Determinants of FDI for Different Industries Across States: The Case of Mexico
 Sonia Monarrez
affiliation not provided to SSRN
Date Posted: February 13, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper Combinatorial Bootstrap Inference in Partially Identified Incomplete Structural Models
 Marc Henry , Romuald Meango and Maurice Queyranne
Université de Montréal, CIREQ, CIRANO , University of Montreal and University of British Columbia (UBC) - Sauder School of Business
Date Posted: February 11, 2011
Last Revised: December 07, 2011
Working Paper Series
132 downloads

Incl. Electronic Paper Prediction by Regression in Multivariate Normal Distributions
 Stanley L. Sclove
University of Illinois at Chicago - Information & Decision Sciences Department
Date Posted: February 11, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Evaluating Factor Pricing Models Using High Frequency Panels
Mays Business School Research Paper No. 2012-37
 Hwagyun Kim , Joon Y. Park and Yoosoon Chang
Texas A&M University - Mays Business School , Texas A&M University and Indiana University Bloomingtondelete
Date Posted: February 09, 2011
Last Revised: November 21, 2012
Working Paper Series
152 downloads


 

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