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JEL Code: C14
280,148 Total downloads
Showing Papers 51 - 100 of 2,193
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Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models
Tingting Cheng
,
Jiti Gao and
X. Zhang
Monash University
,
Monash University - Department of Econometrics & Business Statistics
and
Monash University
Date Posted: February 14, 2013
Working Paper Series
7 downloads
Dynamics of Investment and Firm Performance: Comparative Evidence from Manufacturing Industries
Quaderni DSE Working Paper N° 869,
Marco Grazzi
,
Nadia Jacoby
and
Tania Treibich
University of Bologna - Department of Economics
,
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
and
Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG)
Date Posted: February 14, 2013
Working Paper Series
13 downloads
Archimedean Copulas Derived from Morgenstern Utility Functions
Jaap Spreeuw
City University London - Sir John Cass Business School
Date Posted: February 14, 2013
Working Paper Series
20 downloads
Scale Invariant Contrasts of Response Latency Distributions
Natarajan Sriram
,
Brian A. Nosek
and
Anthony G. Greenwald
University of Virginia
,
University of Virginia
and
University of Washington
Date Posted: February 10, 2013
Working Paper Series
18 downloads
Non Parametric Calibration of the Local Volatility Surface for European Options Using a Second Order Tikhonov Regularization
Jian Geng
,
I. Michael Navon
and
Xiao Chen
Florida State University - Department of Mathematics
,
Florida State University, College of Arts & Sciences, Department of Scientific Computing
and
Lawrence Livermore National Laboratory, Center for Applied Scientific Computing
Date Posted: February 09, 2013
Working Paper Series
16 downloads
Estimation in Semiparametric Partially Linear Models with Parametric and/or Nonparametric Endogeneity
Nam Hyun Kim
and
Patrick W. Saart
University of Adelaide
and
University of Canterbury
Date Posted: February 07, 2013
Last Revised: March 06, 2013
Working Paper Series
4 downloads
Semi-Parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach
Nam Hyun Kim
,
Patrick W. Saart and
Jiti Gao
University of Adelaide
,
University of Canterbury
and
Monash University - Department of Econometrics & Business Statistics
Date Posted: February 07, 2013
Last Revised: March 29, 2013
Working Paper Series
Managing Portfolio Risk Using Multivariate Extreme Value Methods
Sawsan Abbas
,
Ser-Huang Poon and
Jonathan Tawn
University of Bahrain
,
University of Manchester - Business School
and
Lancaster University - Department of Mathematics and Statistics
Date Posted: February 06, 2013
Working Paper Series
57 downloads
Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis
Patrick Bajari ,
Han Hong
,
Ahmed Khwaja
and
Christina Marsh
University of Michigan at Ann Arbor - Economics
,
Stanford University
,
Yale School of Management
and
University of Georgia - Terry College of Business - Department of Economics
Date Posted: February 05, 2013
Working Paper Series
64 downloads
Estimating Demand Elasticities Using Nonlinear Pricing
Christina Marsh
University of Georgia - Terry College of Business - Department of Economics
Date Posted: February 04, 2013
Working Paper Series
46 downloads
Pricing Alternatives in Incomplete Markets: An Application for Carbon Allowances
Marius Frunza
and
Dominique Guegan
Schwarzthal Kapital
and
Universite Paris 1 Pantheon-Sorbonne
Date Posted: February 04, 2013
Working Paper Series
15 downloads
Orthogonal Expansion of Levy Process Functionals: Theory and Practice
Chaohua Dong
and
Jiti Gao
Monash University - Department of Econometrics and Business Statistics
and
Monash University - Department of Econometrics & Business Statistics
Date Posted: February 02, 2013
Working Paper Series
11 downloads
La ricchezza immobiliare delle famiglie italiane: un confronto fra dati campionari e censuari (The Housing Wealth of Italian Households: A Comparison of Administrative and Survey Data)
Bank of Italy Occasional Paper No. 146
Andrea Neri
and
Maria Teresa Monteduro
Bank of Italy
and
Ministry of Economy and Finance (Italy) - Department of Finance
Date Posted: February 02, 2013
Working Paper Series
14 downloads
Life Cycle Income and Consumption Patterns in Transition
National Bank of Poland Working Paper No. 133
Aleksandra Kolasa
National Bank of Poland
Date Posted: February 02, 2013
Working Paper Series
7 downloads
A Bitter Brew? Futures Speculation and Commodity Prices
Jaap W.B. Bos
and
Maarten van der Molen
Maastricht University
and
Rabobank International, Netherlands
Date Posted: January 31, 2013
Working Paper Series
18 downloads
Secular Mean Reversion and Long-Run Predictability of the Stock Market
Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: January 31, 2013
Last Revised: April 10, 2013
Working Paper Series
152 downloads
Are the Smart Kids More Rational?
Sabrina Bruyneel
,
Laurens Cherchye
,
Sam Cosaert
,
Bram De Rock
and
Siegfried Dewitte
Carnegie Mellon University - David A. Tepper School of Business
,
KU Leuven
,
KU Leuven - Faculty of Business and Economics (FBE)
,
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: January 30, 2013
Working Paper Series
16 downloads
Revealed Preference Analysis for Convex Rationalizations on Nonlinear Budget Sets
Laurens Cherchye
,
Thomas Demuynck
and
Bram de Rock
KU Leuven
,
Catholic University of Leuven (KUL) - Faculty of Business and Economics (FBE)
and
Katholieke Universiteit Leuven - Campus Kortrijk (KULAK) - Subfaculty of Economics and Applied Economics
Date Posted: January 30, 2013
Working Paper Series
15 downloads
Generalized Propensity Scores for Multiple Continuous Treatment Variables
CESifo Working Paper Series No. 4074
Peter Egger
and
Maximilian von Ehrlich
ETH Zürich
and
Ludwig Maximilians University of Munich - Center for Economic Studies (CES)
Date Posted: January 30, 2013
Working Paper Series
19 downloads
(International) R&D Collaboration and SMEs: The Effectiveness of Targeted Public R&D Support Schemes
KU Leuven - Faculty of Business and Economics Research Paper No. MSI_1301
Hanna Hottenrott
and
Cindy Lopes Bento
KU Leuven - Faculty of Business and Economics (FBE)
and
CEPS/INSTEAD
Date Posted: January 29, 2013
Working Paper Series
11 downloads
Do Better Roads Increase School Enrollment? Evidence from a Unique Road Policy in India
Mukta Mukherjee
Syracuse University
Date Posted: January 29, 2013
Working Paper Series
5 downloads
A Semiparametric Model for Heterogeneous Panel Data with Fixed Effects
Lena Koerber
,
Oliver B. Linton and
Michael Vogt
London School of Economics & Political Science (LSE)
,
University of Cambridge
and
University of Cambridge
Date Posted: January 26, 2013
Working Paper Series
27 downloads
Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity
US Census Bureau Center for Economic Studies Paper No. CES-WP- 12-32
Andrew B. Bernard ,
Stephen J. Redding and
Peter K. Schott
Dartmouth College - Tuck School of Business
,
Princeton University
and
Yale University - School of Management
Date Posted: January 22, 2013
Working Paper Series
2 downloads
Rationing and Its Implication on Targeting in India: The Case of the Rural Employment Guarantee Scheme
Upasak Das
Indira Gandhi Institute of Development Research
Date Posted: January 21, 2013
Working Paper Series
17 downloads
A Lifetime of Asset Allocation: Realizing a Real Retirement
Arnout Gerard Tilgenkamp
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: January 20, 2013
Working Paper Series
54 downloads
A Simple Nonparametric Test for the Existence of Finite Moments
Igor Fedotenkov
University of Verona
Date Posted: January 18, 2013
Last Revised: April 17, 2013
Working Paper Series
24 downloads
VaR/CVaR Estimation Under Stochastic Volatility Models
2013 Financial Markets & Corporate Governance Conference
Chuan-Hsiang Han
,
Wei-Han Liu
and
Tzu-Ying Chen
National Tsing Hua University - Department of Quantitative Finance
,
La Trobe University, Department of Economics and Finance, Faculty of Business
and
National Taiwan University
Date Posted: January 17, 2013
Working Paper Series
79 downloads
Bootstrapping Tests for Jumps with an Application to Test Averaging
Ana-Maria Dumitru
University of Surrey - Department of Economics
Date Posted: January 16, 2013
Working Paper Series
14 downloads
Large Price Changes and Subsequent Returns
Suresh Govindaraj ,
Joshua Livnat ,
Pavel G. Savor
and
Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick
,
New York University
,
University of Pennsylvania - Finance Department
and
Rutgers University - Rutgers Business School - Newark and New Brunswick
Date Posted: January 14, 2013
Working Paper Series
452 downloads
Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model
Risks, Forthcoming
Vali Alexandru Asimit
,
Raluca Vernic
and
Ricardas Zitikis
City University London - Faculty of Actuarial Science
,
Ovidius University of Constanta
and
University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: January 13, 2013
Last Revised: March 28, 2013
Accepted Paper Series
26 downloads
Losing Heart? The Effect of Job Displacement on Health
IZA Discussion Paper No. 7117
Sandra E. Black ,
Paul J. Devereux and
Kjell G. Salvanes
National Bureau of Economic Research (NBER)
,
University College Dublin - Department of Economics
and
Norwegian School of Economics (NHH) - Department of Economics
Date Posted: January 12, 2013
Working Paper Series
6 downloads
Estimating Returns to Education When the IV Sample is Selective
IZA Discussion Paper No. 7103
Le Wang
University of New Hampshire
Date Posted: January 12, 2013
Working Paper Series
6 downloads
(International) R&D Collaboration and SMEs: The Effectiveness of Targeted Public R&D Support Schemes
ZEW - Centre for European Economic Research Discussion Paper No. 12-086
Hanna Hottenrott
and
Cindy Lopes Bento
KU Leuven - Faculty of Business and Economics (FBE)
and
CEPS/INSTEAD
Date Posted: January 12, 2013
Working Paper Series
19 downloads
Bayesian Semi-Parametric and Non-Parametric Methods in Marketing and Micro-Econometrics
Peter E. Rossi
UCLA-Anderson School of Management
Date Posted: January 10, 2013
Working Paper Series
240 downloads
Empirical Studies in a Multivariate Non-stationary, Nonparametric Regression Model for Financial Returns
Marc Gürtler
and
Ronald Rauh
University of Braunschweig - Institute of Technology, Department of Finance
and
Öffentliche Versicherung Braunschweig
Date Posted: January 09, 2013
Last Revised: January 12, 2013
Working Paper Series
92 downloads
Sharp Bounds on Treatment Effects
Ismael Mourifie
University of Montreal
Date Posted: January 06, 2013
Working Paper Series
62 downloads
Copula-Based Univariate Time Series Structural Shift Identification Test
Higher School of Economics Research Paper No. 7/2012/09
Henry Penikas
National Research University Higher School of Economics
Date Posted: January 06, 2013
Working Paper Series
11 downloads
Does Education Matter for Economic Growth?
IZA Discussion Paper No. 7089
Michael Delgado
,
Daniel J. Henderson and
Christopher F. Parmeter
affiliation not provided to SSRN
,
University of Alabama
and
Virginia Polytechnic Institute & State University
Date Posted: January 05, 2013
Working Paper Series
22 downloads
Credit Risk Connectivity in the Financial Industry and Stabilization Effects of Government Bailouts
Deutsche Bundesbank Discussion Paper 16/2012
Jakob Bosma
,
Michael Koetter
and
Michael Wedow
University of Groningen - Faculty of Economics and Business
,
Frankfurt School of Finance and Management
and
European Central Bank (ECB) - Directorate Financial Stability and Supervision
Date Posted: January 04, 2013
Working Paper Series
10 downloads
Risk Preferences and Demand Drivers of Extended Warranties
Pranav Jindal
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: January 03, 2013
Working Paper Series
18 downloads
Multiscale Adaptive Inference on Conditional Moment Inequalities
Cowles Foundation Discussion Paper No. 1885
Timothy B. Armstrong
and
Hock Peng Chan
Yale University - Cowles Foundation
and
National University of Singapore (NUS)
Date Posted: January 02, 2013
Working Paper Series
6 downloads
Modelling Higher Moments of Electricity Prices
Gregorio Serna and
Pablo Villaplana
University of Castilla, La Mancha
and
Comisión Nacional de Energía
Date Posted: January 02, 2013
Working Paper Series
14 downloads
A New Method for Estimating Liquidity Risk: Insights from a Liquidity-Adjusted CAPM Framework
Journal of International Financial Markets, Institutions and Money, Forthcoming
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: January 02, 2013
Accepted Paper Series
The Impact of Subsidized Health Insurance on the Poor in Colombia: Evaluating the Case of Medellín through Endogenous Switching Models and Propensity Score Matching for Medical Care Utilization
Andres Ramirez Hassan
,
Jhonathan Cardona Jimenez
and
Ramiro Cadavid Montoya
Universidad EAFIT
,
National University of Colombia - Department of Statistics
and
Universidad EAFIT
Date Posted: December 26, 2012
Working Paper Series
14 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
ETH Risk Center – Working Paper No. 11-004,
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Swiss Finance Institute
,
ETH Zurich
,
ETH Zurich
and
East China University of Science and Technology - School of Business
Date Posted: December 21, 2012
Working Paper Series
21 downloads
Pricing and Hedging Contingent Claims Using Variance and Higher-Order Moment Futures
Leonidas Rompolis
and
Elias Tzavalis
Athens University of Economics and Business - Department of Accounting and Finance
and
Athens University of Economics and Business - Department of Economics
Date Posted: December 19, 2012
Last Revised: April 13, 2013
Working Paper Series
45 downloads
Does Greater Autonomy Improve Performance? Evidence from Water Service Providers in Indian Cities
Centre for Development Economics, Department of Economics, Delhi School of Economics Working Paper No. 205
Shreekant Gupta ,
Surender Kumar
and
Gopal K. Sarangi
University of Delhi - Delhi School of Economics
,
University of Delhi - Department of Business Economics
and
TERI University
Date Posted: December 19, 2012
Working Paper Series
16 downloads
Getting Back into the Labor Market: The Effects of Start-Up Subsidies for Unemployed Females
DIW Berlin Discussion Paper No. 1260
Marco Caliendo and
Steffen Künn
Institute for the Study of Labor (IZA)
and
University of Potsdam
Date Posted: December 15, 2012
Working Paper Series
7 downloads
The Fix Is in: Detecting Portfolio Driven Manipulation of the Libor
Connan Andrew Snider
and
Thomas Youle
UCLA - Department of Economics
and
University of Minnesota - Twin Cities - Department of Economics
Date Posted: December 14, 2012
Working Paper Series
113 downloads
Semi-Parametric Bayesian Partially Identified Models Based on Support Function
Yuan Liao
and
Anna Simoni
University of Maryland
and
French National Center for Scientific Research (CNRS)
Date Posted: December 13, 2012
Last Revised: December 16, 2012
Working Paper Series
13 downloads
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