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JEL Code: C22
533,554 Total downloads
Showing Papers 921 - 970 of 3,420
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Effects of the Endogenous Scope of Preferentialism on International Goods Trade CESifo Working Paper Series No. 4208
Peter Egger
and
Georg Wamser
Date Posted: May 01, 20137 downloads
Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site Robert H. Smith School Research Paper No. RHS 06-065
Michael Trusov
,
Randolph E. Bucklin
and
Koen H. Pauwels
Date Posted: May 08, 2008Last Revised: February 20, 20095896 downloads
Efficiency in Estimation of Memory
Willa W. Chen
Date Posted: October 06, 200625 downloads
Efficiency of India's Capital Market - An Empirical Analysis
P. K. Mishra
Date Posted: December 11, 2008
Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation
Per A. Mykland ,
Neil Shephard and
Kevin Sheppard
Date Posted: February 21, 2012122 downloads
Efficient Bargaining and the Skill-Structure of Wages and Employment Center of Finance and Econometrics, CoFE Discussion Paper No. 00-24
Winfried Pohlmeier and
Ulrich Kaiser
Date Posted: August 12, 200654 downloads
Efficient Bayesian Estimation and Combination of GARCH-Type Models RETHINKING RISK MEASUREMENT AND REPORTING: EXAMPLES AND APPLICATIONS FROM FINANCE, Vol. II, Chapter 1, Klaus Böcker, eds., RiskBooks, London, 2010,
David Ardia and
Lennart F. Hoogerheide
Date Posted: January 26, 2010Last Revised: April 08, 2011267 downloads
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
Paolo Giordani and
Robert Kohn
Date Posted: February 28, 2006140 downloads
Efficient Estimation for Ergodic Diffusions Sampled at High Frequency CREATES Research Paper No. 2007-46
Michael Sorensen
Date Posted: June 24, 200839 downloads
Efficient Estimation in Semiparametric GARCH Models
Feike C. Drost and
Chris A. J. Klaassen
Date Posted: January 21, 1997579 downloads
Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models CentER Discussion Paper Series No. 2007-23
Feike C. Drost ,
Ramon van den Akker
and
Bas J. M. Werker
Date Posted: May 22, 200730 downloads
Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued Ar(P) Models CentER Discussion Paper Series No. 2008-53 (revision of Paper No. 2007-23)
Feike C. Drost ,
Ramon van den Akker
and
Bas J. M. Werker
Date Posted: June 09, 200824 downloads
Efficient Estimation of Conditional Risk Measures in a Semiparametric GARCH Model
Yang Yan
,
Dajing Shang
and
Oliver B. Linton
affiliation not provided to SSRN
and
University of Cambridge
Date Posted: June 09, 2012Last Revised: July 16, 201251 downloads
Efficient Estimation of Copula-Based Semiparametric Markov Models Cowles Foundation Discussion Paper No. 1691
Xiaohong Chen ,
Wei Biao Wu and
Yanping Yi
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 26, 2009Last Revised: March 16, 2009127 downloads
Efficient Estimation of Dynamical Systems Studies in Nonlinear Dynamics and Econometrics, Vol. 4, No. 4, pp. 213-226, 2001
Stefano Maria Iacus
Date Posted: December 10, 200430 downloads
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals Yale Economics Department Working Paper No. 38, Cowles Foundation Discussion Paper No. 1640
Xiaohong Chen and
Demian Pouzo
Date Posted: February 20, 200898 downloads
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals Cowles Foundation Discussion Paper No. 1640R
Xiaohong Chen and
Demian Pouzo
Date Posted: October 31, 2008Last Revised: July 16, 200926 downloads
Efficient Estimation of Stochastic Volatility Using Noisy Observations: A Multi-Scale Approach
Lan Zhang
Date Posted: November 21, 2004348 downloads
Efficient Estimation of the Parameter Path in Unstable Time Series Models
Ulrich K. Müller and
Philippe-Emmanuel Petalas
Date Posted: April 01, 2007Last Revised: July 06, 200943 downloads
Efficient Estimation of Volatility using High Frequency Data
Gilles O. Zumbach and
Adrian Trapletti
affiliation not provided to SSRN
and
Independent
Date Posted: April 16, 20021078 downloads
Efficient Filtering in State-Space Representations
David N. DeJong ,
Hariharan Dharmarajan
,
Roman Liesenfeld and
Jean-Francois Richard
Date Posted: February 04, 200982 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
Date Posted: April 14, 2011
Efficient Likelihood Inference in Nonstationary Univariate Models Econometric Theory, Vol. 20, pp. 116-146, 2004
Morten Ørregaard Nielsen
Date Posted: June 20, 2004
Efficient Likelihood Inference in Nonstationary Univariate Models U of Aarhus, Economics Working Paper No. 2001-8
Morten Ørregaard Nielsen
Date Posted: October 29, 200160 downloads
Efficient Regression in Time Series Partial Linear Models Cowles Foundation Discussion Paper No. 1363
Peter C. B. Phillips ,
Binbin Guo
and
Zhijie Xiao
Date Posted: June 01, 2002159 downloads
Efficient Robust Estimation of Regression Models CentER Discussion Paper Series No. 2007-87
Pavel Cizek
Date Posted: March 10, 200665 downloads
Efficient Robust Estimation of Time-Series Regression Models CentER Discussion Paper No. 2007-95
Pavel Cizek
Date Posted: December 10, 200778 downloads
Efficient Semiparametric Detection of Changes in Trend
Chuan Goh
affiliation not provided to SSRN
Date Posted: June 09, 2008Last Revised: July 11, 200958 downloads
Efficient Tests of Stock Return Predictability Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006
John Y. Campbell and
Motohiro Yogo
Date Posted: October 23, 2002Last Revised: June 17, 20091486 downloads
Election Forecasting: Theory, Practice, Japan APSA 2011 Annual Meeting Paper
Michael S. Lewis-Beck
and
Charles Tien
Date Posted: August 01, 2011Last Revised: August 14, 201149 downloads
Emerging Market Spreads in the Recent Financial Turmoil Bank of Italy Occasional Paper No. 35
Alessio Ciarlone
,
Paolo Piselli
and
Giorgio Trebeschi
Date Posted: May 04, 200976 downloads
Emerging Markets Spreads and Global Financial Conditions Bank of Italy Temi di Discussione (Working Paper) No. 637
Alessio Ciarlone
,
Paolo Piselli
and
Giorgio Trebeschi
Date Posted: August 07, 2007191 downloads
Empirical Analysis of Price Data in the Delineation of the Relevant Geographical Market in Competition Analysis University of Aarhus, Economics Working Paper No. 2003-09
Niels Haldrup
Date Posted: August 12, 2003244 downloads
Empirical Analysis of the Relation Between Taxes and GVA: An Overview and Short Discussion
Marius Surugiu and
Camelia Surugiu
Date Posted: June 21, 201060 downloads
Empirical Applications for Survey Data on HIV/AIDS Epidemic in Khartoum State Health Economics Journal, Vol. 3, No. 57, May 11, 2011
Issam A.W. Mohamed
Date Posted: May 09, 2011Last Revised: May 25, 201121 downloads
Empirical Assessment of Bifurcation Regions within New Keynesian Models
William A. Barnett and
Evgeniya Aleksandrovna Duzhak
Date Posted: October 23, 2008Last Revised: July 14, 200937 downloads
Empirical Characteristic Function Estimation and its Applications
Jun Yu
Date Posted: May 31, 2004285 downloads
Empirical Characteristic Function in Time Series Estimation Auckland Department of Economics Working Paper No. 200
John Knight and
Jun Yu
Date Posted: May 01, 2001197 downloads
Empirical Comparison of Multivariate GARCH Models for Estimation of Intraday Value at Risk
Takayuki Morimoto and
Yoshinori Kawasaki
Date Posted: February 06, 2008415 downloads
Empirical Evidence of Conditional Heteroskedasticity in Vietnam's Stock Returns Time Series (for its entire existence through August 21, 2002) Proceedings & Communications of the Annual Meeting of the Society, Forthcoming
Quan Hoang Vuong
Date Posted: September 20, 2002364 downloads
Empirical Evidence on Indian Stock Market Efficiency in Context of the Global Financial Crisis Global Journal of Finance and Management, Vol. 1, No. 2, pp.149-157
P. K. Mishra
Date Posted: April 08, 2010Last Revised: January 23, 2012
Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand Working Paper 95-3
Robert A. Amano
Date Posted: August 25, 1998
Empirical Evidence on the Relationship Between EVA and Stock Returns in Brazilian Firms
Date Posted: April 20, 20051334 downloads
Empirical Evidence on the Relationship between Foreign Direct Investment and Economic Growth: A Cross-Country Exploration in Asia Seoul Journal of Economics, Vol. 25, No. 4, pp. 413-439, 2012
SAMRAT ROY
and
Kumarjit Mandal
Date Posted: November 30, 201253 downloads
Empirical Evidence on the Role of Inflation Regime in the Exchange Rate Pass-Through to Import Prices
Marko Korhonen
and
Juha-Pekka Junttila
Date Posted: May 23, 2010Last Revised: May 24, 201050 downloads
Empirical Likelihood Block Bootstrapping
Allan Gregory
and
Katsumi Shimotsu
Date Posted: May 21, 200850 downloads
Empirical Likelihood-Based Inference for Nonparametric Recurrent Diffusions
Ke-Li Xu
Date Posted: June 15, 2008Last Revised: January 18, 201036 downloads
Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering
Salvatore Miccichè
Date Posted: October 08, 201227 downloads
Empirical Tests of the Mean-semivariance CAPM
Thierry Post and
Pim van Vliet
Date Posted: June 21, 20041271 downloads
Employment Adjustment in Portugal: Evidence from Aggregate and Firm Data IZA Discussion Paper No. 391
John T. Addison and
Paulino Teixeira
Date Posted: November 05, 200189 downloads
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