Search Results
JEL Code: C87

51,317 Total downloads

Viewing: 1 - 50 of 178 papers

1.

MS_Regress - The MATLAB Package for Markov Regime Switching Models

Number of pages: 39 Posted: 26 Nov 2010 Last Revised: 20 Apr 2015
Working Paper Series
Escola de Administração - UFRGS
Downloads 8,301
2.

How to do Xtabond2: An Introduction to Difference and System GMM in Stata

Center for Global Development Working Paper No. 103
Number of pages: 48 Posted: 02 May 2007
Working Paper Series
Center for Global Development
Downloads 6,348
3.

Stochastic Frontier Analysis Using Stata

CEIS Working Paper No. 251
Number of pages: 48 Posted: 13 Sep 2012 Last Revised: 03 Mar 2014
Working Paper Series
University of Rome Tor Vergata - Department of Economics and Finance, Food and Agriculture Organization of the United Nations, Bank of Italy and University of Rome Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads 2,673
4.

Bargaining in the Shadow of Big Data

Florida Law Review, Vol. 66, No. 5, 2014
Number of pages: 66 Posted: 14 Sep 2013 Last Revised: 03 Apr 2014
Accepted Paper Series
South Texas College of Law and South Texas College of Law Alumni
Downloads 1,505
5.

lclogit: A Stata Module for Estimating Latent Class Conditional Logit Models via the Expectation-Maximization Algorithm

UNSW Australian School of Business Research Paper No. 2012 ECON 49
Number of pages: 16 Posted: 12 Nov 2012 Last Revised: 06 Oct 2013
Accepted Paper Series
Italian Department of the Treasury and Durham Business School
Downloads 1,500
6.

Is Indian Stock Market Related with Exchange Rate and Inflation? An Empirical Test Using Time Series

Number of pages: 17 Posted: 15 Oct 2008
Working Paper Series
affiliation not provided to SSRN
Downloads 1,428
7.

Spatial Panel Data Models Using Stata

CEIS Working Paper No. 373
Number of pages: 41 Posted: 29 Mar 2016 Last Revised: 28 Jul 2016
Working Paper Series
University of Rome Tor Vergata - Department of Economics and Finance, University of Edinburgh and CEIS Tor Vergata
Downloads 1,130
8.

A Seasonal Unit Root Test with STATA

Number of pages: 12 Posted: 20 Feb 2008
Working Paper Series
Bank of Italy
Downloads 891
9.

Robust Regression in Stata

Number of pages: 14 Posted: 27 Mar 2009
Working Paper Series
FUNDP - University of Namur. CRED and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 838
10.

Very Fast and Correctly Sized Estimation of the Bds Statistic

Number of pages: 95 Posted: 20 Mar 1999
Working Paper Series
affiliation not provided to SSRN
Downloads 764
11.

Data Mining for Overreaction in Financial Markets

PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING AND APPLICATIONS (SEA), Phoenix, AZ, November 14-16, 2005, W.-T. Tsai and M.H. Hamza, eds., Vol. 467, pp. 28-35, ACTA Press, 2005
Number of pages: 8 Posted: 01 Jun 2009 Last Revised: 05 Jun 2009
Accepted Paper Series
Istanbul Technical University, Department of Mathematical Engineering and University of Pittsburgh - Department of Mathematics
Downloads 759
12.

An Intuitive Guide to Wavelets for Economists

Bank of Finland Research Discussion Paper No. 1/2005
Number of pages: 71 Posted: 30 Aug 2005
Working Paper Series
Texas A&M University - Corpus Christi
Downloads 747
13.

Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses

Number of pages: 24 Posted: 12 Feb 2009
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 734
14.

Python for Unified Research in Econometrics and Statistics

Number of pages: 42 Posted: 04 Jul 2009
Working Paper Series
ENAC and ENAC
Downloads 727
15.

Calculation of Multivariate Normal Probabilities By Simulation, With Applications to Maximum Simulated Likelihood Estimation

IZA Discussion Paper No. 2112
Number of pages: 29 Posted: 08 May 2006
Working Paper Series
Catholic University of the Sacred Heart of Milan and London School of Economics & Political Science (LSE) - Department of Social Policy and Administration
Downloads 633
16.

Propensity Score Matching and Policy Impact Analysis: A Demonstration in Eviews

World Bank Policy Research Working Paper No. 3877
Number of pages: 59 Posted: 06 Oct 2006
Working Paper Series
World Bank
Downloads 626
17.

Market Timing Using Exchange Traded Funds

Number of pages: 17 Posted: 31 May 2010
Working Paper Series
Independent
Downloads 587
18.

Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures

Bank of Canada Working Paper 96-3
Number of pages: 31 Posted: 29 May 1996
Working Paper Series
HEC Montreal - Department of Finance and Federal Reserve Board - Trade and Quantitative Studies
Downloads 577
19.

Stata, Fast and Slow: Why Running Many Small Regressions in a Large Dataset Takes So Long; and What to Do About It

Number of pages: 19 Posted: 12 Apr 2014
Working Paper Series
University of Auckland - Department of Accounting and Finance
Downloads 577
20.

Identifying and Treating Outliers in Finance

Financial Management, Forthcoming
Number of pages: 64 Posted: 16 Jun 2017 Last Revised: 16 Mar 2019
Accepted Paper Series
University of Texas at Arlington, University of Georgia - Department of Insurance, Legal Studies, Real Estate, Virginia Polytechnic Institute & State University, National University of Singapore and FUNDP - University of Namur. CRED
Downloads 568
21.

A Matlab Package for Approximating the Solution to a Continuous-Time Stochastic Optimal Control Problem

Number of pages: 14 Posted: 15 Mar 1998
Working Paper Series
Pennsylvania State University - Department of Mathematics and Victoria University of Wellington
Downloads 560
22.

Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013

Number of pages: 82 Posted: 21 Dec 2014 Last Revised: 18 Apr 2018
Working Paper Series
affiliation not provided to SSRN
Downloads 515
23.

Analysing High Frequency Data Using ARCH and GARCH Methods

Number of pages: 44 Posted: 21 May 2010 Last Revised: 23 Jul 2010
Working Paper Series
Singapore Management University
Downloads 488
24.

The Nearest Correlation Matrix Problem: Solution by Differential Evolution Method of Global Optimization

Number of pages: 8 Posted: 15 Apr 2007 Last Revised: 07 Mar 2013
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 483
25.

On Generating Correlated Random Variables with a Given Valid or Invalid Correlation Matrix

Number of pages: 21 Posted: 03 Aug 2004
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 478
26.

Optimal Solution of the Nearest Correlation Matrix Problem by Minimization of the Maximum Norm

Number of pages: 16 Posted: 09 Aug 2004 Last Revised: 14 Oct 2010
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 463
27.

The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

Number of pages: 34 Posted: 11 Nov 2017 Last Revised: 26 Dec 2018
Working Paper Series
University of Neuchatel - Institute of Financial Analysis, University of Neuchatel, Institute of Financial Analysis, Students, University of Neuchâtel - Institute of Financial Analysis and Ghent University
Downloads 461
28.

An Evaluation of the Sensitivity of U.S. Economic Sectors to Weather

Number of pages: 139 Posted: 14 May 2006
Working Paper Series
University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads 429
29.

Challenges of Trending Time Series Econometrics

Cowles Foundation Discussion Paper No. 1472
Number of pages: 21 Posted: 27 Jul 2004
Working Paper Series
Yale University - Cowles Foundation
Downloads 428
30.

A Teaching Tool for Computing Stock Returns, Risk and Beta

Business Education & Administration, Vol. 3, No. 1, pp. 1-7, 2011
Number of pages: 7 Posted: 06 Jan 2012
Accepted Paper Series
Ohio University - College of Business and affiliation not provided to SSRN
Downloads 395
31.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads 387
32.

TableMaker: An Excel Macro for Publication-Quality Tables

Hlavac, Marek. (2016). "TableMaker: An Excel Macro for Publication-Quality Tables", Journal of Statistical Software, Vol. 70, Code Snippet No. 3.
Number of pages: 12 Posted: 13 Oct 2014 Last Revised: 24 May 2017
Accepted Paper Series
Central European Labour Studies Institute (CELSI)
Downloads 373
33.

Dynamic Copula Toolbox

Number of pages: 17 Posted: 24 Apr 2017
Working Paper Series
University of Macedonia - Department of Business Administration
Downloads 334
34.

Estimating Ordered Categorical Variables Using Panel Data: A Generalized Ordered Probit Model with an Autofit Procedure

Number of pages: 14 Posted: 15 Jun 2010 Last Revised: 01 Apr 2011
Working Paper Series
University of Bayreuth, University of Bayreuth and Techniker Krankenkasse
Downloads 332
35.

FinQL: A Query Language for Big Data in Finance

Algorithmic Finance, Forthcoming
Number of pages: 58 Posted: 04 Nov 2015 Last Revised: 17 Nov 2015
Accepted Paper Series
Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business
Downloads 331
36.

An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains

Working Paper Version 9b
Number of pages: 37 Posted: 26 Feb 1998
Working Paper Series
Victoria University of Wellington and Pennsylvania State University - Department of Mathematics
Downloads 330
37.

oaxaca: Blinder-Oaxaca Decomposition in R

Number of pages: 19 Posted: 20 Nov 2014
Working Paper Series
Central European Labour Studies Institute (CELSI)
Downloads 325
38.

NLINLS: A Differential Evolution Based Nonlinear Least Squares Fortran 77 Program

Number of pages: 13 Posted: 18 Sep 2007 Last Revised: 24 Aug 2010
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 309
39.

Ramsey’s Reset for Count Models Using Eviews

Number of pages: 2 Posted: 11 Sep 2011
Working Paper Series
Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 267
40.

Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say 'Usually Not'

FEDS Working Paper No. 2015-083, http://dx.doi.org/10.17016/FEDS.2015.083
Number of pages: 26 Posted: 06 Oct 2015
Working Paper Series
Board of Governors of the Federal Reserve System and Federal Deposit Insurance Corporation
Downloads 253
41.

IS-LM Model for the US Economy: Testing in JMULTI

Number of pages: 28 Posted: 10 Oct 2011 Last Revised: 18 Oct 2011
Working Paper Series
University Goce Delcev, University Goce Delcev, University Goce Delcev and University Goce Delcev
Downloads 253
42.

A Note on Exact Computation of Max Weighted Score Estimators by Mixed Integer Programming

Number of pages: 22 Posted: 16 Aug 2007 Last Revised: 08 Dec 2008
Working Paper Series
Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 245
43.

Velocity of Money Function for India: Analysis and Interpretations

Number of pages: 12 Posted: 13 Mar 2011
Working Paper Series
Veer Narmad South Gujarat University (VNSGU)

Multiple version iconThere are 2 versions of this paper

Downloads 238
44.

The Skewness Risk Premium in Currency Markets

Journal of Economic Modelling, 2016
Number of pages: 59 Posted: 19 Feb 2016 Last Revised: 20 Oct 2016
Accepted Paper Series
University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 229
45.

Automated Discovery in Econometrics

Cowles Foundation Discussion Paper No. 1469
Number of pages: 22 Posted: 27 Jul 2004
Working Paper Series
Yale University - Cowles Foundation
Downloads 220
46.

Velocity of Money Function for India: Analysis and Interpretations

Quest-Journal of Management and Research,1(1),15-26, (2010)
Number of pages: 12 Posted: 13 Sep 2013 Last Revised: 23 Nov 2013
Accepted Paper Series
Veer Narmad South Gujarat University (VNSGU)

Multiple version iconThere are 2 versions of this paper

Downloads 218
47.

Machine Minds: The Blueprint for Artificial Consciousness

Number of pages: 22 Posted: 20 May 2012
Working Paper Series
Andhra University, Department of Social Work
Downloads 217
48.

Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application

Number of pages: 25 Posted: 10 Mar 2006
Working Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 208
49.

The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer Through Blockchain Networks

Number of pages: 32 Posted: 02 May 2017
Working Paper Series
DoPT,Government of India and Government of India, Ministry of Railways
Downloads 203
50.

An Algorithm for Matching Heterogeneous Financial Databases: A Case Study for COMPUSTAT/CRSP and I/B/E/S Databases

Number of pages: 17 Posted: 21 Jun 2014
Working Paper Series
University of California, San Diego (UCSD) and University of California, San Diego (UCSD)
Downloads 201