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Econometrics: Data Collection & Data Estimation Methodology eJournal

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Viewing: 1 - 50 of 2,798 papers

1.

The Worldwide Governance Indicators: Methodology and Analytical Issues

World Bank Policy Research Working Paper No. 5430
Number of pages: 31 Posted: 24 Sep 2010
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 71,167
2.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2011 Edition

Number of pages: 95 Posted: 24 Feb 2011 Last Revised: 02 Jun 2011
Working Paper Series
New York University - Stern School of Business
Downloads 12,637
3.

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Number of pages: 42 Posted: 08 Aug 2012 Last Revised: 27 Aug 2015
Working Paper Series
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School

Multiple version iconThere are 3 versions of this paper

Downloads 11,645
4.

P-Curve: A Key to the File Drawer

Journal of Experimental Psychology: General, Forthcoming
Number of pages: 14 Posted: 24 Apr 2013 Last Revised: 08 Jul 2014
Accepted Paper Series
Ramon Llull University - ESADE Business School, University of California, Berkeley - Haas School of Business and University of Pennsylvania - The Wharton School
Downloads 10,612
5.

Advances in Financial Machine Learning (Chapter 1)

Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61 Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 10,477
6.

Just Post It: The Lesson from Two Cases of Fabricated Data Detected by Statistics Alone

Number of pages: 31 Posted: 22 Jul 2012 Last Revised: 03 Aug 2015
Working Paper Series
Ramon Llull University - ESADE Business School
Downloads 8,803
7.

Do Data Characteristics Change According to the Number of Scale Points Used? An Experiment Using 5 Point, 7 Point and 10 Point Scales

International Journal of Market Research, Vol. 51, No. 1, 2008
Number of pages: 20 Posted: 29 Feb 2012 Last Revised: 28 Jun 2016
Accepted Paper Series
University of South Australia - Ehrenberg-Bass Institute
Downloads 7,136
8.

Big Data for Development: From Information- to Knowledge Societies

Number of pages: 39 Posted: 22 Jan 2013 Last Revised: 24 Jan 2013
Working Paper Series
University of California, Davis
Downloads 6,436
9.

Shareholder Value Creators in the S&P 500: 1991-2010

Number of pages: 11 Posted: 13 Feb 2011 Last Revised: 02 Jun 2019
Working Paper Series
IESE Business School, IESE Business School and IESE
Downloads 6,067
10.

The Decline of Violent Conflicts: What Do the Data Really Say?

The Nobel Foundation, Causes of Peace, Forthcoming, NYU Tandon Research Paper No. 2876315
Number of pages: 26 Posted: 30 Nov 2016
Working Paper Series
Delft University of Technology and New York University (NYU) - NYU Tandon School of Engineering
Downloads 5,858
11.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 5,616
12.

Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models

NYU Working Paper No. EC-94-10
Number of pages: 37 Posted: 03 Nov 2008
Working Paper Series
New York University Stern School of Business
Downloads 5,384
13.

Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)

Betriebswirtschaftliche Forschung & Praxis, 65 (5), pp. 469-492, CEFS Working Paper 01-2011
Number of pages: 32 Posted: 17 Nov 2011 Last Revised: 13 Nov 2013
Accepted Paper Series
Technische Universität München (TUM), Technische Universität München (TUM) and University of Marburg - School of Business & Economics
Downloads 4,896
14.

The Real-Time City? Big Data and Smart Urbanism

A revised version of this paper, including two new sections, has been published in GeoJournal 79(1):1-14, 2014
Number of pages: 20 Posted: 04 Jul 2013 Last Revised: 11 Jan 2015
Working Paper Series
National University of Ireland, Maynooth (Maynooth University) - NIRSA
Downloads 4,301
15.

The Future of Prediction: How Google Searches Foreshadow Housing Prices and Sales

Number of pages: 43 Posted: 14 Mar 2012 Last Revised: 02 Dec 2015
Working Paper Series
University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,502
16.

Systemic Banking Crises: A New Database

IMF Working Paper No. 08/224
Number of pages: 80 Posted: 08 Oct 2008
Working Paper Series
European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 3,500
17.

Marginal Effects in the Bivariate Probit Model

NYU Working Paper No. EC-96-11
Number of pages: 10 Posted: 03 Nov 2008
Working Paper Series
New York University Stern School of Business
Downloads 3,447
18.

Beyond Econometrics: A Roadmap Towards Financial Machine Learning

Number of pages: 31 Posted: 22 Apr 2019 Last Revised: 23 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,422
19.

Économétrie Des Données En Panel (Textbook on Econometrics of Panel Data)

Manuel pédagogique en économétrie des données en panel, 2012.
Number of pages: 45 Posted: 04 Jan 2017
Working Paper Series
IHEC Carthage and FSEGT, University of Tunis El Manar (Tunisia)
Downloads 3,011
20.

Acute Multidimensional Poverty: A New Index for Developing Countries

Oxford Poverty & Human Development Initiative (OPHI) Working Paper No. 38, United Nations Development Programme Human Development Report Office Background Paper No. 2010/11
Number of pages: 139 Posted: 20 Apr 2011 Last Revised: 02 Aug 2013
Working Paper Series
Oxford Poverty & Human Development Initiative and CONICET-UNS/IIESS and OPHI
Downloads 2,940
21.

Impact of Macroeconomic Variables on Economic Performance: An Empirical Study of India and Sri Lanka

Number of pages: 35 Posted: 11 May 2011
Working Paper Series
Guru Gobind Singh Indraprastha (GGSIP) University, UCRD, Chandigarh University and BBSB Engineering College
Downloads 2,668
22.

Predicting the Present with Google Trends

Number of pages: 23 Posted: 17 Aug 2010
Working Paper Series
University of California, Berkeley - School of Information and S&P Global

Multiple version iconThere are 2 versions of this paper

Downloads 2,592
23.

Data and Analyses of Voting in the UN General Assembly

Number of pages: 24 Posted: 17 Jul 2012
Working Paper Series
Georgetown University - Edmund A. Walsh School of Foreign Service (SFS)
Downloads 2,528
24.

The 2010 Institutional Investment Report: Trends in Asset Allocation and Portfolio Composition

The Conference Board Research Report, No. R-1468-10-RR, 2010
Number of pages: 64 Posted: 12 Nov 2010
Accepted Paper Series
The Conference Board, Inc. and Global Political Risk Consulting, LLC
Downloads 2,460
25.

Ten Applications of Financial Machine Learning

Number of pages: 16 Posted: 22 Apr 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,388
26.

Common Risk Factors in International Stock Markets

Financial Markets and Portfolio Management, 2019, Volume 33, Issue 3, pp 213–241
Number of pages: 79 Posted: 12 Jan 2011 Last Revised: 13 Jan 2020
Accepted Paper Series
University of Zurich - Department of Banking and Finance, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic Department, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 2,372
27.

Kauffman Firm Survey (KFS) - Baseline/First/Second/Third/Fourth Follow-Ups: Study Metadata Documentation

Number of pages: 1712 Posted: 31 Oct 2007 Last Revised: 12 May 2010
Working Paper Series
Mathematica Policy Research, Inc., University of Colorado at Boulder and University of Chicago - National Opinion Research Center (NORC)
Downloads 2,279
28.

Macroeconomic Factors and Stock Market Movement: Evidence from Ghana

Number of pages: 26 Posted: 26 Oct 2008 Last Revised: 16 Mar 2009
Working Paper Series
University of Cape Coast - School of Business and University of Leicester - School of Management
Downloads 2,267
29.

Backtesting

Number of pages: 33 Posted: 16 May 2015 Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,143
30.

What Segments Equity Markets?

Netspar Discussion Paper No. 02/2011-031, AFA 2009 San Francisco Meetings Paper, National Bank of Poland Working Paper No. 76
Number of pages: 61 Posted: 27 Mar 2008 Last Revised: 19 Sep 2012
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 2,119
31.

Cheap Donuts and Expensive Broccoli: The Effect of Relative Prices on Obesity

Number of pages: 36 Posted: 01 Apr 2007 Last Revised: 17 Dec 2009
Working Paper Series
University of California, Berkeley - School of Law, University of Pennsylvania Law School and George Mason University - Buchanan Center Political Economy
Downloads 2,052
32.

How Badly Flawed is Chinese Economic Data? The Opening Bid is $1 Trillion

Number of pages: 32 Posted: 07 Aug 2013 Last Revised: 14 Aug 2013
Working Paper Series
Fulbright University Vietnam
Downloads 2,050
33.

Credit Ratings across Asset Classes: A Long-Term Perspective

Review of Finance, Forthcoming
Number of pages: 67 Posted: 15 Aug 2011 Last Revised: 07 Jun 2018
Accepted Paper Series
Pennsylvania State University - Department of Finance, Pennsylvania State University - Department of Finance and University of Georgia
Downloads 1,995
34.

Clustering (Presentation Slides)

Number of pages: 34 Posted: 10 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,962
35.

On Estimating Conditional Conservatism

Forthcoming, The Accounting Review, Chicago Booth Research Paper No. 11-09
Number of pages: 56 Posted: 12 Feb 2011 Last Revised: 03 Dec 2012
Accepted Paper Series
University of Chicago - Booth School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago Booth School of Business
Downloads 1,908
36.

Mathematics and Economics: A Reality Check

Journal of Portfolio Management, Vol. 43, No. 1, 2016
Number of pages: 6 Posted: 13 Aug 2016 Last Revised: 21 Aug 2016
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,902
37.

The Ethics of Algorithms: Mapping the Debate

Big Data & Society, Vol. 3(2), DOI: 10.1177/2053951716679679, 2016
Number of pages: 68 Posted: 07 Feb 2017
Accepted Paper Series
University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute and University of Oxford - Oxford Internet Institute
Downloads 1,862
38.

A Personal Perspective on the Origin(s) and Development of 'Big Data': The Phenomenon, the Term, and the Discipline, Second Version

PIER Working Paper No. 13-003
Number of pages: 8 Posted: 18 Jan 2013
Working Paper Series
University of Pennsylvania - Department of Economics
Downloads 1,815
39.

Taking Stock: Estimating Vulnerability Rediscovery

Belfer Cyber Security Project White Paper Series
Number of pages: 52 Posted: 07 Mar 2017 Last Revised: 28 Oct 2017
Accepted Paper Series
Hoover Institution at Stanford University, Harvard University - Berkman Klein Center for Internet & Society and Harvard University - John A. Paulson School of Engineering and Applied Sciences
Downloads 1,715
40.

Differentiating Skill and Luck in Financial Markets with Streaks

Number of pages: 13 Posted: 23 Aug 2010 Last Revised: 16 Jan 2012
Working Paper Series
Harvard College and Lux Capital
Downloads 1,702
41.

Recent Trends in Household Wealth in the United States: Rising Debt and the Middle-Class Squeeze - An Update to 2007

Levy Economics Institute Working Papers Series No. 159
Number of pages: 59 Posted: 07 Apr 2010
Working Paper Series
New York University (NYU) - Department of Economics
Downloads 1,668
42.

Food and Nutrition Security Indicators: A Review

ZEF Working Paper No. 108
Number of pages: 63 Posted: 23 Mar 2013
Working Paper Series
University of Bonn - Department of Economic and Technological Change, University of Bonn - Center for Development Research (ZEF) and International Food Policy Research Institute (IFPRI)
Downloads 1,575
43.

Multiple Testing in Economics

Number of pages: 21 Posted: 23 Nov 2013
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 1,531
44.

Market Microstructure in the Age of Machine Learning

Number of pages: 48 Posted: 11 Jun 2018
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,513
45.

A Multi-Factor SABR Model for Forward Inflation Rates

Bloomberg Portfolio Research Paper No. 2009-08-FRONTIERS
Number of pages: 19 Posted: 05 Feb 2009 Last Revised: 08 Apr 2010
Working Paper Series
Bloomberg L.P. and Banca IMI
Downloads 1,508
46.

Interpretable Machine Learning: Shapley Values (Seminar Slides)

Number of pages: 24 Posted: 21 Jul 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,508
47.

LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts

Number of pages: 7 Posted: 21 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 1,499
48.

Index for Measurement of the Level of Tertiary Education in Developing Countries: Theory and Application

Number of pages: 13 Posted: 02 Apr 2012
Working Paper Series
Independent Research Group “Analytics in Economics and Security” and Vinnitsa National Technical University (VNTU)
Downloads 1,496
49.

Financial Deepening and Economic Development of Nigeria: An Empirical Investigation

African Journal of Accounting, Economics, Finance and Banking Research, Vol. 5, No. 5, December 2009
Number of pages: 15 Posted: 14 Jan 2010
Accepted Paper Series
Federal University of Technology and University of Port Harcourt
Downloads 1,475
50.

The Role of Statistical Software in Data Analysis

International Journal of Applied Research and Studies (iJARS) ISSN: 2278-9480 Volume 3, Issue 8 (August - 2014)
Number of pages: 15 Posted: 02 Dec 2014
Accepted Paper Series
Federal University Oye-Ekiti - Department of Demography and Social Stastistics and Kogi State Polytechnic - Department of Mathematics and Statistics
Downloads 1,470