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Econometrics: Data Collection & Data Estimation Methodology eJournal

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Viewing: 1 - 50 of 2,874 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 83,778
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 13,006
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 12,339
4.

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 EngineeringAbu Dhabi Investment Authority
Downloads 12,200
5.

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 11,745
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 8,946
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 7,265
8.

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
ZHAW School of Management and Law and New York University (NYU) - NYU Tandon School of Engineering
Downloads 6,998
9.

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 6,878
10.

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 6,808
11.

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 6,128
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 5,942
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 5,265
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 4,667
15.

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 4,501
16.

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 EngineeringAbu Dhabi Investment Authority
Downloads 4,436
17.

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 National Bureau of Economic Research (NBER)
Downloads 3,976
18.

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 3,773
19.

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 EngineeringAbu Dhabi Investment Authority
Downloads 3,567
20.

Systemic Banking Crises: A New Database

Number of pages: 80 Posted: 08 Oct 2008
Working Paper Series
European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 3,528
21.

AlphaPortfolio: Direct Construction Through Deep Reinforcement Learning and Interpretable AI

Number of pages: 70 Posted: 20 Apr 2020 Last Revised: 06 Dec 2021
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) and Beihang University (BUAA)
Downloads 3,284
22.

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 3,269
23.

Predicting the Present with Google Trends

Number of pages: 23 Posted: 17 Aug 2010
Working Paper Series
School of Information and S&P Global

Multiple version iconThere are 2 versions of this paper

Downloads 3,185
24.

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 3,016
25.

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 2,984
26.

Functional Health Patterns Model – A Case Study

Case Studies Journal ISSN (2305-509X) Volume 5, Issue 7, July-2016
Number of pages: 9 Posted: 10 Jul 2019
Accepted Paper Series
Ad?yaman University
Downloads 2,953
27.

Clustering (Presentation Slides)

Number of pages: 34 Posted: 10 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 2,754
28.

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 Business Administration, ETH Zürich, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University, University of Zurich - Department of Banking and Finance and University of Kassel
Downloads 2,709
29.

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 2,661
30.

Backtesting

Number of pages: 33 Posted: 16 May 2015 Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 2,638
31.

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 2,594
32.

Rain, Rain, Go Away: 176 Potential Exclusion-Restriction Violations for Studies Using Weather as an Instrumental Variable

Number of pages: 112 Posted: 02 Dec 2020 Last Revised: 01 Jul 2021
Working Paper Series
University of Manchester
Downloads 2,336
33.

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 2,306
34.

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 2,235
35.

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 Carey Law School and George Mason University - Buchanan Center Political Economy
Downloads 2,190
36.

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 2,172
37.

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: 03 Sep 2021
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 2,157
38.

Shedding Light on the Shadow Economy: A Global Database and the Interaction with the Official One

Number of pages: 54 Posted: 12 Dec 2019
Working Paper Series
George Washington University - Department of Economics and Johannes Kepler University Linz - Department of Economics
Downloads 2,137
39.

Market Microstructure in the Age of Machine Learning

Number of pages: 48 Posted: 11 Jun 2018
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 2,135
40.

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 2,117
41.

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 2,064
42.

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-EkitiFederal University Oye-Ekiti - Department of Demography and Social Stastistics and Kogi State Polytechnic - Department of Mathematics and Statistics
Downloads 2,063
43.

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 2,035
44.

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)International Food Policy Research Institute (IFPRI)
Downloads 2,029
45.

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 1,937
46.

Non-Response Bias

ENCYCLOPEDIA OF SOCIAL MEASUREMENT, Vol. 2, pp. 865-873, Kempf-Leonard, K., ed., London, Academic Press
Number of pages: 34 Posted: 15 Oct 2010
Accepted Paper Series
University of Otago, Department of Economics
Downloads 1,921
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 1,888
48.

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 1,811
49.

The Effect of Family, Peer, Behavior, Saving and Spending Behavior on Financial Literacy Among Young Generations

International Journal of Organizational Leadership 7(2018) 309-323
Number of pages: 15 Posted: 11 Mar 2019
Accepted Paper Series
University Utara Malaysia (UUM) - School of Business Management (SBM), Universiti Utara Malaysia and Universiti Utara Malaysia
Downloads 1,775
50.

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 1,772