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Econometrics: Data Collection & Data Estimation Methodology eJournal

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Viewing: 1 - 50 of 2,553 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 58,079
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 12,169
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 10,349
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
University of Pennsylvania - The Wharton School, University of California, Berkeley - Haas School of Business and University of Pennsylvania - The Wharton School
Downloads 8,775
5.

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
University of Pennsylvania - The Wharton School
Downloads 8,496
6.

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 6,919
7.

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

Number of pages: 11 Posted: 13 Feb 2011 Last Revised: 18 Oct 2017
Working Paper Series
University of Navarra - IESE Business School, IESE Business School and IESE
Downloads 5,771
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 5,527
9.

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 4,522
10.

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
Lawrence Berkeley National Laboratory
Downloads 4,522
11.

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
Robeco Asset Management - Quantitative Strategies, Technische Universität München (TUM) and University of Marburg - School of Business & Economics
Downloads 4,340
12.

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) - Tandon School of Engineering
Downloads 3,629
13.

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 3,434
14.

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 3,418
15.

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 3,313
16.

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 3,226
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 2,903
18.

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 2,239
19.

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 2,177
20.

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 Kensho Technologies

Multiple version iconThere are 2 versions of this paper

Downloads 2,157
21.

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 2,058
22.

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 2,026
23.

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
Peking University - HSBC School of Business
Downloads 2,013
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 1,957
25.

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 1,891
26.

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 1,846
27.

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 1,824
28.

On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications

Swiss Finance Institute Research Paper No. 10-58
Number of pages: 83 Posted: 12 Jan 2011 Last Revised: 11 Feb 2017
Working 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 1,824
29.

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 Pennsylvania Law School, University of Pennsylvania Law School and George Mason University - Buchanan Center Political Economy
Downloads 1,821
30.

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 1,782
31.

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
Harvard Kennedy School (HKS), Belfer Center for Science and International Affairs (BCSIA), Harvard University - Berkman Klein Center for Internet & Society and Harvard University - Harvard School of Engineering and Applied Sciences
Downloads 1,604
32.

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 1,556
33.

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
Vinnitsa National Technical University (VNTU) and Vinnitsa National Technical University (VNTU)
Downloads 1,481
34.

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 1,443
35.

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 1,426
36.

Liquidity Biases in TRACE

Journal of Fixed Income, Vol. 19, No. 2, 2009
Number of pages: 28 Posted: 24 Jun 2009 Last Revised: 29 Jun 2011
Working Paper Series
Copenhagen Business School - Department of Finance
Downloads 1,386
37.

Backtesting

Number of pages: 33 Posted: 16 May 2015 Last Revised: 05 Jul 2015
Working Paper Series
Lawrence Berkeley National Laboratory
Downloads 1,322
38.

Impact of Macroeconomics Variables on Stock Prices: Empirical Evidence in Case of KSE

Number of pages: 8 Posted: 28 Sep 2010
Working Paper Series
Federal Urdu University of Arts Science & Technology, Benazir Bhutto Shaheed University, Lyari, Karachi, University of Karachi and KASB Institute of Technology (KASBIT)
Downloads 1,250
39.

Determinants of Entrepreneurship in Europe

ERIM Report Series Reference No. ERS-2004-106-ORG
Number of pages: 17 Posted: 20 Dec 2004
Working Paper Series
Catholic University of Louvain and Erasmus University Rotterdam (EUR) - Centre for Advanced Small Business Economics (CASBEC)
Downloads 1,249
40.

From Business Intelligence to Competitive Intelligence: Inferring Competitive Measures Using Augmented Site-Centric Data

Number of pages: 48 Posted: 08 Jan 2009 Last Revised: 04 Apr 2012
Working Paper Series
University of Texas at Dallas, University of Pennsylvania - Marketing Department and University of South Florida - College of Business Administration
Downloads 1,224
41.

A Framework for Stress Testing Banks' Credit Risk

The Journal of Risk Model Validation, Vol. 2, No. 1, pp. 3-23, Spring 2008
Number of pages: 21 Posted: 15 Jan 2009 Last Revised: 04 Mar 2009
Accepted Paper Series
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 1,220
42.

A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States

Number of pages: 77 Posted: 11 Feb 2009
Working Paper Series
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Nottingham University Business School (NUBS), Pacific Global Advisors and J.P. Morgan Chase & Co.
Downloads 1,203
43.

The Great Recession: Lessons from Microeconomic Data

Number of pages: 12 Posted: 17 Jun 2010
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,186
44.

Multiple Testing in Economics

Number of pages: 21 Posted: 23 Nov 2013
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 1,183
45.

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 1,177
46.

Causal Empiricism in Quantitative Research

Journal of Politics, Forthcoming
Number of pages: 33 Posted: 08 May 2016
Accepted Paper Series
New York University (NYU) - Wilf Family Department of Politics
Downloads 1,173
47.

Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements

Number of pages: 53 Posted: 30 May 2011 Last Revised: 07 Nov 2014
Working Paper Series
ADIA and University of Illinois at Urbana-Champaign
Downloads 1,161
48.

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 1,154
49.

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
Lawrence Berkeley National Laboratory
Downloads 1,153
50.

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 1,090