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Econometrics: Data Collection & Data Estimation Methodology eJournal

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Viewing: 1 - 50 of 2,565 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 58,858
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 12,201
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 10,484
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 8,955
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
Ramon Llull University - ESADE Business School
Downloads 8,523
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 6,941
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 5,782
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 5,601
9.

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 5,517
10.

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 4,589
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 4,380
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 3,682
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 3,501
14.

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 3,477
15.

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 3,421
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 3,256
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 2,956
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 2,253
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 2,185
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 2,178
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 2,139
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 2,033
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
affiliation not provided to SSRN
Downloads 2,016
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 1,961
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 1,899
26.

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 1,869
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 1,861
28.

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 1,851
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 1,835
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 1,805
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 1,621
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 1,564
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 1,482
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 1,461
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 1,441
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 1,431
37.

Backtesting

Number of pages: 33 Posted: 16 May 2015 Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,359
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 1,264
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 1,254
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 1,233
41.

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 1,225
42.

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 1,222
43.

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 - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
Downloads 1,218
44.

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 1,217
45.

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 1,203
46.

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 1,195
47.

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 1,182
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 1,174
49.

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 1,164
50.

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 Laboratory of Applied Economics and Finance, University of Carthage, Tunisia.
Downloads 1,127