Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 724,940
Full Text Papers: 610,293
Authors: 334,469
Papers Received in
  Last 12 months:
63,789

Paper Downloads:
To date: 110,573,936
Last 12 months: 13,537,183
Last 30 days: 1,245,946

CiteReader:  What's this?
Papers with
  Resolved
  References:
316,866
Total References: 9,134,094
Papers with Cites: 247,932
Total Citation
  Links:
5,974,042
Papers with
  Resolved
  Footnotes:
93,244
Total Footnotes: 9,029,811


SSRN eLibrary Search Results
Econometrics: Econometric Model Construction, Estimation & Selection eJournal
189,849 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 1,699
Sort By
1 2 3 4 ... 34 | Next >
   

Incl. Fee Electronic Paper Model‐Selection Tests for Conditional Moment Restriction Models
The Econometrics Journal, Vol. 20, Issue 1, pp. 52-85, 2017
Yu-Chin Hsu and Xiaoxia Shi
Academia Sinica, Institute of Economics and University of Wisconsin - Madison
Date Posted: March 22, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Nonparametric Regression with Nearly Integrated Regressors Under Long‐Run Dependence
The Econometrics Journal, Vol. 20, Issue 1, pp. 118-138, 2017
Zongwu Cai, Bingyi Jing II, Xinbing Kong and Zhi Liu
University of Kansas, Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Soochow University and University of Macau
Date Posted: March 22, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Change Point Tests in Functional Factor Models with Application to Yield Curves
The Econometrics Journal, Vol. 20, Issue 1, pp. 86-117, 2017
Patrick Bardsley, Lajos Horváth, Piotr Kokoszka and Gabriel Young
University of Texas at Austin, University of Utah - Department of Mathematics, Utah State University - Department of Mathematics & Statistics and Columbia University
Date Posted: March 22, 2017
Accepted Paper Series

Modeling Through Latent Variables
Annual Review of Statistics and Its Application, Vol. 4, Issue 1, pp. 267-282, 2017
Geert Verbeke and Geert Molenberghs
KU Leuven and Hasselt University
Date Posted: March 21, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Poorly Measured Confounders are More Useful on the Left than on the Right
NBER Working Paper No. w23232
Zhuan Pei, Jörn-Steffen Pischke and Hannes Schwandt
W.E. Upjohn Institute for Employment Research, London School of Economics and Princeton University - Center for Health and Wellbeing
Date Posted: March 19, 2017
Working Paper Series
14 downloads

Incl. Fee Electronic Paper Shock Restricted Structural Vector-Autoregressions
NBER Working Paper No. w23225
Sydney C. Ludvigson, Sai Ma and Serena Ng
New York University - Department of Economics, New York University (NYU) - Department of Economics and Columbia Business School - Economics Department
Date Posted: March 19, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Direct Estimation of Factor Exposures from Appraisal Returns
Jenwen Lin
University of Toronto - Department of Statistics
Date Posted: March 18, 2017
Working Paper Series
26 downloads

Local Polynomial Regressions versus OLS for Generating Location Value Estimates
Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
Jeffrey P. Cohen, Cletus C. Coughlin and John M. Clapp
University of Connecticut - School of Business, Federal Reserve Bank of St. Louis - Research Division and University of Connecticut - Department of Finance
Date Posted: March 18, 2017
Accepted Paper Series

Incl. Electronic Paper Model Selection for Explosive Models
Yubo Tao and Jun Yu
Singapore Management University - School of Economics and Singapore Management University
Date Posted: March 17, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper A Choice-Based Diffusion Model for Multi-Generation and Multi-Country Data
KAIST College of Business Working Paper Series No. 2017-004
Hyungsoo Lim, Duk Bin Jun and Mohsen Hamoudia
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Orange Business Services, France
Date Posted: March 16, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper A Short Note on Spearman Correlation: Impact of Tied Observations
Yang Liu
HSBC Bank (Canada)
Date Posted: March 16, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Correlation or Causation?: The Sorry State of Inference in Empirical Modeling
Xiaojing Dong and John M Heineke
Santa Clara University - Marketing and Santa Clara University - Leavey School of Business
Date Posted: March 16, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper On Substitutability and Complementarity in Discrete Choice Models
Guiyun Feng, Xiaobo Li and Zizhuo Wang
University of Minnesota - Industrial & System Engineering, University of Minnesota - Industrial & System Engineering and University of Minnesota - Industrial & System Engineering
Date Posted: March 15, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Tribute to T. W. Anderson
Cowles Foundation Discussion Paper No. 2081
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: March 13, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper John Denis Sargan at the London School of Economics
Cowles Foundation Discussion Paper No. 2082
David F. Hendry and Peter C. B. Phillips
University of Oxford - Department of Economics and Yale University - Cowles Foundation
Date Posted: March 13, 2017
Working Paper Series
76 downloads

Incl. Electronic Paper The (Adaptive) Lasso in the Zoo - Firm Characteristic Selection in the Cross-Section of Expected Returns
Marcial Messmer and Francesco Audrino
University of St. Gallen and University of St. Gallen
Date Posted: March 10, 2017
Working Paper Series
61 downloads

Incl. Electronic Paper Yogurts Choose Consumers? Identification of Random Utility Models via Two-Sided Matching
Odran Bonnet Sr., Alfred Galichon and Matthew Shum
Sciences Po, NYU, Department of Economics and Courant Institute and California Institute of Technology
Date Posted: March 09, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Noise Fit, Estimation Error and a Sharpe Information Criterion: Linear Case
Dirk Paulsen and Jakob Söhl
John Street Capital and Delft University of Technology - Delft Institute of Applied Mathematics (DIAM)
Date Posted: March 08, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Empirical Validation of Agent-Based Models
Thomas Lux and Remco C. J. Zwinkels
University of Kiel - Institute of Economics and Vrije Universiteit Amsterdam
Date Posted: March 05, 2017
Working Paper Series
23 downloads

Issues and Challenges in Model Risk Quantification - A Research Study
Niraj Kumar Mahapatra
Management Development Institute, Students
Date Posted: March 05, 2017
Working Paper Series

Incl. Electronic Paper Efficient Parameter Estimation for Multivariate Jump-Diffusions
Francois Guay and Gustavo Schwenkler
Boston University and Boston University - Department of Finance & Economics
Date Posted: March 03, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper An Economic Model Explaining Reference Price Effects
Dong Soo Kim, Mingyu Joo and Greg M. Allenby
Ohio State University (OSU) - Fisher College of Business, Ohio State University, Fisher College of Business and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: March 03, 2017
Last Revised: March 05, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper Minimum Contrast Empirical Likelihood Manipulation Testing for Regression Discontinuity Design
Jun Ma, Hugo Jales and Zhengfei Yu
Renmin University of China, Syracuse University - Department of Economics and University of Tsukuba
Date Posted: March 03, 2017
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
CEPR Discussion Paper No. DP11868
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
University of Notre Dame, University of Michigan at Ann Arbor - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: March 02, 2017
Working Paper Series

Incl. Electronic Paper Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
Chicago Booth Research Paper No. 17-02
Chaoxing Dai, Kun Lu and Dacheng Xiu
University of Chicago - Booth School of Business, Princeton University and University of Chicago - Booth School of Business
Date Posted: February 23, 2017
Working Paper Series
72 downloads

Incl. Electronic Paper A Model To ‘Make Decisions and Take Actions’: Leif Johansen’s Multi-Sector Growth Model, Computerized Macroeconomic Planning, and Resilient Infrastructures for Policy-Making
The Center for the History of Political Economy Working Paper Series Working Paper No. 2017-07
Verena Halsmayer
University of Lucerne
Date Posted: February 23, 2017
Last Revised: March 03, 2017
Working Paper Series
59 downloads

Incl. Electronic Paper Volatility, Information Feedback and Market Microstructure Noise: A Tale of Two Regimes
Torben G. Andersen, Gökhan Cebiroglu and Nikolaus Hautsch
Northwestern University - Kellogg School of Management, University of Vienna, Faculty of Business and Economics and University of Vienna - Department of Statistics and Operations Research
Date Posted: February 23, 2017
Last Revised: March 08, 2017
Working Paper Series
102 downloads

Incl. Electronic Paper The Volatility of Bitcoin
Andrew Urquhart
Southampton Business School
Date Posted: February 22, 2017
Working Paper Series
83 downloads

Incl. Electronic Paper The Omniscience Model: Equation Selection
XVI International Business & Economy Conference (IBEC) - Chile 2017
Jeffry Haber
Iona College
Date Posted: February 22, 2017
Accepted Paper Series
35 downloads

Incl. Electronic Paper Análisis Costo-Beneficio De Políticas Macroprudenciales En Un Modelo DSGE Para El Caso Colombiano (Cost-Benefit Analysis of the Macroprudential Policies in a DSGE Model for the Colombian Case)
Documento CEDE No. 2017-02
Martha Liliana González
VIVEKA
Date Posted: February 22, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper El Rol De La Inversión En La Función De Producción De Habilidades Cognitivas: Evidencia De Colombia, Chile Y Perú (The Role of Investment in the Cognitive Ability Production Function: Evidence from Colombia, Chile, and Peru)
Documento CEDE No. 2017-12
Dianan J. Martinez
Inter-American Development Bank (IDB)
Date Posted: February 22, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Why Responsible Investors Should Consider Islamic Criteria
Christian Gueckel
SEDCO Capital
Date Posted: February 17, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Estimation of Cointegrated Spaces: A Numerical Case Study on Efficiency, Accuracy and Influence of the Model Noise
Maciej Marówka, Gareth William Peters, Nikolas Kantas and Guillaume Bagnarosa
Imperial College London - Department of Mathematics, University College London - Department of Statistical Science, Imperial College London and ESC Rennes
Date Posted: February 16, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Quantifying the Link between Art and Property Prices in Urban Neighbourhoods
R. Soc. open sci. 3: 160146. (2016) DOI/10.1098/rsos.160146
Chanuki Seresinhe, Tobias Preis and Helen Susannah Moat
University of Warwick - Warwick Business School, Data Science Lab, Behavioural Science, Warwick Business School and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: February 16, 2017
Accepted Paper Series
9 downloads

Incl. Electronic Paper Modelling and Forecasting Rig Rates on the Norwegian Continental Shelf
USAEE Working Paper No. 17-292
Terje Skjerpen, Halvor Briseid Storrosten, Knut Einar Rosendahl and Petter Osmundsen
Statistics Norway, Statistics Norway, Norwegian University of Life Sciences and University of Stavanger
Date Posted: February 16, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Publish and Perish: Creative Destruction and Macroeconomic Theory
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Date Posted: February 15, 2017
Working Paper Series
50 downloads

Incl. Electronic Paper Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach
Columbia Business School Research Paper No. 17-24
Asim Ansari, Yang Li and Jonathan Z. Zhang
Columbia Business School - Marketing, Cheung Kong Graduate School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: February 15, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression
Cowles Foundation Discussion Paper No. 1923R2
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Date Posted: February 15, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Exchange Rate Prediction Redux: New Models, New Data, New Currencies
ECB Working Paper No. 2018
Yin-Wong Cheung, Menzie David Chinn, Antonio I. Garcia Pascual and Yi Zhang
City University of Hong Kong - Department of Economics & Finance, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, International Monetary Fund (IMF) - Western Hemisphere Department and University of Wisconsin - Madison - Department of Economics
Date Posted: February 13, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper Volatilite Modellerinin Öngörü Performanslari: ARCH, GARCH ve SWARCH Karşilaştirmasi (Forecasting Performance Of Volatility Models: Comparison Of Arch, Garch And Swarch)
Dokuz Eylül üniversitesi İşletme Fakültesi Dergisi, Cilt 8, Sayı 2, 2007, 201-217,
Cüneyt Akar
Bandirma Onyedi Eylul University
Date Posted: February 11, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper Review of Energy-Growth Nexus: A Panel Analysis for Ten Eurasian Oil Exporting Countries
Renewable and Sustainable Energy Reviews 73 (2017) 369–386,
Hasanov Fakhri, Cihan Bulut and Elchin Suleymanov
Qafqaz University - Center for Socio-Economic Research, Qafqaz University and Baku Engineering University - Department of Finance
Date Posted: February 11, 2017
Last Revised: February 24, 2017
Accepted Paper Series
114 downloads

Incl. Electronic Paper Ordinary Least Squares Revolutionized: Establishing the Vital Missing Empirically Determined Statistical Prediction Variance
Jeff Bell
Independent
Date Posted: February 10, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper The Economics of Replication
DIW Berlin Discussion Paper No. 1640
Frank Mueller-Langer, Benedikt Fecher, Dietmar Harhoff and Gert G. Wagner
European Commission, Joint Research Center, German Institute for Economic Research (DIW Berlin), Max Planck Institute for Innovation and Competition and German Institute for Economic Research (DIW Berlin)
Date Posted: February 09, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper A Forecasting Performance Comparison of Dynamic Factor Models Based on Static and Dynamic Methods
Fabio Della Marra
University of Parma - Dipartimento di Economia
Date Posted: February 08, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-frequency Covariance Dynamics
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi and Fabrizio Lillo
Scuola Normale Superiore, University of Bologna - Department of Mathematics, Ca' Foscari University of Venice and Scuola Normale Superiore
Date Posted: February 08, 2017
Last Revised: March 09, 2017
Working Paper Series
142 downloads

Incl. Electronic Paper Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model
CEIS Working Paper No. 397
Gianluca Cubadda and Barbara Guardabascio
University of Rome II - Department of Economics and Finance and University of Rome, Tor Vergata
Date Posted: February 07, 2017
Working Paper Series
17 downloads

Volatility Forecasting and Effects of Asymmetric Patterns in Emerging Markets of Asia
Kashif Hamid and Arshad Hasan
University of Agriculture, Faisalabad - Institute of Business Management Sciences and Capital University of Science and Technology
Date Posted: February 06, 2017
Last Revised: February 21, 2017
Working Paper Series

Incl. Electronic Paper Estimating Labor Force Joiners and Leavers Using a Heterogeneity Augmented Two-Tier Stochastic Frontier
IZA Discussion Paper No. 10534
Tirthatanmoy Das and Solomon W. Polachek
Temple University and State University of New York at Binghamton
Date Posted: February 05, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Undergraduate Econometrics Instruction: Through Our Classes, Darkly
IZA Discussion Paper No. 10535
Joshua D. Angrist and Jörn-Steffen Pischke
Massachusetts Institute of Technology (MIT) - Department of Economics and London School of Economics
Date Posted: February 05, 2017
Working Paper Series
72 downloads

Incl. Electronic Paper Identification and Decompositions in Probit and Logit Models
IZA Discussion Paper No. 10530
Chung Choe, Seeun Jung and Ronald L. Oaxaca
Hanyang University, ESSEC Business School and University of Arizona - Department of Economics
Date Posted: February 05, 2017
Working Paper Series
13 downloads


 

1 2 3 4 ... 34 | Next >