Michael D. Boldin

Wharton Research Data Services

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

4

DOWNLOADS

668

SSRN CITATIONS

2

CROSSREF CITATIONS

10

Scholarly Papers (4)

1.

The Index Fund Rationality Paradox

Journal of Banking and Finance, Forthcoming
Number of pages: 46 Posted: 22 Mar 2005 Last Revised: 04 Jan 2010
Gjergji Cici and Michael D. Boldin
University of Kansas - School of Business and Wharton Research Data Services
Downloads 443 (105,841)
Citation 1

Abstract:

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Mutual funds, S&P 500 index

An Efficient, Three-Step Algorithm for Estimating Error-Correction Models With an Application to the U.S. Macroeconomy

FRB of New York Staff Report No. 6
Number of pages: 30 Posted: 22 Jun 2007
Michael D. Boldin
Wharton Research Data Services
Downloads 161 (293,428)

Abstract:

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error-correction, cointegration, algorithm

An Efficient, Three-Step Algorithm for Estimating Error-Correction Models with an Application to the U.S. Macroeconomy

Federal Reserve Bank of New York Staff Reports No. 6
Posted: 08 Mar 1998
Michael D. Boldin
Wharton Research Data Services

Abstract:

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3.

Weather-Adjusting Employment Data

FRB of Philadelphia Working Paper No. 15-5
Number of pages: 26 Posted: 19 Aug 2015
Michael D. Boldin and Jonathan H. Wright
Wharton Research Data Services and Johns Hopkins University - Department of Economics
Downloads 64 (545,672)
Citation 5

Abstract:

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Weather, employment data, seasonal adjustment, MIDAS

4.

A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, Vol. 1, No. 1
Posted: 24 Mar 1997
Michael D. Boldin
Wharton Research Data Services

Abstract:

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