Recent Top Papers (60 days)

As of: 22 Jun 2019 - 21 Aug 2019
Rank Paper Downloads
1.

Discretizing Unobserved Heterogeneity

University of Chicago, University of Chicago and Massachusetts Institute of Technology (MIT) - Sloan School of Management
31

All Time Top Papers

As of: 02 Jan 1997 - 21 Aug 2019
Rank Paper Downloads
1.

A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation

University of Hertfordshire Business School
3,329
2.

How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice

Stanford University - Department of Political Science, Princeton University and University of California, San Diego (UCSD) - Department of Political Science
2,981
3.

Neither 'Normal' nor 'Lognormal': Modeling Interest Rates Across All Regimes

ARPM - Advanced Risk and Portfolio Management and ARPM
2,694
4.

Identifying Accounting Quality

University of Chicago Booth School of Business
2,600
5.

Panel Vector Autoregression in R with the Package Panelvar

Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
2,553
6.

A Ranking of Journals for the Health Economist

University of Wisconsin - Oshkosh
2,286
7.

CDS Rate Construction Methods by Machine Learning Techniques (Presentation at invitation by Department of Statistics at London School of Economics)

Birkbeck, University of London and University of Reims Champagne-Ardenne
2,047
8.

Volatility of Aggregate Volatility and Hedge Fund Returns

Georgia State University, NEOMA Business School and London Business School - Institute of Finance and Accounting
1,786
9.

The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes

Independent and affiliation not provided to SSRN
1,757
10.

Backtest Overfitting in Financial Markets

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering, University of Technology Sydney, Australia and Western Michigan University
1,604