Recent Top Papers (60 days)

As of: 22 Dec 2019 - 20 Feb 2020
Rank Paper Downloads
1.

How Do Machine Learning and Non-Traditional Data Affect Credit Scoring? New Evidence from a Chinese Fintech Firm

Bank for International Settlements (BIS), Peking University, Peking University - National School of Development and Peking University - National School of Development
53
2.

Entangled Economists: Ragnar Frisch and Jan Tinbergen

Erasmus University Rotterdam (EUR)
37
3.

In Praise of Confidence Intervals

University of California, Berkeley - Department of Economics
28
4.

Estimation and HAC-based Inference for Machine Learning Time Series Regressions

University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
26
5.

Frequentist and Bayesian Change-Point Models: A Missing Link

HEC Montreal - Department of Decision Sciences, CeReFiM. Université de Namur. and Université Laval - Département d'Économique
21
6.

Time-Varying Network Vector Auto-Regression

Monash University - School of Mathematical Sciences
18

All Time Top Papers

As of: 02 Jan 1997 - 20 Feb 2020
Rank Paper Downloads
1.

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

University of Hertfordshire Business School
3,561
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
3,101
3.

Panel Vector Autoregression in R with the Package Panelvar

Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
2,961
4.

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

ARPM - Advanced Risk and Portfolio Management and ARPM
2,752
5.

Identifying Accounting Quality

University of Chicago Booth School of Business
2,714
6.

A Ranking of Journals for the Health Economist

University of Wisconsin - Oshkosh
2,374
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
2,133
8.

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

Independent and affiliation not provided to SSRN
1,885
9.

Volatility of Aggregate Volatility and Hedge Fund Returns

Georgia State University, NEOMA Business School and London Business School - Institute of Finance and Accounting
1,804
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
1,692