Search Results
JEL Code: C87

68,415 Total downloads

Viewing: 1 - 50 of 208 papers

1.

MS_Regress - The MATLAB Package for Markov Regime Switching Models

Number of pages: 39 Posted: 26 Nov 2010 Last Revised: 20 Apr 2015
Working Paper Series
Escola de Administração - UFRGS
Downloads 9,127
2.

How to do Xtabond2: An Introduction to Difference and System GMM in Stata

Center for Global Development Working Paper No. 103
Number of pages: 48 Posted: 02 May 2007
Working Paper Series
Open Philanthropy
Downloads 6,863
3.

Dealing with Logs and Zeros in Regression Models

Série des Documents de Travail n° 2019-13
Number of pages: 20 Posted: 05 Sep 2019 Last Revised: 01 Apr 2020
Working Paper Series
CREST (Center for Research in Economics and Statistics) - ENSAE (National School for Statistics and Economic Administration) and CREST - Institut Polytechnique de Paris
Downloads 5,620
4.

Stochastic Frontier Analysis Using Stata

CEIS Working Paper No. 251
Number of pages: 48 Posted: 13 Sep 2012 Last Revised: 03 Mar 2014
Working Paper Series
University of Rome Tor Vergata - Department of Economics and Finance, United Nations - Food and Agriculture Organization (FAO), Bank of Italy and University of Rome Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads 3,148
5.

lclogit: A Stata Module for Estimating Latent Class Conditional Logit Models via the Expectation-Maximization Algorithm

UNSW Australian School of Business Research Paper No. 2012 ECON 49
Number of pages: 16 Posted: 12 Nov 2012 Last Revised: 06 Oct 2013
Accepted Paper Series
Italian Department of the Treasury and Durham Business School
Downloads 1,594
6.

Identifying and Treating Outliers in Finance

Financial Management, Forthcoming
Number of pages: 64 Posted: 16 Jun 2017 Last Revised: 26 May 2020
Accepted Paper Series
University of Texas at Arlington, University of Georgia - Department of Insurance, Legal Studies, Real Estate, Virginia Polytechnic Institute & State University, National University of Singapore and FUNDP - University of Namur. CRED
Downloads 1,567
7.

Bargaining in the Shadow of Big Data

Florida Law Review, Vol. 66, No. 5, 2014
Number of pages: 66 Posted: 14 Sep 2013 Last Revised: 03 Apr 2014
Accepted Paper Series
South Texas College of Law and South Texas College of Law Alumni
Downloads 1,555
8.

Spatial Panel Data Models Using Stata

CEIS Working Paper No. 373
Number of pages: 41 Posted: 29 Mar 2016 Last Revised: 28 Jul 2016
Working Paper Series
University of Rome Tor Vergata - Department of Economics and Finance, University of Edinburgh and CEIS Tor Vergata
Downloads 1,507
9.

Is Indian Stock Market Related with Exchange Rate and Inflation? An Empirical Test Using Time Series

Number of pages: 17 Posted: 15 Oct 2008
Working Paper Series
affiliation not provided to SSRN
Downloads 1,454
10.

The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

Journal of Statistical Software, Forthcoming
Number of pages: 40 Posted: 11 Nov 2017 Last Revised: 23 May 2020
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, University of Neuchâtel and Ghent University
Downloads 979
11.

A Seasonal Unit Root Test with STATA

Number of pages: 12 Posted: 20 Feb 2008
Working Paper Series
Bank of Italy
Downloads 930
12.

Robust Regression in Stata

Number of pages: 14 Posted: 27 Mar 2009
Working Paper Series
FUNDP - University of Namur. CRED and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 885
13.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads 870
14.

Very Fast and Correctly Sized Estimation of the Bds Statistic

Number of pages: 95 Posted: 20 Mar 1999
Working Paper Series
affiliation not provided to SSRN
Downloads 823
15.

An Intuitive Guide to Wavelets for Economists

Bank of Finland Research Discussion Paper No. 1/2005
Number of pages: 71 Posted: 30 Aug 2005
Working Paper Series
Texas A&M University - Corpus Christi
Downloads 809
16.

Data Mining for Overreaction in Financial Markets

PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING AND APPLICATIONS (SEA), Phoenix, AZ, November 14-16, 2005, W.-T. Tsai and M.H. Hamza, eds., Vol. 467, pp. 28-35, ACTA Press, 2005
Number of pages: 8 Posted: 01 Jun 2009 Last Revised: 05 Jun 2009
Accepted Paper Series
Istanbul Technical University, Department of Mathematical Engineering and University of Pittsburgh - Department of Mathematics
Downloads 796
17.

Python for Unified Research in Econometrics and Statistics

Number of pages: 42 Posted: 04 Jul 2009
Working Paper Series
ENAC and ENAC
Downloads 782
18.

Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses

Number of pages: 24 Posted: 12 Feb 2009
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 766
19.

Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013

Number of pages: 82 Posted: 21 Dec 2014 Last Revised: 17 Aug 2019
Working Paper Series
Angelo State University - Norris-Vincent College of Business - Department of Management and Marketing
Downloads 739
20.

Propensity Score Matching and Policy Impact Analysis: A Demonstration in Eviews

World Bank Policy Research Working Paper No. 3877
Number of pages: 59 Posted: 06 Oct 2006
Working Paper Series
World Bank
Downloads 719
21.

Stata, Fast and Slow: Why Running Many Small Regressions in a Large Dataset Takes So Long; and What to Do About It

Number of pages: 19 Posted: 12 Apr 2014
Working Paper Series
University of Auckland - Department of Accounting and Finance
Downloads 703
22.

tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R

Number of pages: 43 Posted: 08 May 2019 Last Revised: 11 Aug 2020
Working Paper Series
University of Southern Denmark and University of A Coruña
Downloads 700
23.

Calculation of Multivariate Normal Probabilities By Simulation, With Applications to Maximum Simulated Likelihood Estimation

IZA Discussion Paper No. 2112
Number of pages: 29 Posted: 08 May 2006
Working Paper Series
Catholic University of the Sacred Heart of Milan and London School of Economics & Political Science (LSE) - Department of Social Policy and Administration
Downloads 639
24.

Market Timing Using Exchange Traded Funds

Number of pages: 17 Posted: 31 May 2010
Working Paper Series
Independent
Downloads 623
25.

oaxaca: Blinder-Oaxaca Decomposition in R

Number of pages: 19 Posted: 20 Nov 2014
Working Paper Series
Central European Labour Studies Institute (CELSI)
Downloads 600
26.

Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures

Bank of Canada Working Paper 96-3
Number of pages: 31 Posted: 29 May 1996
Working Paper Series
HEC Montreal - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 600
27.

A Matlab Package for Approximating the Solution to a Continuous-Time Stochastic Optimal Control Problem

Number of pages: 14 Posted: 15 Mar 1998
Working Paper Series
Pennsylvania State University - Department of Mathematics and Victoria University of Wellington
Downloads 568
28.

Analysing High Frequency Data Using ARCH and GARCH Methods

Number of pages: 44 Posted: 21 May 2010 Last Revised: 23 Jul 2010
Working Paper Series
London Business School
Downloads 553
29.

Dynamic Copula Toolbox

Number of pages: 17 Posted: 24 Apr 2017
Working Paper Series
University of Macedonia - Department of Business Administration
Downloads 530
30.

An Evaluation of the Sensitivity of U.S. Economic Sectors to Weather

Number of pages: 139 Posted: 14 May 2006
Working Paper Series
University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads 495
31.

The Nearest Correlation Matrix Problem: Solution by Differential Evolution Method of Global Optimization

Number of pages: 8 Posted: 15 Apr 2007 Last Revised: 07 Mar 2013
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 494
32.

On Generating Correlated Random Variables with a Given Valid or Invalid Correlation Matrix

Number of pages: 21 Posted: 03 Aug 2004
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 489
33.

Optimal Solution of the Nearest Correlation Matrix Problem by Minimization of the Maximum Norm

Number of pages: 16 Posted: 09 Aug 2004 Last Revised: 14 Oct 2010
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 487
34.

A Quantum Algorithm for Trading Strategies with Position Limits

Number of pages: 30 Posted: 14 Jun 2019
Working Paper Series
Independent
Downloads 444
35.

Challenges of Trending Time Series Econometrics

Number of pages: 21 Posted: 27 Jul 2004
Working Paper Series
Yale University - Cowles Foundation
Downloads 437
36.

Estimating Ordered Categorical Variables Using Panel Data: A Generalized Ordered Probit Model with an Autofit Procedure

Number of pages: 14 Posted: 15 Jun 2010 Last Revised: 01 Apr 2011
Working Paper Series
University of Bayreuth, University of Bayreuth and Techniker Krankenkasse
Downloads 431
37.

TableMaker: An Excel Macro for Publication-Quality Tables

Hlavac, Marek. (2016). "TableMaker: An Excel Macro for Publication-Quality Tables", Journal of Statistical Software, Vol. 70, Code Snippet No. 3.
Number of pages: 12 Posted: 13 Oct 2014 Last Revised: 24 May 2017
Accepted Paper Series
Central European Labour Studies Institute (CELSI)
Downloads 427
38.

A Teaching Tool for Computing Stock Returns, Risk and Beta

Business Education & Administration, Vol. 3, No. 1, pp. 1-7, 2011
Number of pages: 7 Posted: 06 Jan 2012
Accepted Paper Series
Ohio University - College of Business and affiliation not provided to SSRN
Downloads 406
39.

FinQL: A Query Language for Big Data in Finance

Algorithmic Finance, Forthcoming
Number of pages: 58 Posted: 04 Nov 2015 Last Revised: 17 Nov 2015
Accepted Paper Series
Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business
Downloads 392
40.

Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say 'Usually Not'

FEDS Working Paper No. 2015-083, http://dx.doi.org/10.17016/FEDS.2015.083
Number of pages: 26 Posted: 06 Oct 2015
Working Paper Series
Board of Governors of the Federal Reserve System and Federal Deposit Insurance Corporation
Downloads 383
41.

An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains

Working Paper Version 9b
Number of pages: 37 Posted: 26 Feb 1998
Working Paper Series
Victoria University of Wellington and Pennsylvania State University - Department of Mathematics
Downloads 342
42.

NLINLS: A Differential Evolution Based Nonlinear Least Squares Fortran 77 Program

Number of pages: 13 Posted: 18 Sep 2007 Last Revised: 24 Aug 2010
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 329
43.

Random Effects Probit and Logit: The Right Marginal Effects for the Right Econometric Specification

Number of pages: 12 Posted: 13 Apr 2017
Working Paper Series
The University of Toledo, Department of Economics and Bowling Green State University - Economics
Downloads 318
44.

Ramsey’s Reset for Count Models Using Eviews

Number of pages: 2 Posted: 11 Sep 2011
Working Paper Series
Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 274
45.

Análisis de Regresión Logística para Investigación de Mercados (Logistic Regression Analysis for Marketing Research)

Number of pages: 21 Posted: 08 Apr 2015
Working Paper Series
National University of Colombia
Downloads 262
46.

IS-LM Model for the US Economy: Testing in JMULTI

Number of pages: 28 Posted: 10 Oct 2011 Last Revised: 18 Oct 2011
Working Paper Series
University Goce Delcev, University Goce Delcev, University Goce Delcev and University Goce Delcev
Downloads 261
47.

A Note on Exact Computation of Max Weighted Score Estimators by Mixed Integer Programming

Number of pages: 22 Posted: 16 Aug 2007 Last Revised: 08 Dec 2008
Working Paper Series
Athens University of Economics and Business and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 259
48.

Velocity of Money Function for India: Analysis and Interpretations

Number of pages: 12 Posted: 13 Mar 2011
Working Paper Series
Veer Narmad South Gujarat University (VNSGU)

Multiple version iconThere are 2 versions of this paper

Downloads 254
49.

Velocity of Money Function for India: Analysis and Interpretations

Quest-Journal of Management and Research,1(1),15-26, (2010)
Number of pages: 12 Posted: 13 Sep 2013 Last Revised: 23 Nov 2013
Accepted Paper Series
Veer Narmad South Gujarat University (VNSGU)

Multiple version iconThere are 2 versions of this paper

Downloads 248
50.

The Skewness Risk Premium in Currency Markets

Journal of Economic Modelling, 2016
Number of pages: 59 Posted: 19 Feb 2016 Last Revised: 20 Oct 2016
Accepted Paper Series
University of Duisburg-Essen - Department of Economics and Business Administration
Downloads 247