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JEL Code: C13

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3701.

The Innovation Cumulative Sum Chart

A1.89 WP 9601/A
Posted: 14 Jan 1998
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
3702.

The Malliavin Gradient Method for the Calibration of Stochastic Dynamical Models

Applied Mathematics and Computation, Vol. 175, No. 2, pp. 1332-1352, April 15, 2006
Posted: 30 Apr 2008
Accepted Paper Series
University of Glasgow
3703.

The Measurement of Revision Effects on Business Cycle Turning Points.

Posted: 22 Oct 2019
Working Paper Series
affiliation not provided to SSRN and Universite Laval
3704.

The Missing Transfers: Estimating Mis-Reporting in Dyadic Data

CEPR Discussion Paper No. DP10575
Number of pages: 41 Posted: 05 May 2015
Working Paper Series
Paris School of Economics (PSE) and Stanford University - Freeman Spogli Institute for International Studies
3705.

The Nicholson Blowfly Experiments: Some History and EDA

Journal of Time Series Analysis, Vol. 33, Issue 5, pp. 718-723, 2012
Number of pages: 6 Posted: 30 Aug 2012
Accepted Paper Series
affiliation not provided to SSRN
3706.

The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets

The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010
Posted: 29 Jan 2015
Accepted Paper Series
University of Lincoln
3707.

The Proposed Introduction of Futures - Style Margining in the U.S.: An Australian Comparison

Posted: 21 Apr 2000
Accepted Paper Series
Marquette University - Department of Finance, University of Wisconsin and University of Wisconsin
3708.

The Robustness of Estimators for Dynamic Panel Data Models to Misspecification

Central European University Working Paper No. 16/2000
Posted: 28 Jan 2001
Working Paper Series
Central European University (CEU) - Department of Economics, Curtin University and Central European University (CEU) - Department of Economics

Multiple version iconThere are 2 versions of this paper

3709.

The Robustness of Estimators for Dynamic Panel Data Models to Misspecification

The Singapore Economic Review, Vol. 54, No. 3, pp. 399-426, 2009
Posted: 23 Apr 2010
Accepted Paper Series
Curtin University and Central European University (CEU) - Department of Economics

Multiple version iconThere are 2 versions of this paper

3710.

The S(E)IR(D) Models of the COVID-19 Epidemic in Korea: A Multi-Stage Comparative Statistics

Posted: 01 Mar 2021 Last Revised: 22 Jul 2021
Working Paper Series
Wright State University
3711.

The SEIR(D) Model of the COVID-19 Epidemic in Korea

Posted: 05 Mar 2021 Last Revised: 22 Jul 2021
Working Paper Series
Wright State University
3712.

The Theil Indices in Parametric Families of Income Distributions—A Short Review

Review of Income and Wealth, Vol. 63, Issue 4, pp. 867-880, 2017
Number of pages: 14 Posted: 05 Dec 2017
Accepted Paper Series
University of Cantabria - Department of Economics, University of Cantabria and University of Cantabria
3713.

The Two-Block Covariance Matrix and the CAPM

International Journal of Portfolio Analysis & Management, Forthcoming
Posted: 01 Feb 2012
Accepted Paper Series
Tel Aviv University - Faculty of Management and Tel Aviv University - Faculty of Management

Multiple version iconThere are 2 versions of this paper

3714.

Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels

SERIES Working Paper No. 5
Posted: 24 May 2011
Working Paper Series
Università degli Studi di Bari
3715.

Three Surveys, A Decade Journey: IPR Tax, Alice Shock, and the Dynamics of Licensing Market as Reflected by LES High Tech Royalty Surveys

LES High Tech Sector Royalty Rates & Deal Terms Survey Report 2017, Licensing Executives Society USA Canada, March 2019
Posted: 02 Apr 2019
Working Paper Series
Intellectual Property Market Advisory Partners(IPMAP), LLC
3716.

Time Series Modelling Using Tsmod 3.24

Tinbergen Institute Working Paper No. 2003-091/4
Posted: 03 Jan 2004
Working Paper Series
VU University Amsterdam
3717.

To Be Bailed Out or to Be Left to Fail? A Dynamic Competing Risks Hazard Analysis

Journal of Financial Stability, Vol. 34, 2018, pp. 61-85
Posted: 24 Mar 2018
Accepted Paper Series
Newcastle University
3718.

To Bind or Not to Bind Collecitvely? Decomposition of Bargained Wages Using Counterfactual Distributions

IAW Discussion Paper Series
Posted: 24 Jun 2008
Working Paper Series
Institute for Applied Economic Research (IAW) and University of Hohenheim - Institute of Economics
3719.

Two-Part Multiple Spell Models for Health Care Demand

Posted: 20 Aug 2001
Accepted Paper Series
University of Surrey and University of Bristol - Department of Economics
3720.

Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than Ten

Journal of Portfolio Management, Vol. 46, No. 4, 2020, https://jpm.pm-research.com/content/46/4/140
Posted: 12 Nov 2019
Accepted Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)
3721.

Uncertainty Shocks of Trump Election in an Interval Model of Stock Market

Posted: 10 Dec 2018
Working Paper Series
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
3722.

Uncertainty Through the Lenses of a Mixed-Frequency Bayesian Panel Markov Switching Model

CEPR Discussion Paper No. DP12339
Number of pages: 79 Posted: 04 Oct 2017 Last Revised: 09 Oct 2017
Working Paper Series
University Ca' Foscari of Venice - Department of Economics, Deutsche Bundesbank, Bocconi University - Department of Economics and Free University of Bozen-Bolzano - Faculty of Economics and Management
3723.

Undersmoothing and Bias Corrected

Posted: 01 Jan 1999
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics, Academia Sinica and Harvard University - T.H. Chan School of Public Health
3725.

Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model

Journal of Real Estate Finance and Economics, Vol. 47, No. 1, 2013
Posted: 06 Jun 2013
Accepted Paper Series
Nagoya University
3726.

Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio

Posted: 19 Nov 1996
Working Paper Series
National Central University
3727.

Variance Estimation Using Auxiliary Information: An Almost Unbiased Multivariate Ratio Estimator

METRIKA, Vol 45 No 2, March 1997
Posted: 22 Feb 1998
Accepted Paper Series
University of Granada - Department of Statistics and Operations Research, Fuentenueva and University of Granada - Campus de Fuentenueva
3728.

Variance Spillover and Skewness in Financial Asset Returns

Posted: 10 Aug 2005
Working Paper Series
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

Multiple version iconThere are 3 versions of this paper

3729.

Variance Spillover and Skewness in Financial Asset Returns

Financial Review, Vol. 41, No. 1, February 2006
Posted: 10 Nov 2005
Accepted Paper Series
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

Multiple version iconThere are 3 versions of this paper

3731.

Wake Me Up Before You Go-Garch

Tinbergen Institute Discussion Paper No. 06-079/4
Posted: 22 Sep 2006
Working Paper Series
Amsterdam School of Economics and World Bank
3732.

Wavelet-Based Estimation of Generalized Fractional Process

Methods of Information in Medicine, Vol. 46, No. 2, pp. 117-120, 2007
Posted: 06 May 2009
Accepted Paper Series
University of the Philippines Manila and affiliation not provided to SSRN
3733.

Wavelet-Based Exact Maximum Likelihood Estimation of Arfima (p,d,q) Parameters

The Philippine Statistician, Vol. 49, No. 1-4, pp. 57-71, 2000
Posted: 30 Mar 2009
Accepted Paper Series
University of the Philippines Manila and XenoPort, Inc.
3734.

Wavelet-Based Inference for Long-Memory Processes

The Philippine Statistician, Vol. 50, Nos. 1-4, pp. 25-40, 2001
Posted: 30 Mar 2009
Accepted Paper Series
University of the Philippines Manila and XenoPort, Inc.
3735.

Weak Instruments and Spurious Regressions

OLIN-97-08
Posted: 18 Nov 1997
Working Paper Series
Simon School, University of Rochester
3736.

What Does Federal Reserve Target? Current Inflation or Expected Inflation

Journal of Business and Policy Research 7(2), 150-174
Posted: 23 Nov 2013
Accepted Paper Series
Notre Dame University - Louaize
3738.

Whose Preferences are Revealed in Hours of Work?

Economic Inquiry, Vol. 54, Issue 1, pp. 9-24, 2016
Number of pages: 16 Posted: 27 Nov 2015
Accepted Paper Series
Stanford Institute for Economic Policy Research (SIEPR)

Multiple version iconThere are 2 versions of this paper

3739.

Worst-Case Bounds for the Logarithmic Loss of Predictors

UPF Economics and Business Working Paper No. 418
Posted: 16 Aug 2000
Working Paper Series
University of Milan and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences