| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets |
0 |
0 |
0 |
0 |
2 |
6 |
19 |
88 |
| An analysis of housing expenditure using semiparametric cross-section models |
0 |
1 |
8 |
199 |
0 |
5 |
22 |
793 |
| An analysis of housing expenditure using semiparametric models and panel data |
0 |
4 |
16 |
418 |
3 |
19 |
63 |
1,307 |
| Backtesting for risk-based regulatory capital |
0 |
10 |
37 |
296 |
3 |
19 |
79 |
638 |
| Bounds on quantiles in the presence of full and partial item nonresponse |
0 |
1 |
6 |
56 |
0 |
1 |
8 |
516 |
| Common factors in international bond returns |
3 |
4 |
15 |
325 |
9 |
22 |
66 |
882 |
| Environmental Kuznets curves for CO2: heterogeneity versus homogeneity |
5 |
10 |
61 |
302 |
18 |
37 |
193 |
881 |
| Estimating risk attitudes using lotteries: a large sample approach |
10 |
20 |
49 |
386 |
11 |
23 |
77 |
1,059 |
| Estimation of a censored regression panel data model using conditional moment restrictions efficiently |
3 |
9 |
21 |
239 |
7 |
21 |
77 |
977 |
| Identifying Reduced-Form Relations with Panel Data |
1 |
3 |
8 |
26 |
4 |
11 |
44 |
84 |
| MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
263 |
| Mean-coherent risk and mean-variance approaches in portfolio selection: an empirical comparison |
1 |
3 |
20 |
125 |
2 |
9 |
58 |
295 |
| Model risk and regulatory capital |
1 |
3 |
13 |
171 |
4 |
8 |
25 |
358 |
| Multi-period CAPM with Heterogeneous Agents |
0 |
2 |
26 |
100 |
5 |
10 |
58 |
229 |
| Nonparametric bound on the income distribution in the presence of item nonresponse |
0 |
2 |
6 |
76 |
1 |
7 |
22 |
589 |
| Nonparametric bounds in the presence of item nonresponse, unfolding brackets, and anchoring |
1 |
3 |
20 |
117 |
15 |
22 |
89 |
550 |
| Nonparametric modeling of the anchoring effect in an unfolding bracket design |
2 |
2 |
4 |
139 |
4 |
8 |
23 |
927 |
| On the pricing of options in incomplete markets |
0 |
3 |
15 |
370 |
2 |
8 |
30 |
1,152 |
| Parametric and Semi-parametric Modelling of Vocation Expenditures |
0 |
0 |
0 |
0 |
3 |
3 |
15 |
179 |
| Semi-Parametric Estimation on the Sample Selection Model |
0 |
0 |
0 |
0 |
3 |
4 |
14 |
147 |
| Semi-parametric models for satisfaction with income |
2 |
6 |
16 |
136 |
2 |
7 |
31 |
486 |
| Semi-parametric models for satisfaction with income |
0 |
2 |
4 |
75 |
0 |
3 |
10 |
204 |
| Semiparametric Estimation of Equivalence Scales Using Subjective Information |
0 |
0 |
3 |
73 |
0 |
2 |
12 |
431 |
| Testing Affine Term Structure Models in Case of Transaction Costs |
0 |
0 |
1 |
81 |
2 |
2 |
8 |
288 |
| Testing affine term structure models in case of transaction costs |
0 |
0 |
4 |
117 |
4 |
9 |
36 |
709 |
| Testing expected shortfall models for derivative positions |
1 |
4 |
16 |
216 |
2 |
11 |
64 |
586 |
| Testing for mean-coherent regular risk spanning |
0 |
0 |
5 |
76 |
1 |
5 |
32 |
237 |
| Testing predictive performance of binary choice models |
4 |
13 |
60 |
442 |
28 |
66 |
216 |
1,525 |
| Testing the predictive value of subjective labour supply data |
1 |
2 |
5 |
84 |
8 |
10 |
21 |
788 |
| The econometric analysis of microscopic simulation models |
3 |
6 |
17 |
63 |
10 |
17 |
41 |
202 |
| The non- and semiparametric analysis of MS models: some applications |
0 |
0 |
1 |
15 |
2 |
5 |
24 |
118 |
| The performance of multi-factor term structure models for pricing and hedging caps and swaptions |
5 |
9 |
39 |
630 |
16 |
32 |
111 |
1,561 |
| Total Working Papers |
43 |
122 |
496 |
5,353 |
171 |
414 |
1,596 |
19,049 |