| 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 |
1 |
10 |
31 |
58 |
| An analysis of housing expenditure using semiparametric cross-section models |
1 |
7 |
16 |
188 |
2 |
13 |
47 |
760 |
| An analysis of housing expenditure using semiparametric models and panel data |
2 |
8 |
36 |
395 |
7 |
27 |
94 |
1,223 |
| Backtesting for risk-based regulatory capital |
5 |
13 |
31 |
252 |
6 |
22 |
54 |
546 |
| Bounds on quantiles in the presence of full and partial item nonresponse |
0 |
1 |
6 |
49 |
0 |
6 |
21 |
507 |
| Common factors in international bond returns |
1 |
3 |
12 |
307 |
7 |
20 |
55 |
803 |
| Environmental Kuznets curves for CO2: heterogeneity versus homogeneity |
7 |
22 |
71 |
225 |
31 |
119 |
251 |
636 |
| Estimating risk attitudes using lotteries: a large sample approach |
2 |
6 |
30 |
331 |
5 |
20 |
78 |
973 |
| Estimation of a censored regression panel data model using conditional moment restrictions efficiently |
3 |
6 |
28 |
213 |
8 |
24 |
73 |
883 |
| Identifying Reduced-Form Relations with Panel Data |
0 |
1 |
17 |
17 |
3 |
16 |
28 |
28 |
| MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
255 |
| Mean-coherent risk and mean-variance approaches in portfolio selection: an empirical comparison |
2 |
5 |
16 |
102 |
6 |
17 |
51 |
227 |
| Model risk and regulatory capital |
1 |
5 |
21 |
155 |
3 |
12 |
41 |
325 |
| Multi-period CAPM with Heterogeneous Agents |
1 |
7 |
19 |
64 |
2 |
11 |
35 |
152 |
| Nonparametric bound on the income distribution in the presence of item nonresponse |
1 |
3 |
8 |
67 |
1 |
12 |
24 |
558 |
| Nonparametric bounds in the presence of item nonresponse, unfolding brackets, and anchoring |
1 |
5 |
14 |
92 |
3 |
20 |
50 |
440 |
| Nonparametric modeling of the anchoring effect in an unfolding bracket design |
0 |
2 |
6 |
134 |
3 |
10 |
29 |
900 |
| On the pricing of options in incomplete markets |
0 |
5 |
17 |
352 |
3 |
11 |
53 |
1,117 |
| Parametric and Semi-parametric Modelling of Vocation Expenditures |
0 |
0 |
0 |
0 |
1 |
8 |
29 |
160 |
| Semi-Parametric Estimation on the Sample Selection Model |
0 |
0 |
0 |
0 |
2 |
9 |
29 |
128 |
| Semi-parametric models for satisfaction with income |
0 |
2 |
5 |
71 |
1 |
5 |
12 |
191 |
| Semi-parametric models for satisfaction with income |
3 |
5 |
14 |
113 |
4 |
11 |
37 |
440 |
| Semiparametric Estimation of Equivalence Scales Using Subjective Information |
0 |
3 |
6 |
70 |
0 |
10 |
17 |
416 |
| Testing Affine Term Structure Models in Case of Transaction Costs |
0 |
0 |
3 |
79 |
2 |
5 |
15 |
277 |
| Testing affine term structure models in case of transaction costs |
0 |
1 |
5 |
112 |
4 |
15 |
26 |
668 |
| Testing expected shortfall models for derivative positions |
0 |
2 |
11 |
193 |
0 |
8 |
35 |
506 |
| Testing for mean-coherent regular risk spanning |
0 |
0 |
8 |
70 |
2 |
6 |
27 |
201 |
| Testing predictive performance of binary choice models |
2 |
12 |
50 |
367 |
11 |
51 |
223 |
1,250 |
| Testing the predictive value of subjective labour supply data |
0 |
3 |
5 |
78 |
0 |
6 |
23 |
763 |
| The econometric analysis of microscopic simulation models |
1 |
5 |
15 |
36 |
13 |
31 |
71 |
140 |
| The non- and semiparametric analysis of MS models: some applications |
0 |
1 |
5 |
11 |
2 |
14 |
35 |
85 |
| The performance of multi-factor term structure models for pricing and hedging caps and swaptions |
2 |
11 |
42 |
586 |
11 |
44 |
131 |
1,430 |
| Total Working Papers |
35 |
144 |
517 |
4,729 |
144 |
595 |
1,735 |
17,046 |