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Last month |
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12 months |
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A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money |
0 |
0 |
5 |
160 |
4 |
9 |
25 |
436 |

An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence |
0 |
0 |
1 |
34 |
1 |
1 |
4 |
153 |

Basel methodological heterogeneity and banking system stability: The case of the Netherlands |
0 |
0 |
0 |
18 |
0 |
0 |
5 |
20 |

CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
444 |

Can cohort data be treated as genuine panal data? |
0 |
0 |
1 |
9 |
0 |
4 |
11 |
28 |

Can cohort data be treated as genuine panel data? |
0 |
0 |
3 |
16 |
0 |
1 |
15 |
70 |

Do Banks Influence the Capital Structure Choices of Firms? |
0 |
0 |
2 |
326 |
1 |
2 |
10 |
800 |

Do Countries or Industries Explain Momentum in Europe? |
0 |
0 |
1 |
148 |
2 |
7 |
14 |
544 |

Do Countries or Industries Explain Momentum in Europe? |
1 |
1 |
1 |
4 |
2 |
4 |
10 |
39 |

Do Sophisticated Investors Believe in the Law of Small Numbers? |
0 |
0 |
0 |
80 |
1 |
3 |
8 |
214 |

Do countries or industries explain momentum in Europe? |
0 |
0 |
0 |
3 |
1 |
2 |
8 |
33 |

Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample |
0 |
2 |
11 |
151 |
4 |
25 |
74 |
858 |

Eliminating biases in evaluating mutual fund performance from a survivorship free sample |
0 |
1 |
2 |
5 |
0 |
1 |
3 |
22 |

Eliminating look-ahead bias in evaluating persistence in mutual fund performance |
0 |
0 |
0 |
12 |
2 |
3 |
8 |
52 |

Estimating Dynamic Models from Repeated Cross-Sections |
0 |
0 |
0 |
3 |
0 |
2 |
3 |
28 |

Estimating and interpreting models with endogenous treatment effects: The relationship between competing estimators of the union impact on wages |
0 |
0 |
2 |
7 |
0 |
0 |
6 |
24 |

Estimating and testing Simultaneous Equation Panel Data Models with Censored Endogenous Variables |
0 |
0 |
0 |
2 |
1 |
1 |
6 |
504 |

Estimating and testing simultaneous equation panel data models with censored endogenous variables |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
18 |

Estimating dynamic models from repeated cross-sections |
0 |
0 |
2 |
42 |
3 |
4 |
15 |
122 |

Estimating short-run persistence in mutual fund performance |
0 |
0 |
1 |
5 |
0 |
0 |
5 |
23 |

Estimating the Impact of Endogenous Unions Choice on Wages Using Panel Data |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
128 |

Estimating the impact of endogenous union choice on wages using panel data (Revised version) |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
12 |

Estimation of time dependent parameters in linear models using cross sections, panels or both |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
9 |

Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
256 |

Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models |
0 |
0 |
0 |
298 |
1 |
3 |
6 |
644 |

Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models |
0 |
0 |
2 |
541 |
2 |
4 |
9 |
1,376 |

Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models |
0 |
1 |
1 |
201 |
2 |
5 |
8 |
515 |

Evaluating portfolio value-at-risk using semi-parametric GARCH models |
0 |
0 |
0 |
4 |
2 |
4 |
7 |
31 |

Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights |
0 |
0 |
0 |
96 |
0 |
0 |
8 |
240 |

Forecast accuracy and economic gains from Bayesian model averaging using time varying weight |
0 |
0 |
0 |
93 |
3 |
3 |
6 |
154 |

Fund liquidation, self-selection and look-ahead bias in the hedge fund industry |
0 |
1 |
1 |
136 |
1 |
4 |
13 |
803 |

Hedge fund flows and performance streaks: How investors weigh information |
0 |
0 |
2 |
44 |
0 |
0 |
7 |
109 |

Incomplete Panels and Selection Bias: A Survey |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
861 |

Incomplete panels and selection bias: A survey |
0 |
1 |
4 |
37 |
1 |
2 |
8 |
62 |

Market Timing: A Decomposition of Mutual Fund Returns |
0 |
0 |
0 |
7 |
1 |
2 |
9 |
42 |

Market timing: A decomposition of mutual fund returns |
0 |
0 |
0 |
158 |
3 |
5 |
12 |
591 |

Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
364 |

Minimum MSE estimation of a regression model with fixed effects from a series of cross sections |
0 |
0 |
4 |
8 |
0 |
0 |
6 |
22 |

Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
13 |

Non-response in panel data: The impact on estimates of a life cycle consumption function |
0 |
0 |
2 |
11 |
1 |
3 |
12 |
55 |

On the estimation of a fixed effects model with selective non-response |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |

Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken |
0 |
0 |
0 |
11 |
0 |
2 |
4 |
101 |

Predictive gains from forecast combinations using time-varying model weights |
0 |
0 |
2 |
27 |
2 |
3 |
7 |
98 |

Real Estate Allocation in an ALM Framework |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
15 |

Selecting Copulas for Risk Management |
0 |
0 |
1 |
654 |
2 |
2 |
9 |
1,574 |

Stress Testing with Student's t Dependence |
0 |
0 |
0 |
136 |
1 |
3 |
6 |
503 |

Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance |
0 |
0 |
1 |
2 |
1 |
3 |
21 |
54 |

Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance |
0 |
0 |
3 |
340 |
2 |
4 |
17 |
945 |

TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
409 |

THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
401 |

Testing for selectivity bias in panel data models |
0 |
0 |
3 |
10 |
0 |
1 |
15 |
59 |

Testing for selectivity in panel data models |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
44 |

The Economic Value of Predicting Stock Index Returns and Volatility |
1 |
2 |
2 |
133 |
3 |
7 |
13 |
190 |

The Economic Value of Predicting Stock Index Returns and Volatility |
0 |
1 |
2 |
5 |
2 |
4 |
11 |
29 |

The Economic Value of Predicting Stock Index Returns and Volatility |
1 |
1 |
2 |
599 |
3 |
6 |
13 |
1,264 |

The effects of systemic crises when investors can be crisis ignorant |
0 |
0 |
0 |
30 |
2 |
5 |
11 |
163 |

The efficiency of rotating panel designs in an analysis of variance model |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
18 |

The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
11 |

The optimal choice of controls and pre-experimental observations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |

The optimal design of rotating panels in a simple analysis of variance model |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
21 |

Two-step estimation of panel data models with censored endogenous variables and selection bias |
0 |
0 |
3 |
23 |
1 |
3 |
12 |
67 |

Two-step estimation of simultaneous equation panel data models with censored endogenous variables |
0 |
1 |
5 |
122 |
1 |
5 |
22 |
296 |

Total Working Papers |
3 |
12 |
72 |
4,786 |
65 |
160 |
575 |
16,990 |