The following pages link to SSRN Electronic Journal (Q70133):
Displaying 47 items.
- A Count Data Model with Social Interactions (Q70135) (← links)
- How to Predict Marketplace Demand Quantities Using Volumetric Choice Experiments (Q70163) (← links)
- Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators (Q73034) (← links)
- Simple Approaches to Nonlinear Difference-in-Differences with Panel Data (Q73035) (← links)
- Aggregation Trees (Q74194) (← links)
- Discovering What Mattered: Answering Reverse Causal Questions by Detecting Unknown Treatment Assignment and Timing as Breaks in Panel Models (Q79110) (← links)
- Model Selection, Estimation, and Marginal Effects for Markets in Equilibrium and Disequilibrium (Q82855) (← links)
- Negotiating Cooperation Under Uncertainty: Communication in Noisy, Indefinitely Repeated Interactions (Q86982) (← links)
- Analyzing intraday financial data in R: The highfrequency package (Q91980) (← links)
- Algorithms for Projection-Pursuit Robust Principal Component Analysis (Q92266) (← links)
- Participation vs. Effectiveness of Paid Endorsers in Social Advertising Campaigns: A Field Experiment (Q94311) (← links)
- Historical Scenarios with Fully Flexible Probabilities (Q95293) (← links)
- Introducing Unit Invariant Knee (UIK) As an Objective Choice for Elbow Point in Multivariate Data Analysis Techniques (Q103841) (← links)
- Robust Demand Estimation of Choice Models for Personalized Offers Using Sales Transaction Data (Q109342) (← links)
- On the Predictive Power of Theories of One-Shot Play (Q110329) (← links)
- Time-Varying Dictionary and the Predictive Power of FED Minutes (Q110618) (← links)
- Optimal Out-of-Sample Forecast Evaluation under Stationarity (Q111810) (← links)
- Precision-Recall Curves (Q118914) (← links)
- Solution and Simulation of Large Stock Flow Consistent Monetary Production Models Via the Gauss Seidel Algorithm (Q120335) (← links)
- Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors (Q121187) (← links)
- A Short Sharpe Course (Q122599) (← links)
- Bounding Omitted Variable Bias Using Auxiliary Data (Q123305) (← links)
- Measuring and Hedging Geopolitical Risk (Q124107) (← links)
- MS_Regress - The MATLAB Package for Markov Regime Switching Models (Q125342) (← links)
- An Algorithm for Computing Risk Parity Weights (Q125527) (← links)
- Beyond Black-Litterman: Views on Non-Normal Markets (Q130943) (← links)
- Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets (Q130944) (← links)
- The Black-Litterman Approach: Original Model and Extensions (Q130945) (← links)
- The Riskmetrics 2006 Methodology (Q133251) (← links)
- The Drift Burst Hypothesis (Q136255) (← links)
- Transaction Costs and the Duration of Contracts (Q136767) (← links)
- Calibration and Implementation of Convertible Bond Models (Q140028) (← links)
- Network-Constrained Covariate Coefficient and Connection Sign Estimation (Q141162) (← links)
- Bayesian Distribution Regression (Q146841) (← links)
- Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings (Q149919) (← links)
- ARCO: An Artificial Counterfactual Approach For High-Dimensional Panel Time-Series Data (Q152649) (← links)
- Large Dynamic Covariance Matrices (Q154351) (← links)
- Monitoring Stationarity and Cointegration (Q156108) (← links)
- Forecasting Intraday Trading Volume: A Kalman Filter Approach (Q160351) (← links)
- A New Algorithm for Computing Implied Volatility (Q2923095) (← links)
- Generalised Canonical Correlation Estimation of the Multilevel Factor Model (Q5977083) (← links)
- Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks (Q5978357) (← links)
- Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models (Q5978578) (← links)
- Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors (Q5978579) (← links)
- Model Evaluation with Weighted Threshold Optimization (and the “mewto” R package) (Q5979036) (← links)
- Local Predictability in High Dimensions (Q5980444) (← links)
- Enhanced Portfolio Optimization (Q5982979) (← links)
