Archive@NYU

Imogene Coca & Danny Kaye in "Straw Hat Revue" (NP 41, Box 1, Folder 9)

Fri, 19 Sep 2008 21:23:03 GMT

Title: Imogene Coca & Danny Kaye in "Straw Hat Revue" (NP 41, Box1, Folder 9)

Abstract: Photograph of Imogene Coca and Danny Kaye in "Straw Hat Revue."

no title

Papyrology

Fri, 29 Oct 1976 22:58:59 GMT

Title: Papyrology

Bagnall, Roger S.

Price in 'Sales on Delivery'

Fri, 29 Oct 1976 22:58:59 GMT

Title: Price in 'Sales on Delivery'

Bagnall, Roger S.

Three Receipts for Poll-Tax and Bath-Tax

Fri, 29 Oct 1976 22:58:59 GMT

Title: Three Receipts for Poll-Tax and Bath-Tax

Bagnall, Roger S.; Sijpesteijn, P. J.

Ptolemaic Foreign Correspondence in P.Tebt. 8

Tue, 29 Oct 1974 22:58:59 GMT

Title: Ptolemaic Foreign Correspondence in P.Tebt. 8

Bagnall, Roger S.

Effects of ISP Interconnection Agreements on Internet Competition: The Case of the Network Access Point as a Cooperative Agreement for Internet Traffic Exchange

Thu, 05 Nov 2009 03:51:06 GMT

Title: Effects of ISP Interconnection Agreements on Internet Competition: TheCase of the Network Access Point as a Cooperative Agreement for InternetTraffic Exchange

Beltrán, Fernando

Notes on the History of Kourion

Mon, 29 Oct 1973 22:58:59 GMT

Title: Notes on the History of Kourion

Bagnall, Roger S.; Drew-Bear, Thomas

The Gestalt in Graphs: Prediction Using Economic Networks

Thu, 15 Oct 2009 14:57:04 GMT

Title: The Gestalt in Graphs: Prediction Using Economic Networks

Dhar, Vasant; Oestreicher-Singer, Gal; Sundararajan, Arun; Umyarov, Akhmed

Abstract: We define an economic network as a linked set of entities, where linksare created by actual realizations of shared economic outcomes betweenentities. Such networks are becoming increasingly prevalent on theInternet, an example being the copurchase netwok on Amazon whereentities are books and links designate which pairs were purchasedsimultaneously. Our dataset covers a diverse set of books spanning over400 categories over a period of three years with a total of over 70million observations. To our knowledge, this is the first large scalestudy showing that an economic network contains useful predictiveinformation that is distributed in the network. We show that an economicnetwork contains predictive information. Specifically, we demonstratethat an entity’s future demand is more accurately predicted bycombining its historical demand with that of its neighbors than byconsidering its demand alone. In other words, if you want to know whatyour state will be in the future, consider what is happening to yourneighbors now. This result could apply to other economic networks whereoutcomes of sets of entities tend to be related.

The Role of Banks in Dividend Policy

Wed, 29 Jul 2009 22:58:59 GMT

Title: The Role of Banks in Dividend Policy

Allen, Linda; Gottesman, Aron; Saunders, Anthony; Tang, Yi

Abstract: We document a significant inverse relationship between a firm’sdividend payouts and reliance on bank loan financing. Banks limitdividend payouts to shareholders in order to protect the integrity oftheir senior claims on the firm’s assets. Moreover, dividendpayouts decline in the presence of monitoring by relationship banks,which acts as an effective governance mechanism, thereby reducing thegains from pre-committing to costly dividend payouts. Bank monitoringand corporate governance (insider stake and institutional blockholdings) are complementary mechanisms to resolve firm agency problems,both reducing the firm’s reliance on dividend policy.

Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis

Thu, 02 Jul 2009 22:58:59 GMT

Title: Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidencefrom the Sub-prime Crisis

Archarya, Viral V.; Merrouche, Ouarda

Abstract: Using data on the behavior of large settlement banks in the UK and theSterling Money Markets before and during the sub-prime crisis of2007-08, we provide evidence of precautionary hoarding of liquidity andits e ect on inter-bank borrowing rates. Our evidence consists of threepieces. First, we document that liquidity holdings of the largesettlement banks in the UK experienced on average a 30% increase in theperiod immediately following 9th August, 2007, the widely accepted dateof money-market "freeze" during the sub-prime crisis. Second,we show that following this structural break, bank liquidity had aprecautionary nature in that it rose on calendar days predicted to havea large amount of uctuations in payment and settlements activity andmore so for banks that made larger losses during the crisis. Third,using the payment and settlements activity as an instrument, weestablish a causal e ect of bank liquidity on overnight inter-bankrates, in both secured and unsecured markets, an e ect that is virtuallyabsent in the period before the crisis. Importantly, precautionaryhoardings by some settlement banks raised lending rates for allsettlement banks, suggestive of a contagion-style systemic riskoperating through inter-bank rates. Finally, variability in overnightinter-bank rates appears to have a ected rates and volumes in householdas well as corporate lending.

The New Case for Functional Separation in Wholesale Financial Services

Thu, 30 Jul 2009 22:58:59 GMT

Title: The New Case for Functional Separation in Wholesale Financial Services

Walter, Ingo

Abstract: This paper reexamines the separation of commercial and investmentbanking in the context of modern wholesale financial environment,dominated by a small cohort of “systemic” institutions. Thepaper traces the pathology of regulation and deregulation from thewatershed events of the 1930s to the systemic financial failures of therecent past. It then considers the structure, conduct and performance ofthe wholesale financial industry and how firms that cannot be allowed tocollapse get that way. Based on the industrial organization of globalwholesale finance, the paper then examines the available regulatorytechniques, and makes some judgments as to their relative promise inpromoting future financial stability with least possible dislocation offinancial efficiency, proposing benchmarks for the calibration ofproposals for regulatory reform. The paper then evaluates functionalseparation and carve-outs of high-risk activities that cannot defensiblybe conducted within systemic financial firms in the real world of powerpolitics and regulatory capture. The paper concludes that blanketcondemnation of the functional-separation features of the 1930sfinancial reforms is unwarranted in the light of ongoing experience, andthat it is time to revisit this issue in reconfiguring the globalwholesale financial architecture.

Trust and Delegation

Sun, 16 Aug 2009 22:58:59 GMT

Title: Trust and Delegation

Brown, Stephen J.; Liang, Bing; Goetzmann, William N; Schwarz, Christopher

Abstract: Due to imperfect transparency and costly auditing, trust is an essentialcomponent of financial intermediation. In this paper we study acomprehensive sample of due diligence reports from a major hedge funddue diligence firm. A routine feature of due diligence is an assessmentof integrity. We find that misrepresentation about past legal andregulatory problems is frequent (21%), as is incorrect or unverifiablerepresentations about other topics (28%). Misrepresentation, the failureto use a major auditing firm and the use of internal pricing aresignificantly related to legal and regulatory problems, indices ofoperational risk. Due diligence (DD) reports are costly and are onlyperformed when a fund is seriously considered for investment. It isimportant to control for this conditioning which would otherwise biascross-sectional analysis. We find that DD reports are typically issuedon high return funds three months after the historical performance haspeaked. DD reports are also issued at the point of highest cash flowinto the fund. This pattern is consistent with return chasing behaviorby institutional hedge fund investors.

Energizing Bidder's Choice in Financial Assets Auctions - An Experimental Investigation

Tue, 06 Oct 2009 21:52:58 GMT

Title: Energizing Bidder's Choice in Financial Assets Auctions - AnExperimental Investigation

Brenner, Menachem; Galai, Dan; Sade, Orly

Abstract: The objective of this paper is to investigate the preferences ofpotential bidders in choosing between uniform and discriminatory auctionpricing methods. Many financial assets, particularly government bonds,are issued in an auction. Uniform and discriminatory pricing constitutethe two most popular mechanisms used in public auctions. Theoreticalpapers have not been able to provide an unequivocal preference of onemechanism over the other. This study investigates both bidder choice andthe impact of that choice on the outcome of the auction by allowingbidders to choose between the two alternative systems. The majority ofthe bidders in the survey prefer uniform pricing. Those preferringuniform auctions tend to bid more aggressively than those preferringdiscriminatory. On average, the proceeds to the issuer were higher underthe uniform price mechanism.

Stolos the Admiral

Fri, 29 Oct 1971 22:58:59 GMT

Title: Stolos the Admiral

Bagnall, Roger S.

Notes on the Leiden Ostraca, II

Tue, 29 Oct 1968 22:58:59 GMT

Title: Notes on the Leiden Ostraca, II

Bagnall, Roger S.; Sijpesteijn, P. J.

Prediction in Financial Markets: The Case for Small Disjuncts

Thu, 24 Sep 2009 02:10:56 GMT

Title: Prediction in Financial Markets: The Case for Small Disjuncts

Dhar, Vasant

Abstract: Predictive models in regression and classification problems typicallyhave a single model that covers most, if not all, cases in the data. Atthe opposite end of the spectrum is a collection of models each of whichcovers a very small subset of the decision space. These are referred toas “small disjuncts.” The tradeoffs between the two types ofmodels have been well documented. Single models, especially linear ones,are easy to interpret and explain. In contrast, small disjuncts do notprovide as clean or as simple an interpretation of the data, and havebeen shown by several researchers to be responsible for adisproportionately large number of errors when applied to out of sampledata. This research provides a counterpoint, demonstrating that“simple” small disjuncts provide a credible model forfinancial market prediction, a problem with a high degree of noise. Arelated novel contribution of this paper is a simple method formeasuring the “yield” of a learning system, which is thepercentage of in sample performance that the learned model can beexpected to realize on out-of-sample data. Curiously, such a measure ismissing from the literature on regression learning algorithms.

Efficient Ranked Queries on Sources with Boolean Query Interfaces

Mon, 21 Sep 2009 21:06:11 GMT

Title: Efficient Ranked Queries on Sources with Boolean Query Interfaces

Hristidis, Vagelis; Hu, Yuheng; Ipeirotis, Panagiotis G.

Abstract: Many online or local data sources provide powerful querying mechanismsbut limited ranking capabilities. For instance, PubMed allows users tosubmit highly expressive Boolean keyword queries, but ranks the queryresults by date only. However, a user would typically prefer a rankingby relevance, measured by an Information Retrieval (IR) rankingfunction. The naive approach would be to submit a disjunctive query withall query keywords, retrieve the returned documents, and then re-rankthem. Unfortunately, such an operation would be very expensive due tothe large number of results returned by disjunctive queries. In thispaper we present algorithms that return the top results for a query,ranked according to an IR-style ranking function, while operating on topof a source with a Boolean query interface with no ranking capabilities(or a ranking capability of no interest to the end user). The algorithmsgenerate a series of conjunctive queries that return only documents thatare candidates for being highly ranked according to a relevance metric.Our approach can also be applied to other settings where the ranking ismonotonic on a set of factors (query keywords in IR) and the sourcequery interface is a Boolean expression of these factors. Ourcomprehensive experimental evaluation on the PubMed database and a TRECdataset show that we achieve order of magnitude improvement compared tothe current baseline approaches.

Efficient Recapitalization

Fri, 18 Sep 2009 21:31:48 GMT

Title: Efficient Recapitalization

Philippon, Thomas; Schnabl, Philipp

Abstract: We analyze public interventions to alleviate debt overhang among privaterms when the government has limited information and limited resources.We compare the e¢ ciency of buying equity, purchasing existingassets, and providing debt guarantees. With sym- metric information, allthe interventions are equivalent. With asymmetric information betweenrms and the government, buying equity dominates the two other interven-tions. We solve for the optimal intervention, and show how it can beimplemented with subordinated loans and warrants.

Post-Chapter 11 Bankruptcy Performance: Avoiding Chapter 22

Thu, 03 Sep 2009 17:56:13 GMT

Title: Post-Chapter 11 Bankruptcy Performance: Avoiding Chapter 22

Altman, Edward; Kant, Tushar; Rattanaruengyot, Thongchai

Abstract: Forty years ago, I developed a method of predicting bankruptcies by U.S.[public] companies that makes use of equity market values as well asfundamental financial and operating data. Since that time, my“Z-Score” model has become one of the most widely usedmethods for assessing the creditworthiness of manufacturing companiesthroughout the world. And it continues to be used by both financescholars and practitioners in a variety of ways, including credit anddebt analysis, investment decisions, merger and acquisition screens,audit-risk analysis, and receivables management. It has also been usedby corporate managers and their advisers when managing turnarounds ofdistressed companies. This article extends the use of bankruptcyprediction models to a new application: the assessment of the health ofindustrial companies as they emerge from the Chapter 11 bankruptcyprocess, including the probability that the companies will have to filefor bankruptcy again—the so-called “Chapter 22”phenomenon. Using a modified Z-Score model, I find significant economicdifferences between those companies that emerge from Ch. 11 and surviveas going concerns and those that later file again. In particular,companies that filed a second Chapter 11 had significantly higherleverage and lower profitability shortly after emerging the first time.The predictive ability of this modified Z-Score suggests it can be usedas a effective tool for evaluating the quality and efficacy of thebankruptcy reorganization plan.

The re-emergence of distressed exchanges in corporate restructurings

Thu, 03 Sep 2009 17:53:58 GMT

Title: The re-emergence of distressed exchanges in corporate restructurings

Altman, Edward; Karlin, Brenda

Abstract: In 2008 and 2009, bondholders of ailing companies were affected by areemergence of an important corporate restructuring strategy, known as aDistressed Exchange. Fourteen companies in 2008 completed this desperateattempt to avoid a formal bankruptcy filing – about twice as manyas any single year in the last 25 years, involving twice as much indollar amount than in the entire prior history (1984-2007). And, in justthe first four months of 2009, nine firms have already completeddistressed exchanges. The recovery rate to bondholders participating indistressed exchanges over the last 25 years is significantly higher thanrecoveries on other, more dramatic types of default – namelypayment defaults and bankruptcies. But, there is no guarantee that adistressed exchange will permanently immunize the firm from furtherdistress, with almost 50% of all companies completing distressedexchanges prior to 2008 ultimately filing for bankruptcy.

Creditor rights and corporate risk-taking

Thu, 03 Sep 2009 17:52:14 GMT

Title: Creditor rights and corporate risk-taking

Acharya, Viral; Amihud, Yakov; Litov, Lubomir

Abstract: We analyze the link between creditor rights and firms’ investmentpolicies, proposing that stronger creditor rights in bankruptcy reducecorporate risk-taking. In cross-country analysis, we find that strongercreditor rights induce greater propensity of firms to engage indiversifying acquisitions, which result in poorer operating andstock-market abnormal performance. In countries with strong creditorrights, firms also have lower cash flow risk and lower leverage, andthere is greater propensity of firms with low-recovery assets to acquiretargets with high-recovery assets. These relationships are strongest incountries where management is dismissed in reorganization, and areobserved in time-series analysis around changes in creditor rights. Ourresults question the value of strong creditor rights as they have anadverse effect on firms by inhibiting management from undertaking risky investments.

Securitization and Real Investment in Incomplete Markets

Thu, 03 Sep 2009 17:50:50 GMT

Title: Securitization and Real Investment in Incomplete Markets

Subrahmanyam, Marti; Gaur, Vishal; Seshadri, Sridhar

Abstract: We study the impact of financial innovations on real investmentdecisions within the framework of an incomplete market economy comprisedof fi rms, investors, and an intermediary. The fi rms face uniqueinvestment opportunities that arise in their business operations and canbe undertaken at given reservation prices. The cash flows thus generatedare not spanned by the securities traded in the fi nancial market, andcannot be valued uniquely. The intermediary purchases claims againstthese cash flows, pools them together, and sells tranches of primary orsecondary securities to the investors. We derive necessary and suffcientconditions under which projects are undertaken due to the intermediary'sactions, and firms are amenable to the pool proposed by theintermediary, compared to the no-investment option or the option offorming alternative pools. We also determine the structure of the newsecurities created by the intermediary and identify how it exploits thearbitrage opportunities available in the market. Our results haveimplications for valuation of real investments, synergies among them,and their fi nancing mechanisms. We illustrate these implications usingan example of inventory decisions under random demand.

Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises

Thu, 03 Sep 2009 17:48:31 GMT

Title: Illiquidity or Credit Deterioration: A Study of Liquidity in the USCorporate Bond Market during Financial Crises

Subrahmanyam, Marti; Friewald, Nils; Jankowitsch, Rainer

Abstract: We use a unique data-set to study liquidity effects in the US corporatebond market, covering more than 30,000 bonds. Our analysis explorestime-series and cross-sectional aspects of corporate bond yield spreads,with the main focus being on the quanti fication of the impact ofliquidity factors, while controlling for credit risk. Our time periodstarts in October 2004 when detailed transaction data from the TradeReporting and Compliance Engine (TRACE) became available. In particular,we examine three diff erent regimes during our sample period, theGM/Ford crisis in 2005 when a segment of the corporate bond market was affected, the sub-prime crisis since mid-2007, which was much morepervasive across the corporate bond market, and the period in between,when market conditions were more normal. We employ a wide range ofliquidity measures and fi nd in our time-series analysis that liquidityeff ects explain approximately one third of market-wide corporate yieldspread changes, in general, and are even more pronounced during periodsof crisis. In particular, the price dispersion measure proposed byJankowitsch, Nashikkar and Subrahmanyam (2008) explains about half ofthe aggregate bond yield spread changes during the sub-prime crisis. Ourdata-set allows us to examine in greater detail liquidity e ffects invarious segments of the market: financial sector fi rms which have beenparticularly aff ected by the crisis vs. industrial firms, investmentgrade vs. speculative grade bonds, and retail vs. institutional trades.In addition, our cross-sectional analysis shows that liquidity explainsa large part of the variation in yield spreads across bonds, afteraccounting for credit risk. These results yield important insightsregarding the liquidity drivers of corporate yield spreads, particularlyduring periods of crisis.

Background Risk and Trading in a Full-Information Rational Expectations Economy

Thu, 03 Sep 2009 17:45:49 GMT

Title: Background Risk and Trading in a Full-Information Rational Expectations Economy

Subrahmanyam, Marti; Stapleton, Richard; Zeng, Qi

Abstract: In this paper we assume that investors have the same information, buttrade due to the evolution of their non-market wealth. In ourformulation, investors rebalance their portfolios in response to changesin their expected non-market wealth, and hence trade. We assume anincomplete market in which risky non-market wealth is non-hedgeable andindependent of the market risk and thus represents an additivebackground risk. Investors who experience positive shocks to theirexpected wealth buy more stocks from those who experience less positive shocks.

Crash Risk in Currency Markets

Thu, 03 Sep 2009 17:44:06 GMT

Title: Crash Risk in Currency Markets

Gabaix, Xavier; Farhi, Emmanuel; Fraiberger, Samuel; Ranciere, Romain; Verdelhan, Adrien

Abstract: How much of carry trade excess returns can be explained by the presenceof disaster risk? To answer this question, we propose a simplestructural model which includes both Gaussian and disaster risk premiaand can be estimated even in samples that do not contain disasters. Themodel points to a novel estimation procedure based on currency optionswith potentially different strikes. We implement this procedure on alarge set of countries over the 1996-2008 period, forming portfolios ofhedged and unhedged carry trade excess returns by sorting currencies ontheir forward discounts. We find that disaster risk premia account forabout 25% of carry trade excess returns in advanced countries.

Do Hedge Funds Trade on Private Information? Evidence from Syndicated Lending

Thu, 03 Sep 2009 17:41:38 GMT

Title: Do Hedge Funds Trade on Private Information? Evidence from Syndicated Lending

Saunders, Anthony; Massoud, Nadia; Nandy, Debarshi; Song, Keke

Abstract: This paper investigates important contemporary issues relating to hedgefund involvement in the syndicated loan market. In particular, weinvestigate the potential conflicts of interest that arise due to thelack of regulation relating to hedge funds permissible dual holding ofloans and short positions in the equity of borrowing firms. We findevidence of possible trading on private information in the equity of thehedge fund borrowers prior to the public announcements of both loanorigination and loan renegotiation (amendments). In addition, ourresults show that hedge funds are more likely to lend to highlyleveraged, low credit quality firms in comparison to bank lenders. Ourresults have important implications for the current debate regardingregulation of the hedge fund industry.

The Role of Banks in Dividend Policy

Thu, 03 Sep 2009 17:38:59 GMT

Title: The Role of Banks in Dividend Policy

Saunders, Anthony; Allen, Linda; Gottesman, Aron; Tang, Yi

Abstract: We document a significant inverse relationship between a firm’sdividend payouts and reliance on bank loan financing. Banks limitdividend payouts to shareholders in order to protect the integrity oftheir senior claims on the firm’s assets. Moreover, dividendpayouts decline in the presence of monitoring by relationship banks,which acts as an effective governance mechanism, thereby reducing thegains from pre-committing to costly dividend payouts. Bank monitoringand corporate governance (insider stake and institutional blockholdings) are complementary mechanisms to resolve firm agency problems,both reducing the firm’s reliance on dividend policy.

'Your Wife in Your Name': P.Oxy. LXII 4340

Fri, 29 Oct 1999 22:58:59 GMT

Title: 'Your Wife in Your Name': P.Oxy. LXII 4340

Bagnall, Roger S.

SB 6.9025, Cotton, and the Economy of the Small Oasis

Mon, 29 Oct 2007 22:58:59 GMT

Title: SB 6.9025, Cotton, and the Economy of the Small Oasis

Bagnall, Roger S.

Village landholding at Aphrodito in comparative perspective

Mon, 29 Oct 2007 22:58:59 GMT

Title: Village landholding at Aphrodito in comparative perspective

Bagnall, Roger S.

Models and Evidence in the Study of Religion in Late Roman Egypt

Mon, 29 Oct 2007 22:58:59 GMT

Title: Models and Evidence in the Study of Religion in Late Roman Egypt

Bagnall, Roger S.

Reflections on the Greek of the Narmouthis Ostraka

Sun, 29 Oct 2006 22:58:59 GMT

Title: Reflections on the Greek of the Narmouthis Ostraka

Bagnall, Roger S.

A Water Temple at Bir Abu Safa (Eastern Desert)

Sun, 29 Oct 2006 22:58:59 GMT

Title: A Water Temple at Bir Abu Safa (Eastern Desert)

Bagnall, Roger S.; Mikhail, Gabriel; Sidebotham, Steven E.; Harrell, James

Charles Bradford Welles

Sun, 29 Oct 2006 22:58:59 GMT

Title: Charles Bradford Welles

Bagnall, Roger S.

Roman Amheida: Excavating a Town in Egypt's Dakhleh Oasis

Tue, 28 Nov 2006 22:58:59 GMT

Title: Roman Amheida: Excavating a Town in Egypt's Dakhleh Oasis

Bagnall, Roger S.; Davoli, P.; Kaper, O.; Whitehouse, H.

A Coptic Letter from Two Women

Fri, 29 Oct 2004 22:58:59 GMT

Title: A Coptic Letter from Two Women

Bagnall, Roger S.; Cribiore, R.; Renner, T.

Village and City: Geographies of Power in Byzantine Egypt

Fri, 29 Oct 2004 22:58:59 GMT

Title: Village and City: Geographies of Power in Byzantine Egypt

Bagnall, Roger S.

Evidence and Models for the Economy of Roman Egypt

Fri, 29 Oct 2004 22:58:59 GMT

Title: Evidence and Models for the Economy of Roman Egypt

Bagnall, Roger S.

Women's Petitions in Late Antique Egypt

Wed, 29 Oct 2003 22:58:59 GMT

Title: Women's Petitions in Late Antique Egypt

Bagnall, Roger S.

The Last Donkey Sacrifice at Deir el-Bahari

Wed, 29 Oct 2003 22:58:59 GMT

Title: The Last Donkey Sacrifice at Deir el-Bahari

Bagnall, Roger S.

Civic Life in Fourth Century Trimithis

Wed, 29 Oct 2003 22:58:59 GMT

Title: Civic Life in Fourth Century Trimithis

Bagnall, Roger S.; Ruffini, G.

Dating the Coptic Legal Documents from Aphrodite

Wed, 29 Oct 2003 22:58:59 GMT

Title: Dating the Coptic Legal Documents from Aphrodite

Bagnall, Roger S.; Worp, K. A.

O.Douch I 40

Wed, 29 Oct 2003 22:58:59 GMT

Title: O.Douch I 40

Bagnall, Roger S.; Choat, Malcolm; Gardner, I.

SB XII 11273: No Vocative

Wed, 29 Oct 2003 22:58:59 GMT

Title: SB XII 11273: No Vocative

Bagnall, Roger S.; Dickey, E.

A Vineyard in the Small Oasis:What Was the Dispute About?

Tue, 29 Oct 2002 22:58:59 GMT

Title: A Vineyard in the Small Oasis:What Was the Dispute About?

Bagnall, Roger S.

P.Princ. II 84 Revised

Tue, 29 Oct 2002 22:58:59 GMT

Title: P.Princ. II 84 Revised

Bagnall, Roger S.; Worp, K. A.

Rôles publics et privés dans l'économie impériale: Nouvelles découvertes provenant du Désert oriental en Egypte romaine

Tue, 29 Oct 2002 22:58:59 GMT

Title: Rôles publics et privés dans l'économieimpériale: Nouvelles découvertes provenant duDésert oriental en Egypte romaine

Bagnall, Roger S.

Knekites

Tue, 29 Oct 2002 22:58:59 GMT

Title: Knekites

Bagnall, Roger S.; Harrell, James

An Early Fragment of the Greek Apophthegmata Patrum

Sat, 29 Oct 2005 22:58:59 GMT

Title: An Early Fragment of the Greek Apophthegmata Patrum

Bagnall, Roger S.; Gonis, N.

Berenike Crossroads: The Integration of Information

Sat, 29 Oct 2005 22:58:59 GMT

Title: Berenike Crossroads: The Integration of Information

Bagnall, Roger S.; Wendrich, W. Z.; Tomber, R.S.; Sidebotham, S.E.; Harrell, J.A.; Cappers, R.T.J.

An Inscribed Pedestal from the Temple of Tutus

Tue, 29 Oct 2002 22:58:59 GMT

Title: An Inscribed Pedestal from the Temple of Tutus

Bagnall, Roger S.; Worp, K. A.; Tait, W. J.

The Effects of Plague: Model and Evidence

Mon, 29 Oct 2001 22:58:59 GMT

Title: The Effects of Plague: Model and Evidence

Bagnall, Roger S.

Alexandria: Library of Dreams

Mon, 29 Oct 2001 22:58:59 GMT

Title: Alexandria: Library of Dreams

Bagnall, Roger S.

Public Administration and the Documentation of Roman Panopolis

Mon, 29 Oct 2001 22:58:59 GMT

Title: Public Administration and the Documentation of Roman Panopolis

Bagnall, Roger S.

Monks and Property: Rhetoric, Law and Patronage in the Apophthegmata Patrum and the Papyri

Sun, 29 Oct 2000 22:58:59 GMT

Title: Monks and Property: Rhetoric, Law and Patronage in the ApophthegmataPatrum and the Papyri

Bagnall, Roger S.

Les lettres privées des femmes : un choix de langue en Égypte byzantine

Sun, 29 Oct 2000 22:58:59 GMT

Title: Les lettres privées des femmes : un choix de langue enÉgypte byzantine

Bagnall, Roger S.

Archaeological Work on Hellenistic and Roman Egypt, 1995-2000

Sun, 29 Oct 2000 22:58:59 GMT

Title: Archaeological Work on Hellenistic and Roman Egypt, 1995-2000

Bagnall, Roger S.

Security and Water on Egypt's Desert Roads: New Light on the Prefect Iulius Ursus and Praesidia-building under Vespasian

Sun, 29 Oct 2000 22:58:59 GMT

Title: Security and Water on Egypt's Desert Roads: New Light on the PrefectIulius Ursus and Praesidia-building under Vespasian

Bagnall, Roger S.; Bülow-Jacobsen, A.; Cuvigny, H.

A Heavy Artaba and its Ninety-six Loaves

Sun, 29 Oct 2000 22:58:59 GMT

Title: A Heavy Artaba and its Ninety-six Loaves

Bagnall, Roger S.

Tetrachryson

Fri, 29 Oct 1999 22:58:59 GMT

Title: Tetrachryson

Bagnall, Roger S.; Worp, K. A.

P.Oxy. 4527 and the Antonine Plague in Egypt: Death or Flight?

Fri, 29 Oct 1999 22:58:59 GMT

Title: P.Oxy. 4527 and the Antonine Plague in Egypt: Death or Flight?

Bagnall, Roger S.

Vegetable Seed Oil is Sesame Oil

Fri, 29 Oct 1999 22:58:59 GMT

Title: Vegetable Seed Oil is Sesame Oil

Bagnall, Roger S.

A Prefect's Edict Mentioning Sacrifice

Fri, 29 Oct 1999 22:58:59 GMT

Title: A Prefect's Edict Mentioning Sacrifice

Bagnall, Roger S.; Rives, James B

Jesus Reads a Book

Fri, 29 Oct 1999 22:58:59 GMT

Title: Jesus Reads a Book

Bagnall, Roger S.

The Date of P.Kell. I G. 62 and the meaning of Chorion

Thu, 29 Oct 1998 22:58:59 GMT

Title: The Date of P.Kell. I G. 62 and the meaning of Chorion

Bagnall, Roger S.

Eirene to Epaphrys: P.Yale I 77 revised

Thu, 29 Oct 1998 22:58:59 GMT

Title: Eirene to Epaphrys: P.Yale I 77 revised

Bagnall, Roger S.

Lender, Borrower, and Banker in P.Yale I 65

Thu, 29 Oct 1998 22:58:59 GMT

Title: Lender, Borrower, and Banker in P.Yale I 65

Bagnall, Roger S.

Greek Papyri and Coptic Studies, 1990-1995

Thu, 29 Oct 1998 22:58:59 GMT

Title: Greek Papyri and Coptic Studies, 1990-1995

Bagnall, Roger S.

Charles Bradford Welles

Thu, 29 Oct 1998 22:58:59 GMT

Title: Charles Bradford Welles

Bagnall, Roger S.

Papyrus and Preservation

Wed, 29 Oct 1997 22:58:59 GMT

Title: Papyrus and Preservation

Bagnall, Roger S.

Tiphagion

Wed, 29 Oct 1997 22:58:59 GMT

Title: Tiphagion

Bagnall, Roger S.; Worp, K. A.; Thanheiser, Ursula

Cults and Names of Ptolemais in Upper Egypt

Wed, 29 Oct 1997 22:58:59 GMT

Title: Cults and Names of Ptolemais in Upper Egypt

Bagnall, Roger S.

Two Linguistic Notes on Ostraka from Mons Claudianus

Tue, 29 Oct 1996 22:58:59 GMT

Title: Two Linguistic Notes on Ostraka from Mons Claudianus

Bagnall, Roger S.

A New Arsinoite Strategos?

Tue, 29 Oct 1996 22:58:59 GMT

Title: A New Arsinoite Strategos?

Bagnall, Roger S.

Imaging of Papyri: A Strategic View

Tue, 29 Oct 1996 22:58:59 GMT

Title: Imaging of Papyri: A Strategic View

Bagnall, Roger S.

O.Waqfa 66

Tue, 29 Oct 1996 22:58:59 GMT

Title: O.Waqfa 66

Bagnall, Roger S.

O.Waqfa 79

Tue, 29 Oct 1996 22:58:59 GMT

Title: O.Waqfa 79

Bagnall, Roger S.

A Kinder, Gentler Roman Army?

Tue, 29 Oct 1996 22:58:59 GMT

Title: A Kinder, Gentler Roman Army?

Bagnall, Roger S.

A Mandate from the Great Oasis

Tue, 29 Oct 1996 22:58:59 GMT

Title: A Mandate from the Great Oasis

Bagnall, Roger S.

For the Visit of My Father Sarapion: CPR VIII 52

Tue, 29 Oct 1996 22:58:59 GMT

Title: For the Visit of My Father Sarapion: CPR VIII 52

Bagnall, Roger S.

A Ptolemaic Inscription from Bir 'Iayyan

Sun, 29 Oct 1995 22:58:59 GMT

Title: A Ptolemaic Inscription from Bir 'Iayyan

Bagnall, Roger S.; Manning, Joseph G.; Sidebotham, Steven E.; Zitterkopf, Ronald E.

The Painted Garden of Coptos

Sun, 29 Oct 1995 22:58:59 GMT

Title: The Painted Garden of Coptos

Bagnall, Roger S.

Franks in Sixth-century Egypt

Sun, 29 Oct 1995 22:58:59 GMT

Title: Franks in Sixth-century Egypt

Bagnall, Roger S.; Palme, Bernhard

Charite's Christianity

Sat, 29 Oct 1994 22:58:59 GMT

Title: Charite's Christianity

Bagnall, Roger S.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions using the R

Mon, 24 Aug 2009 19:54:56 GMT

Title: Bias Reduction and Likelihood Based Almost-Exactly Sized HypothesisTesting in Predestricted Likelihoodictive Regressions using the R

Chen, Willa W.; Deo, Rohit S.

Abstract: Difficulties with inference in predictive regressions are generallyattributed to strong persistence in the predictor series. We show thatthe major source of the problem is actually the nuisance interceptparameter and propose basing inference on the RestrictedLikelihood,which is free of such nuisance location parameters and alsopossesses small curvature, making it suitable for inference. The bias ofthe Restricted Maximum Likelihood (REML) estimates is shown to beapproximately 50% less than that of the OLS estimates near the unitroot, without loss of efficiency. The error in the chi-squareapproximation to the distribution of the REML based Likelihood RatioTest (RLRT) for no predictability is shown to be 3/4 − ρ2n−1 (G3 (·) − G1 (·)) + O n−2 ,where |ρ| < 1 is the correlation of the innovation series and Gs(·) is the c.d.f. of a χ2s random variable. This very smallerror, free of the AR parameter, suggests that the RLRT forpredictability has very good size properties even when the regressor hasstrong persistence. The Bartlett corrected RLRT achieves an On−2 error. Power under local alternatives is obtained andextensions to more general univariate regressors and vector AR(1)regressors, where OLS may no longer be asymptotically efficient, areprovided. In simulations the RLRT maintains size well, is robust tonon-normal errors and has uniformly higher power than theJansson-Moreira test with gains that can be substantial. The Campbell-Yogo Bonferroni Q test is found to have size distortions and can besignificantly oversized.

The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series

Mon, 24 Aug 2009 19:51:18 GMT

Title: The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series

Chen, Willa W.; Deo, Rohit S.

Abstract: The restricted likelihood ratio test, RLRT, for the autoregressivecoefficient in autoregressive models has recently been shown to besecond order pivotal when the autoregressive coefficient is in theinterior of the parameter space and so is very well approximated by thechi-square distribution. In this paper, the non-standard asymptoticdistribution of the RLRT for the unit root boundary value is obtainedand is found to be almost identical to that of the chi-square in theright tail. Together, the above two results imply that the chi-squaredistribution approximates the RLRT distribution very well even for nearunit root series and transitions smoothly to the unit root distribution.

The People of P.Mich.inv. 5806

Sat, 29 Oct 1994 22:58:59 GMT

Title: The People of P.Mich.inv. 5806

Bagnall, Roger S.

SPP XX 74: The Last Preserved Bank-Diagraphe

Sat, 29 Oct 1994 22:58:59 GMT

Title: SPP XX 74: The Last Preserved Bank-Diagraphe

Bagnall, Roger S.; Worp, K. A.

Governmental Roles in the Economy of Late Antiquity

Fri, 29 Oct 1993 22:58:59 GMT

Title: Governmental Roles in the Economy of Late Antiquity

Bagnall, Roger S.

Egypt and the 'Barbarians'

Sat, 29 Oct 1994 22:58:59 GMT

Title: Egypt and the 'Barbarians'

Bagnall, Roger S.

Collection Froehner 81 Once Again

Fri, 29 Oct 1993 22:58:59 GMT

Title: Collection Froehner 81 Once Again

Bagnall, Roger S.; Lajtar, Adam

Census Declarations from the British Library

Fri, 29 Oct 1993 22:58:59 GMT

Title: Census Declarations from the British Library

Bagnall, Roger S.

Three Notes on Byzantine Documents

Fri, 29 Oct 1993 22:58:59 GMT

Title: Three Notes on Byzantine Documents

Bagnall, Roger S.; Worp, K. A.

Greek and Latin Documents from 'Abu Sha'ar, 1990-1991

Fri, 29 Oct 1993 22:58:59 GMT

Title: Greek and Latin Documents from 'Abu Sha'ar, 1990-1991

Bagnall, Roger S.; Sheridan, Jennifer A.

Managing Estates in Roman Egypt: A Review Article

Thu, 29 Oct 1992 22:58:59 GMT

Title: Managing Estates in Roman Egypt: A Review Article

Bagnall, Roger S.