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TRANSCI
2008
13 years 10 months ago
2008
This paper describes the derivation and the econometric calibration of a joint time assignment
Lecture Notes
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...
Lecture Notes
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...
ACL
2007
14 years 6 days ago
2007
Deriving the polarity and strength of opinions is an important research topic, attracting significant attention over the last few years. In this work, to measure the strength and...
CSDA
2006
13 years 10 months ago
2006
The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical c...