Invited talk at 2014 Växjö quantum foundations conference

A re-analysis of the Cochrane Library data: the dangers of unobserved heterogeneity in meta-analyses

NSE Research Initiative, Project Report no. 229 / 2009 Determinants and the Stability of Dividends in India: Application of Dynamic Partial Adjustment Equation using Extended…

Lecture 12: Hidden Markov Models Machine Learning Andrew Rosenberg March 12, 2010 1 / 34 Last Time Clustering 2 / 34 Today Hidden Markov Models 3 / 34 Dice Example Imagine…

What Makes Privatization Work? The Case of China1 (preliminary) Jie Gan Hong Kong University of Science and Technology (HKUST) Yan Guo Peking University Chenggang Xu LSE,…

Panel Data Analysis Fixed & Random Effects (using Stata 10.x) (ver. 4.1) Oscar Torres-Reyna Data Consultant [email protected] http://dss.princeton.edu/training/ PU/DSS/OTR…

ESTIMATING STOCK MARKET VOLATILITY USING ASYMETRIC GARCH MODEL Presented: Iswahyudi Sondi Putra - 1106034124 Nia Susnita - 1106113715 Welly Bermana - 1  Author :  Dima…

ERASMUS UNIVERSITY ROTTERDAM ERASMUS SCHOOL OF ECONOMICS MSc Economics & Business Master Specialisation Financial Economics MEAN REVERSION IN STOCKS A univariate linear…

1. Department of Business AdministrationFALL 2010-11 Demand Estimationby Assoc. Prof. Sami Fethi 2. Ch 4 : Demand EstimationDemand Estimation To use these important demand…