Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data

Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data
Author :
Publisher :
Total Pages : 274
Release :
ISBN-10 : UCSD:31822021176151
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data by : Jeffrey R. Russell

Download or read book Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data written by Jeffrey R. Russell and published by . This book was released on 1996 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data Related Books

Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data
Language: en
Pages: 274
Working Paper Series
Language: en
Pages: 31
Authors: Jeffrey R. Russell
Categories: Stocks
Type: BOOK - Published: 1998 - Publisher:

GET EBOOK

Missing Data Methods
Language: en
Pages: 262
Authors: David M. Drukker
Categories: Business & Economics
Type: BOOK - Published: 2011-11-30 - Publisher: Emerald Group Publishing

GET EBOOK

Part of the "Advances in Econometrics" series, this title contains chapters covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models;
Econometric Analysis of Financial and Economic Time Series
Language: en
Pages: 407
Authors: Thomas B. Fomby
Categories: Business & Economics
Type: BOOK - Published: 2006-03-01 - Publisher: Emerald Group Publishing

GET EBOOK

Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivar