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A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming certain mathematical conditions.
can you help specify the model for an event study and to interpret the results/
Observation-driven model is a term generally applied to models for the longitudinal data or time series which introduce within the unit correlation by specifying the conditional
data modelling
Interior analysis is the term now and again applied to analysis carried out on the fitted model in regression problem. The basic target of such analyses is the identification of
The Null Hypothesis - H0: There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1: There is heteroscedasticity i.e. β 1 0 Reject H0 if |t | > t = 1.96
Balanced incomplete block design : A design in which all the treatments are not used in all blocks. Such designs have the below stated properties: * each block comprises the
Ha: If hyperlipidemia is believed to be a side effect of second-generation antipsychotics (SGAs), then Hispanic patients with SGAs treatment will have the higher frequency of devel
Tracking is the term sometimes used in the discussions of data from the longitudinal study, to describe the ability to predict the subsequent observations from previous values. In
Captures recapture sampling : Another approach to a census for estimating the size of population, which operates by sampling the population number of times, identifying the individ
Hi , Im currently taking the course Financial Econometrics of Master of Finance at RMIT. I find it really difficult to understand the course''s material and now im having the majo
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