Seminar Financial Risk Management 20011-2012 Erasmus University Testing the validity of Purchasing Power Parity: In time series and panel analysis using CPI, TPI and PPI. Supervisor: Everaert Gerdie Leonora Jean-Timothy Marsoufandis-Balomenos Nikolaos Venieris Michael February 10th, 2012 319006 356941 354890 Abstract The examination of the Purchasing power parity theory with reference to 22 (invluding the U.S) countries is the prime objective of the paper. Consumer price index (CPI), whole
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Appendix II: STATA Preliminary STATA is a statistical software package that offers a large number of statistical and econometric estimation procedures. With STATA we can easily manage data and apply standard statistical and econometric methods such as regression analysis and limited dependent variable analysis to crosssectional or longitudinal data. STATA is widely used by analysts working with household survey data. 1. Getting Started 1.1. Starting STATA Start a STATA session by double-clicking
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Introduction GMM for OLS GMM for IV Poisson Extras References GMM estimation in Mata Using Stata’s new optimizer to program estimators Austin Nichols July 24, 2008 Austin Nichols GMM estimation in Mata Introduction GMM for OLS GMM for IV Poisson Extras References optimize() is exciting stuff The new (as of Stata 10) optimize function in Mata is exciting. You can use it e.g. to find maxima of a function, solve a difficult nonlinear system of equations, or write a new estimator. Likely suspects:
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SCHOOL OF ECONOMICS, FINANCE AND MARKETING FINANCIAL ECONOMETRICS TUTORIAL EXERCISES We will not use Turnitin in this course; rather tutorials are to be submitted in the assignment box on level 7 in building 80 or sent via the post. Tutorials sent in the mail must be post marked on or before the submission date. Only hard copies will be accepted, also it is best to use a cover sheet. That is, tutorials cannot be submitted by email or via the Learning Hub. ____________________________________________________________________
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SOME PRACTICAL GUIDANCE FOR THE IMPLEMENTATION OF PROPENSITY SCORE MATCHING Marco Caliendo IZA, Bonn Sabine Kopeinig University of Cologne Abstract. Propensity score matching (PSM) has become a popular approach to estimate causal treatment effects. It is widely applied when evaluating labour market policies, but empirical examples can be found in very diverse fields of study. Once the researcher has decided to use PSM, he is confronted with a lot of questions regarding its implementation. To begin
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[pic]University of Illinois at Chicago College of Business Administration Department of Information & Decision Sciences [pic] IDS 578 Research Methodology II Instructor Stanley L. Sclove [pic] The Sears, Roebuck Case These notes Copyright © 2005 Stanley Louis Sclove [pic] HyperTable of Contents 0. Introduction; Key Terms 1. What is Structural Equation Modeling? 2. A Simple Example of SEM 3. The Role of Theory in Structural Equation Modeling
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Project of Econometrics INTRODUCTION In this paper our motivation to discuss effects of models by estimating its parameters in matrix and scalar notations, its variances checked via different formal and informal methods, checked the depends of error terms and analyze that auto-correlation whether it is positive, zero or negative, we also check the data is normality distributed or not, and check the structural stability. We consider the civilian unemployment rate and manufacturing hourly compensation
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Foreign direct investment And Economic Growth in Bangladesh Internship program at Brac Bank Ltd. Internship Report On “Foreign direct investment And Economic Growth in Bangladesh and Internship program at Brac Bank Ltd.” The Internship report is submitted to the Department of Finance, University of Dhaka for the partial fulfillment of the requirement of BBA program. Submitted to: Department of Finance University of Dhaka Supervised
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Financial Econometrics Modeling and Forecasting Natural Gas Prices Abstract In this project we will model and forecast the natural gas prices over the short-term through the development of the Error Correction Model (ECM). This is presented as the best predictive model among various alternatives. To build this model, we gathered the oil prices to analyze the impact of the changes in these prices on the changes in natural gas prices. The results of the forecasting exercise, carried out using
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Working during school and academic performance Todd R. Stinebrickner and Ralph Stinebrickner1 please direct correspondence to Todd R. Stinebrickner Dept. of Economics The Social Science Centre The University of Western Ontario London Ontario Canada n6a 5c2 trstineb@julian.uwo.ca phone 519 679-2111 ext. 5293 fax 519 661-3666 Unique new data from a college with a mandatory work-study program are used to examine the relationship between working during school and academic performance. Particular
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