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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~language:"est"
~subject:"Monte Carlo simulation"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
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2012
Persistent link: https://www.econbiz.de/10009681375
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Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
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The PCSE estimator is good : just not as good as you think
Reed, W. Robert
;
Webb, Rachel S.
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2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695603
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