Financial Econometrics and Statistics: Past, Present, and Future - PowerPoint PPT Presentation


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Outline . 1. Introduction2. Single equation regression methods3. Simultaneous equation models4. Panel data analysis5. Alternative methods to deal with measurement error6. Time series analysis7. Spectral Analysis8. Statistical distributions9. Principle components and factor analyses10. Non-parametric, Semi-parametric, and GMM analyses11. Path analysis12. Cluster analysis13. Summary and concluding remarks.

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