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company) website. To construct the index, we utilize machine learning and natural language processing (NLP) techniques, and in …
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In an environment that features second-degree price discrimination, this paper fully characterizes the set of surplus divisions that can arise from all possible information consumers have about their valuation. By extending the techniques developed in a companion paper (Yang, 2019a), I show that...
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This paper details efforts at developing and estimating a Vector Autoregressive (VAR) econometric model representative of the financial statements of a firm. Although the model can be generalized to represent the financial statements of any firm, this work was carried out as a case study, where...
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) processes, their probabilistic and forecasting properties. It is a feature of the book that time-domain considerations prevail … integrated) models. Empirical analysis is done by intensively using a given data set (time series), in cycles of identification … appeared in 1970, see the review Zbl 0249.62009, at a time when comparatively few book on time series were available. It …
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