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Intro to operators, probabilities, and linear model -- Lp-approximable sequences of vectors -- Convergence of linear and quadratic forms -- Regressions with slowly varying regressors -- Spatial models -- Convergence almost everywhere -- Nonlinear models -- Tools for vector autoregressions
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Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods … complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and … to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that …
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