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This code demonstrates the difference between exact and conditional likelihood estimation in small sample analysis of monthly log returns of IBM and KO stocks for sample period of 2001-2011 and 132 observations.

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monyakenes/Exact-Likelihood-Estimation-Vs-Conditional-Likelihood-Estimation

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This code demonstrates the difference between exact and conditional likelihood estimation in small sample analysis of monthly log returns of IBM and KO stocks for sample period of 2001-2011 and 132 observations.

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