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A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …
Statistical models and proofs done for my Bayesian Statistics and Markov Chain/Monte Carlo class at Yale. Original problem statements and prompts available upon request!
Generaliser linear models -The theory for linear normal models is looked at and applied to regression and analysis of variance. Furthermore the topics of binary variables logistic regression, log-linear models, contingency tables and life time analysis are treated.