## My Works

**Thesis*** *

[library link]Bayesian Model Averaging

committee : G. Iliopoulos (supervisor), M. Kateri , I. Ntzoufras

**Projects**

*Note : Remove the *.doc extention (Press F2 and delete) for the following.*

**Mathematical Statistics & Applications**

**A note on Burr XII distribution**[pdf | R code | Google it]*Exponential, Beta, Gamma, Normal and the story goes on… These distributions rule the applied statistician’s toolbox. Yet many distributions are out there waiting to fit them!***Evaluating loan admissions using GLMs**

**Finance/Econometrics**

**Testing the Fisher equation**[pdf | R/Eviews code | Presentation| Google it]*Test the existence of a Fisher effect in Belgium, The Netherlands and Ireland using cointegration estimators (small sample performance via Monte Carlo simulations).***All sort of averages… on HSBC quote**[pdf | Excel files & R code (arima)]*Forecasting the stock price of HSBC using EMA, the Holt-Winters method and ARIMA.***A Consumption – Based Explanation of Expected Stock Returns**[pdf | R/Eviews code | Google it]*Sort of replicating the s/t paper by M. Yogo reducing some parameters and using non-linear least squares estimation instead of GMM.*(Instructed to do so!)

* *

**Notes**** **

**Notes**

**A brief collection of exercises in Mathematical Statistics I : Inference**[pdf]*Exercises on estimation and confidence intervals I used for tutoring***.**

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