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Hierarchical Markov normal mixture models with applications to financial asse...
Motivated by the common problem of constructing predictive distributions for daily asset returns over horizons of one to several trading days, this article introduces a new... -
An empirical model of mainframe computer investment (replication data)
This paper introduces a dynamic model of investment decisions in mainframe computer systems. I estimate and test the model using detailed micro data from a company in the... -
Mixed logit models: accuracy and software choice (replication data)
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