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Public Lectures on Structural Econometrics - CEMMAP masterclass - Shared screen with speaker view
Marco Pariguana
58:47
Are we excluding day orders?
Kevin Lee
01:01:34
Can we infer anything about the distribution G(u)?
Elena Pastorino
01:03:35
@Marco: a limit order is a type of daily order. Are you thinking differently?
Elena Pastorino
01:04:06
it depends on the time unit
Elena Pastorino
01:04:39
or are you asking about the difference between limit orders and limit day orders?
Marco Pariguana
01:04:47
Limit order is an order that is open only during the market day
Yaolang Zhong
01:05:05
is there a typo for the sum over k?
Andrés Hincapié
01:06:55
@Yaolang are you referring to the picking-off risk equation? Or which one?
Yaolang Zhong
01:07:19
the picking-off risk
Andrés Hincapié
01:09:20
It looks like it should be over k’, let me ask
giuliano graziani
01:10:14
Can I ask you if the memoryless property of the Poisson process arrival can interfere with the picking off risk?
Kevin Lee
01:42:18
Why can we not directly test the strict inequality?
Marta Lopes
01:42:59
Let’s wait for the end of this slide, @Kevin, if you still have the doubt let us know
Arie Beresteanu
01:45:19
The problem with strict inequality is that the null hypothesis is composite.
Kevin Lee
01:46:25
Thanks, that makes sense
Arie Beresteanu
01:47:44
So you will use the "worse" point in the null which is the equality point which is in turn not in the null.
Jung S. You
02:22:15
Thank you!
Vladimir Yankov
02:22:18
Thank you!
Deniz Ozabaci
02:22:22
Thank you very much!
Dmitry Khametshin
02:22:23
Thank you!
Claudia Udroiu
02:22:28
thank you
Antonio Raiola
02:22:29
thanks
Lisa Botbol
02:22:34
Thanks a lot
Dr. Destaings Nyongesa
02:22:44
Thank you so much
Yuxi Yao
02:22:48
Thanks very much!
Kerry Zhang
02:22:49
thanks!
Jian Tang
02:22:50
Thanks!
Ba Chu
02:23:02
Thank you
Edgar Cooke
02:23:05
Thanks
Suguru Otani
02:23:10
thx!
Audu Nathan
02:28:44
Thank you very much
JAYANTI BEHERA
02:28:59
Which software can be used to estimate the LOM model?
Elena Pastorino
02:29:37
any you are comfortable with!
Elena Pastorino
02:29:47
stata and above...
JAYANTI BEHERA
02:30:09
Thank you@ Elena
Willem Spanjers
02:30:12
Thank you!