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Financial Books
PhD thesis
Диссертация русская

PhD thesis

Here is my PhD paper
PhD thesis Arshakuni (pdf) / 2 Mб

Unfortunately, since it is in French, only the French speakers can enjoy it completely and feel acutely «all da pathos of dis monumental study»... :)))
Nevertheless, non-French speakers can appreciate some nice figures and admire a number of cabbalistic formulas (e.g. simulated likelihood functions) ...:))

Besides, the version in LaTeX (namely, in Scientific WorkPlace «wrap» format — «*.rap», i.e. with all figures) is also available: PhD thesis Arshakuni (LaTeX) / 1.33 Mб

Also, there are some very very useful codes for maximizing likelihood functions in STATA
(Overwhelming RESPECT to Antoine Terracol for the priceless assistance!)

Log-normal Survival Model with Stock Sampling and Right Censoring
Ordered Probit Model with the given thresholds
Start-ups initial conditions model (GHK-4)
Joint Dynamic Model(GHK-5)
New Firms' Joint Survival Model (GHK-Survival)  

© 2006. Константин Аршакуни

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