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COX REGRESSION WITH ALTERNATIVE CONCEPTS OF WAITING TIME: THE NEW ORLEANS YEL...
Event data can often be analysed using different concepts of waiting time. Our application offers three choices: calendar-time, age, and duration of residence in New Orleans. We... -
Stock market volatility and the business cycle (replication data)
This paper investigates the joint time series behavior of monthly stock returns and growth in industrial production. We find that stock returns are well characterized by...