Merger and Acquire of Series: A New Approach of Time Series Modeling
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More about this item
Keywords
Autoregressive model; Break point; Merger series; Bayesian inference.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2018-12-24 (Econometric Time Series)
- NEP-ORE-2018-12-24 (Operations Research)
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