直接调用 Mr Figurant:Stata学习:CSMAR股票流动性数据库!5 赞同 · 0 评论文章 文献来源 Amihud (2002)定义Amihud非流动性比率计算公式如下: Amihud(i,t) = Average[ |r(i,d)| / Volume(i,d) ] |r(i,d)| = absolute value of the return for firm i’s stock on day d Volume(i,d) = volume...
lianxh 虚拟变量 安装最新版lianxh命令：ssc install lianxh, replace
The absolute value of focal firm CSR engagement minus the average partner CSR engagement = abs. (focal firm CSR – avg. partner CSR) Falcone, E. C., & Ridge, J. W. (2024). An investigation of corporate social responsibility conformity: The roles of network prominence and supply chain...
have t statistics well above two in absolute value.Interpretation
3、s a matrix of the following contiol vanables: lagged real GDP growth to account foi the acceleiatoi effect; the absolute value of one step ahead giowtli foiecast enois as a measuie of uncertainty; the change ui tlie log terms of trade to gauge the puce of unpoi ted capital goods...
local xlab "`xlab' `i' `"`=abs(`i')/1000000'm"'" //Use of compound quotes to work with labels with absolute (abs) values } else { local xlab "`xlab' 0 `"0"'" } } * display `"`xlab'"' twoway (bar users stage_n if gender == "Female", horizontal lwidth(0) barwidth...
(in absolute value) eiare paired with big xi, then the robust variance estimate will be bigger than the OLS estimate. If, on the other hand, the robust variance estimate is smaller than the OLS estimate, what’s happening is not clear at all but has to do with some odd correlations ...
A second common application is data compression (Boggess and Narcowich 2001, 139). In this case, we discard the coefficients with least absolute value: clear set obs 256 gen t=(_n-1)*(2*_pi)/256 gen y=exp(-t^2/10)*(sin(2*t)+2*cos(4*t)+0.4*sin(t)*sin(10*t)) ...
value. K it is a matrix of the components of foreign resource flows – FDI, loans and portfolio (equity and bonds) – as percentage shares of GDP. X it is a matrix of the following control variables: lagged real GDP growth to account for the accelerator effect; the absolute value of ...
As long as theFtest has 1numerator degree of freedom, the square root of theFstatistic is the absolute value of thetstatistic for theone-sided test. To determine whether thiststatistic ispositive or negative, you need to determine whether the fittedcoefficient is positive or negative. To do ...