Problem sets
Problems
Every problem in the course. Solutions sit behind a deliberate step on each problem page.
to difficulty Check numeric answers checked on the page
16 shown
M12 Geopolitics and event studies 16
- P1 Single-day AR variance ★ Check
- P2 Constant-mean model ★★ Check
- P3 Power and window length ★★ Check
- P4 Exactness of the -test ★★★
- P5 Event-induced variance ★★ Check
- P6 Clustering ★★ Check
- P7 Event dates ★
- P8 Building GPR ★ Check
- P9 Bayes by hand ★★ Check
- P10 The value of waiting ★★ Check
- P11 Breakeven tail probability ★★ Check
- P12 Correlated news ★★★ Check
- P13 Supply-shock arithmetic ★★ Check
- P14 GPR regression design ★★
- P15 Case analysis: 1990 and 2026 ★★★
- P16 Convexity ★★