Browsing by Keyword "Método de Monte Carlo"
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Combining strategies for the estimation of treatment effects
2012-03-24The estimation of the average effect of a program or treatment on a variable of interest is an important tool for the assessment of economic policies. In general, assignment of potential participants to treatment does not ... -
Predictability of equity models
2009-01-27In this study, we verify the existence of predictability in the Brazilian equity market. Unlike other studies in the same sense, which evaluate original series for each stock, we evaluate synthetic series created on the ...