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st: Re: Banquo


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Banquo
Date   Wed, 13 Oct 2004 09:30:11 -0400

Because the last 20 papers published used those parameters. Like I said...

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Oct 13, 2004, at 2:33 AM, Stas wrote:


1. Looks like there is quite a bit of arbitrary tune up: why 24
months? why 10 portfolios?
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