Aaron Smith
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Associate Professor 3103 Social Sciences & Humanities Office Hours: By Appointment Phone: (530) 752-2138 Fax: (530) 752-5614 |
Working Papers
- Markov Breaks in Regression Models
- Dimension Reduction Using Inverse Regression and Nonparametric Factors
- Volatility Dynamics of NYMEX Natural Gas Futures Prices
- Efficiency of the California Electricity Reserves Market
- Maximum Likelihood Estimation of VARMA Models Using a State Space EM Algorithm