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#!/bin/bash | |
# finished install proccess | |
# first update | |
sudo apt -y update && sudo apt -y upgrade | |
# settings: | |
# notification -> disable sounds | |
# sound -> sound effects -> mute |
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#Download Elementary OS from here: | |
#https://elementary.io/ | |
#Clean-up System | |
sudo apt-get purge midori-granite -y | |
sudo apt-get purge yelp -y | |
sudo apt-get purge evince -y | |
sudo apt-get purge gnome-orca -y | |
sudo apt-get autoremove -y | |
sudo apt-get autoclean -y |
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# In my portfolio, I show how the popular Fama-MacBeth (1973) procedure is constructed in R. | |
# The procedure is used to estimate risk premia and determine the validity of asset pricing models. | |
# Google shows that the original paper has currently over 9000 citations (Mar 2015), making the methodology one of the most | |
# influential papers in asset pricing studies. It's used by thousands of finance students each year, but I'm unable to find a | |
# complete description of it from the web. | |
# | |
# While the methodology is not statistically too complex (although the different standard errors can get complex), | |
# it can pose some serious data management challenges to students and researchers. | |
# | |
# The goal of the methodology is to estimate risk premia in the financial markets. While newer, more sophisticated methods for |