A local limit theorem is proved for sample covariances of nonstationary time series and integrable functions of such time series that involve a bandwidth sequence. The resulting theory enables an ...

Related work on sentiment analysis from statistics, econometrics, and machine learning is surveyed and connected. Finally, the methods are applied in two detailed examples and we provide out-of-sample ...

The approach is both formal, as the course makes extensive use of econometric theorems and techniques, and solidly grounded in intuition, as it provides numerous examples of tests of real-life ...