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"listing-days, simple random sample without replacement" }, "note_first_cut_null": { "risk_set_first_cut_null_rows_S2": 0, "published_B_n_rows": 1371918, "published_B_n_listings": 79698, "published_B_n_events": 15692 }, "exit_recode_check": { "stored_exits_S2": 43310, "recoded_7d_exits_S2": 43310, "disagreements": 0 }, "events_baseline_reproduction": { "listings_S2": 79698, "first_cut_day_disagreements": 0, "listings_with_cut_S2L": 34730 }, "events_threshold_2pct_200": { "transient_seconds": 172800, "min_pct": 0.02, "min_abs": 200.0, "listings_with_cut": 26964, "oscillating_under_rule": 0, "listings_dropped_as_newly_oscillating": 0, "entry_price_changed_share": 0.0 }, "events_threshold_0.5pct_50": { "transient_seconds": 172800, "min_pct": 0.005, "min_abs": 50.0, "listings_with_cut": 37205, "oscillating_under_rule": 0, "listings_dropped_as_newly_oscillating": 0, "entry_price_changed_share": 0.0 }, "events_transient_24h": { "transient_seconds": 86400, "min_pct": 0.01, "min_abs": 100.0, "listings_with_cut": 34839, "oscillating_under_rule": 0, "listings_dropped_as_newly_oscillating": 0, "entry_price_changed_share": 0.0 }, "events_transient_72h": { "transient_seconds": 259200, "min_pct": 0.01, "min_abs": 100.0, "listings_with_cut": 34698, "oscillating_under_rule": 4, "listings_dropped_as_newly_oscillating": 2, "entry_price_changed_share": 0.0 }, "exit_confirm_3d": { "confirmed_exits_S2": 48283, "baseline_7d": 43310 }, "exit_confirm_14d": { "confirmed_exits_S2": 37013, "baseline_7d": 43310 }, "S2L": { "rows": 3470044, "listings": 125605, "left_censored_listings": 45907, "note": "left-censored listings enter with listing_age measured from first_seen (lower bound)" }, "results": { "B": { "published_full": { "n_rows": 1371918, "n_events": 15692, "n_listings": 79698, "joint_age_bins": { "stat": 156.98859151308937, "df": 8, "p": 6.814358747575083e-30 }, "coef": { "ldens": { "b": 0.019169807393807525, "se": 0.028518189557808563, "p": 0.5014590511145608 }, "resid_A2": { "b": 0.743979241214974, "se": 0.22274367602254025, "p": 0.0008375758519301099 }, "lprice": { "b": 0.0070077946411666765, "se": 0.09079487465080813, "p": 0.9384781946184468 }, "lkm": { "b": 0.1164358866852279, "se": 0.03703949009263748, "p": 0.001669057760105885 } }, "note": "results/hazards/summary.json as published (fitted on listings with a NULL-free first_cut, i.e. eventually-cut listings only)" }, "baseline_full_nullfix": { "n_rows": 1371918, "n_events": 15692, "n_listings": 79698, "n_dealers": 910, "llf": -83300.99886018006, "joint_age_bins": { "stat": 156.98859151308937, "df": 8, "p": 6.814358747575083e-30 }, "seconds": 7.8, "coef": { "ldens": { "b": 0.019169807393807525, "se": 0.028518189557808563, "p": 0.5014590511145608, "lo": -0.036724817043783504, "hi": 0.07506443183139855 }, "resid_A2": { "b": 0.743979241214974, "se": 0.22274367602254025, "p": 0.0008375758519301099, "lo": 0.3074096584267372, "hi": 1.180548824003211 }, "lprice": { "b": 0.0070077946411666765, "se": 0.09079487465080813, "p": 0.9384781946184468, "lo": -0.17094688965524596, "hi": 0.18496247893757933 }, "lkm": { "b": 0.1164358866852279, "se": 0.03703949009263748, "p": 0.001669057760105885, "lo": 0.04383982009793029, "hi": 0.18903195327252553 }, "pricepos_entry": { "b": 0.3791231994510189, "se": 0.11315847475913283, "p": 0.0008070254720997415, "lo": 0.1573366643776338, "hi": 0.600909734524404 } }, "note": "full S2 first-cut risk set, NULL first_cut coded 0, no subsample" }, "baseline_sub": { "n_rows": 800000, "n_events": 9153, "n_listings": 76357, "n_dealers": 907, "llf": -48557.28290006422, "joint_age_bins": { "stat": 137.07853871995718, "df": 8, "p": 9.606928760645776e-26 }, "seconds": 4.3, "coef": { "ldens": { "b": 0.017228712679049994, "se": 0.029674061955781355, "p": 0.5615111557455998, "lo": -0.040931380029291656, "hi": 0.07538880538739165 }, "resid_A2": { "b": 0.7035942539742289, "se": 0.24633359275576894, "p": 0.004286559090667681, "lo": 0.22078928399056502, "hi": 1.1863992239578929 }, "lprice": { "b": 0.006407426205546849, "se": 0.0922791436057109, "p": 0.9446431642779942, "lo": -0.17445637178584614, "hi": 0.18727122419693984 }, "lkm": { "b": 0.10272688948841761, "se": 0.0414707442841508, "p": 0.013245739075500166, "lo": 0.021445724279411743, "hi": 0.18400805469742348 }, "pricepos_entry": { "b": 0.3831062511769395, "se": 0.12475214800103081, "p": 0.002133866574923221, "lo": 0.13859653410090864, "hi": 0.6276159682529704 } }, "note": "S2; 1 %/100 $; 48 h; exit 7 d; subsample", "n_rows_before_subsample": 1371918, "n_events_before_subsample": 15692 }, "threshold_2pct_200": { "n_rows": 800000, "n_events": 6272, "n_listings": 75936, "n_dealers": 907, "llf": -35723.24373415012, "joint_age_bins": { "stat": 103.70253657232026, "df": 8, "p": 7.460490129001573e-19 }, "seconds": 4.3, "coef": { "ldens": { "b": -0.022372780320162287, "se": 0.029109956072591158, "p": 0.44215389640715896, "lo": -0.079427245813984, "hi": 0.034681685173659424 }, "resid_A2": { "b": 1.1236428260085465, "se": 0.2519463503328933, "p": 8.20171930099098e-06, "lo": 0.6298370533197646, "hi": 1.6174485986973284 }, "lprice": { "b": -0.17561934843827093, "se": 0.09492682168924822, "p": 0.0643063708068019, "lo": -0.3616725001160531, "hi": 0.010433803239511236 }, "lkm": { "b": 0.09994826555759695, "se": 0.036194398401711195, "p": 0.005754900755660538, "lo": 0.029008548248148913, "hi": 0.17088798286704499 }, "pricepos_entry": { "b": 0.4443761397807681, "se": 0.13857898521925707, "p": 0.001342840861879512, "lo": 0.17276631973691575, "hi": 0.7159859598246205 } }, "note": "S2; rebuilt events (48 h, 2 %/200 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1456136, "n_events_before_subsample": 11587 }, "threshold_0.5pct_50": { "n_rows": 800000, "n_events": 10332, "n_listings": 76557, "n_dealers": 907, "llf": -53483.16338479551, "joint_age_bins": { "stat": 153.9704377851861, "df": 8, "p": 2.90968443534745e-29 }, "seconds": 4.4, "coef": { "ldens": { "b": 0.029451164731571073, "se": 0.029066441588459196, "p": 0.3109474534338261, "lo": -0.027518013940546152, "hi": 0.0864203434036883 }, "resid_A2": { "b": 0.5506408939602785, "se": 0.21335498776925158, "p": 0.009855247927858277, "lo": 0.13247280201056166, "hi": 0.9688089859099953 }, "lprice": { "b": 0.08163753406456409, "se": 0.09480685724021791, "p": 0.3891867490322467, "lo": -0.10418049161369347, "hi": 0.26745555974282165 }, "lkm": { "b": 0.12168050180149273, "se": 0.03859619532328194, "p": 0.0016179270453430205, "lo": 0.04603334902758685, "hi": 0.1973276545753986 }, "pricepos_entry": { "b": 0.4639632537768932, "se": 0.12445731890941815, "p": 0.00019308925281673003, "lo": 0.22003139110201778, "hi": 0.7078951164517686 } }, "note": "S2; rebuilt events (48 h, 0.5 %/50 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1337924, "n_events_before_subsample": 17201 }, "transient_24h": { "n_rows": 800000, "n_events": 9156, "n_listings": 76521, "n_dealers": 905, "llf": -48592.84674611059, "joint_age_bins": { "stat": 147.8080307876312, "df": 8, "p": 5.616841823554634e-28 }, "seconds": 4.3, "coef": { "ldens": { "b": 0.007081253373004864, "se": 0.028639852721853994, "p": 0.8047134065195822, "lo": -0.0490518264843604, "hi": 0.06321433323037012 }, "resid_A2": { "b": 0.8019017086296533, "se": 0.24083842790400523, "p": 0.0008696294444401083, "lo": 0.32986706384455666, "hi": 1.2739363534147499 }, "lprice": { "b": 0.03531655678883618, "se": 0.0965203849860649, "p": 0.7144416452311534, "lo": -0.15385992155779157, "hi": 0.22449303513546395 }, "lkm": { "b": 0.0928554233163471, "se": 0.04016138310461011, "p": 0.020774519900878675, "lo": 0.014140558861995861, "hi": 0.17157028777069833 }, "pricepos_entry": { "b": 0.2919886119777949, "se": 0.12429197525316427, "p": 0.01881302422199403, "lo": 0.04838081691424928, "hi": 0.5355964070413406 } }, "note": "S2; rebuilt events (24 h, 1 %/100 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1370851, "n_events_before_subsample": 15733 }, "transient_72h": { "n_rows": 800000, "n_events": 9073, "n_listings": 76383, "n_dealers": 906, "llf": -48217.24651612855, "joint_age_bins": { "stat": 141.02693855970827, "df": 8, "p": 1.4509710286754796e-26 }, "seconds": 4.3, "coef": { "ldens": { "b": 0.022139811679288697, "se": 0.029802171729395407, "p": 0.45754672985474, "lo": -0.03627137157140408, "hi": 0.08055099492998147 }, "resid_A2": { "b": 0.6849427039624334, "se": 0.253846934924246, "p": 0.0069704896910158095, "lo": 0.18741185392502846, "hi": 1.1824735539998383 }, "lprice": { "b": 0.025626392823835217, "se": 0.09662301607152314, "p": 0.7908396976594814, "lo": -0.16375123875398495, "hi": 0.2150040244016554 }, "lkm": { "b": 0.1167658948078865, "se": 0.03912213992142047, "p": 0.0028390296801881257, "lo": 0.04008790956376572, "hi": 0.1934438800520073 }, "pricepos_entry": { "b": 0.3907598744642367, "se": 0.13552628073208103, "p": 0.0039356058221274625, "lo": 0.1251332452706932, "hi": 0.6563865036577803 } }, "note": "S2; rebuilt events (72 h, 1 %/100 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1372202, "n_events_before_subsample": 15670 }, "exit_confirm_3d": { "n_rows": 800000, "n_events": 9153, "n_listings": 76357, "n_dealers": 907, "llf": -48557.28290006422, "joint_age_bins": { "stat": 137.07853871995718, "df": 8, "p": 9.606928760645776e-26 }, "seconds": 4.3, "coef": { "ldens": { "b": 0.017228712679049994, "se": 0.029674061955781355, "p": 0.5615111557455998, "lo": -0.040931380029291656, "hi": 0.07538880538739165 }, "resid_A2": { "b": 0.7035942539742289, "se": 0.24633359275576894, "p": 0.004286559090667681, "lo": 0.22078928399056502, "hi": 1.1863992239578929 }, "lprice": { "b": 0.006407426205546849, "se": 0.0922791436057109, "p": 0.9446431642779942, "lo": -0.17445637178584614, "hi": 0.18727122419693984 }, "lkm": { "b": 0.10272688948841761, "se": 0.0414707442841508, "p": 0.013245739075500166, "lo": 0.021445724279411743, "hi": 0.18400805469742348 }, "pricepos_entry": { "b": 0.3831062511769395, "se": 0.12475214800103081, "p": 0.002133866574923221, "lo": 0.13859653410090864, "hi": 0.6276159682529704 } }, "note": "S2; exit = inactive and last_seen <= snapshot - 3 d (exit on last observed listing-day); subsample", "n_rows_before_subsample": 1371918, "n_events_before_subsample": 15692 }, "exit_confirm_14d": { "n_rows": 800000, "n_events": 9153, "n_listings": 76357, "n_dealers": 907, "llf": -48557.28290006422, "joint_age_bins": { "stat": 137.07853871995718, "df": 8, "p": 9.606928760645776e-26 }, "seconds": 4.2, "coef": { "ldens": { "b": 0.017228712679049994, "se": 0.029674061955781355, "p": 0.5615111557455998, "lo": -0.040931380029291656, "hi": 0.07538880538739165 }, "resid_A2": { "b": 0.7035942539742289, "se": 0.24633359275576894, "p": 0.004286559090667681, "lo": 0.22078928399056502, "hi": 1.1863992239578929 }, "lprice": { "b": 0.006407426205546849, "se": 0.0922791436057109, "p": 0.9446431642779942, "lo": -0.17445637178584614, "hi": 0.18727122419693984 }, "lkm": { "b": 0.10272688948841761, "se": 0.0414707442841508, "p": 0.013245739075500166, "lo": 0.021445724279411743, "hi": 0.18400805469742348 }, "pricepos_entry": { "b": 0.3831062511769395, "se": 0.12475214800103081, "p": 0.002133866574923221, "lo": 0.13859653410090864, "hi": 0.6276159682529704 } }, "note": "S2; exit = inactive and last_seen <= snapshot - 14 d (exit on last observed listing-day); subsample", "n_rows_before_subsample": 1371918, "n_events_before_subsample": 15692 }, "S2L_with_stock": { "n_rows": 800000, "n_events": 10522, "n_listings": 111791, "n_dealers": 949, "llf": -54986.86400733871, "joint_age_bins": { "stat": 156.34590861994295, "df": 8, "p": 9.283380718559393e-30 }, "seconds": 4.4, "coef": { "ldens": { "b": 0.033901765953779105, "se": 0.022109493621571132, "p": 0.12518770420324948, "lo": -0.009432045260918363, "hi": 0.07723557716847657 }, "resid_A2": { "b": 0.08946749149735393, "se": 0.1562353631449835, "p": 0.5668846855699574, "lo": -0.21674819337835027, "hi": 0.39568317637305817 }, "lprice": { "b": 0.13581311956373843, "se": 0.07124948630827069, "p": 0.05662908835084449, "lo": -0.0038333075174518116, "hi": 0.27545954664492867 }, "lkm": { "b": 0.20169061490715923, "se": 0.026999180838215304, "p": 8.004295878130531e-14, "lo": 0.14877319285217327, "hi": 0.2546080369621452 }, "pricepos_entry": { "b": 0.2510714733855613, "se": 0.08770243048834543, "p": 0.004199615355623606, "lo": 0.07917786827177667, "hi": 0.42296507849934595 } }, "note": "S2L (S2 + left-censored stock, age from first_seen); subsample", "n_rows_before_subsample": 2604992, "n_events_before_subsample": 34103 } }, "C": { "published_full": { "n_rows": 1663763, "n_events": 43310, "n_listings": 79698, "joint_age_bins": { "stat": 103.62440517358681, "df": 8, "p": 7.740529695712129e-19 }, "coef": { "ldens": { "b": 0.03263557115954041, "se": 0.02987174627331568, "p": 0.27460326746328545 }, "resid_A2": { "b": 0.18037531058098882, "se": 0.22492737268678115, "p": 0.42259524491156253 }, "lprice": { "b": -0.3065456998284254, "se": 0.11057199904231711, "p": 0.0055650968936533825 }, "lkm": { "b": -0.5117463967736453, "se": 0.07034033627355975, "p": 3.456751633332205e-13 } }, "note": "results/hazards/summary.json as published (full S2 risk set)" }, "baseline_sub": { "n_rows": 800000, "n_events": 20663, "n_listings": 74841, "n_dealers": 908, "llf": -88577.13544057487, "joint_age_bins": { "stat": 92.50499484555837, "df": 8, "p": 1.4404891657451237e-16 }, "seconds": 12.4, "coef": { "ldens": { "b": 0.03321678475102413, "se": 0.030234595233505777, "p": 0.27192730174615753, "lo": -0.02604193299379358, "hi": 0.09247550249584184 }, "resid_A2": { "b": 0.21062313314462777, "se": 0.23364234967897518, "p": 0.36733491956846265, "lo": -0.24730745748947702, "hi": 0.6685537237787326 }, "lprice": { "b": -0.32029353649805165, "se": 0.11510223781572475, "p": 0.005391073617474832, "lo": -0.5458897771568364, "hi": -0.09469729583926689 }, "lkm": { "b": -0.5111065129912177, "se": 0.07147309301015005, "p": 8.612669844229198e-13, "lo": -0.6511912011547932, "hi": -0.3710218248276421 }, "prior_cuts": { "b": 0.015874341528157622, "se": 0.04073480938891362, "p": 0.6967586450683012, "lo": -0.06396441779121712, "hi": 0.09571310084753237 }, "pricepos_25": { "b": -0.13235848230286265, "se": 0.14154515029190115, "p": 0.3497381781476071, "lo": -0.40978187906129804, "hi": 0.1450649144555727 } }, "note": "S2; 1 %/100 $; 48 h; exit 7 d; subsample", "n_rows_before_subsample": 1663763, "n_events_before_subsample": 43310 }, "threshold_2pct_200": { "n_rows": 800000, "n_events": 20663, "n_listings": 74841, "n_dealers": 908, "llf": -88570.02340983273, "joint_age_bins": { "stat": 92.48988678932736, "df": 8, "p": 1.450716521041493e-16 }, "seconds": 11.9, "coef": { "ldens": { "b": 0.033104874764615655, "se": 0.030275986759382804, "p": 0.27420211151986007, "lo": -0.026234968880186185, "hi": 0.0924447184094175 }, "resid_A2": { "b": 0.19631510352495082, "se": 0.23252843496099934, "p": 0.3985225783618782, "lo": -0.2594322543800722, "hi": 0.6520624614299739 }, "lprice": { "b": -0.31900110101703794, "se": 0.11528980534884971, "p": 0.005658347169519822, "lo": -0.5449649672854167, "hi": -0.09303723474865921 }, "lkm": { "b": -0.5105395844676428, "se": 0.07144460370777686, "p": 8.937542084739692e-13, "lo": -0.6505684346246223, "hi": -0.37051073431066334 }, "prior_cuts": { "b": 0.07655608944523484, "se": 0.0428732719391735, "p": 0.07415809448643819, "lo": -0.007473979454936941, "hi": 0.16058615834540663 }, "pricepos_25": { "b": -0.12124583292005256, "se": 0.14206823861076706, "p": 0.3934187992271255, "lo": -0.3996944639441987, "hi": 0.15720279810409363 } }, "note": "S2; rebuilt events (48 h, 2 %/200 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1663763, "n_events_before_subsample": 43310 }, "threshold_0.5pct_50": { "n_rows": 800000, "n_events": 20663, "n_listings": 74841, "n_dealers": 908, "llf": -88576.56932412594, "joint_age_bins": { "stat": 93.99815609810958, "df": 8, "p": 7.156162123661721e-17 }, "seconds": 11.7, "coef": { "ldens": { "b": 0.034043784180482164, "se": 0.030096054016319963, "p": 0.25798311607700586, "lo": -0.02494339776827701, "hi": 0.09303096612924133 }, "resid_A2": { "b": 0.217220242065285, "se": 0.23432172122778558, "p": 0.3539176568600978, "lo": -0.2420418923366094, "hi": 0.6764823764671795 }, "lprice": { "b": -0.319771015733922, "se": 0.1150059529381874, "p": 0.00542796732958034, "lo": -0.5451785415004777, "hi": -0.09436348996736632 }, "lkm": { "b": -0.510915172492351, "se": 0.07137516540840275, "p": 8.1764429071943e-13, "lo": -0.6508079260834094, "hi": -0.3710224189012925 }, "prior_cuts": { "b": -0.02004386864857477, "se": 0.04101560065944941, "p": 0.6250619655281879, "lo": -0.1004329687453729, "hi": 0.06034523144822336 }, "pricepos_25": { "b": -0.13970638452554462, "se": 0.1410959008425184, "p": 0.32209984340286313, "lo": -0.4162492685431154, "hi": 0.13683649949202614 } }, "note": "S2; rebuilt events (48 h, 0.5 %/50 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1663763, "n_events_before_subsample": 43310 }, "transient_24h": { "n_rows": 800000, "n_events": 20663, "n_listings": 74841, "n_dealers": 908, "llf": -88577.36711529376, "joint_age_bins": { "stat": 92.83669365267542, "df": 8, "p": 1.233227741213581e-16 }, "seconds": 11.7, "coef": { "ldens": { "b": 0.033289408993428624, "se": 0.030237214594879377, "p": 0.2709220524134558, "lo": -0.025974442605343838, "hi": 0.09255326059220109 }, "resid_A2": { "b": 0.21139163518414206, "se": 0.23382127380053438, "p": 0.36595638864861435, "lo": -0.24688964028418425, "hi": 0.6696729106524684 }, "lprice": { "b": -0.32026371230940437, "se": 0.11512239978669923, "p": 0.005403487924269695, "lo": -0.5458994697051565, "hi": -0.09462795491365228 }, "lkm": { "b": -0.5110609770297935, "se": 0.07145419509657218, "p": 8.534332010423103e-13, "lo": -0.6511086259633735, "hi": -0.37101332809621346 }, "prior_cuts": { "b": 0.011926223222333346, "se": 0.04051038157043575, "p": 0.7684528914171403, "lo": -0.06747266565569589, "hi": 0.09132511210036258 }, "pricepos_25": { "b": -0.1331754746953301, "se": 0.14164255800176243, "p": 0.34710360688466446, "lo": -0.4107897870569101, "hi": 0.14443883766624993 } }, "note": "S2; rebuilt events (24 h, 1 %/100 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1663763, "n_events_before_subsample": 43310 }, "transient_72h": { "n_rows": 800000, "n_events": 20726, "n_listings": 74807, "n_dealers": 906, "llf": -88613.52753374574, "joint_age_bins": { "stat": 87.78727734560528, "df": 8, "p": 1.307054389828808e-15 }, "seconds": 11.8, "coef": { "ldens": { "b": 0.029961574898782047, "se": 0.031415595922986456, "p": 0.34022712209432293, "lo": -0.03161186166313477, "hi": 0.09153501146069887 }, "resid_A2": { "b": 0.17943403815499331, "se": 0.22547297932117535, "p": 0.4261414820498374, "lo": -0.26248488080145477, "hi": 0.6213529571114413 }, "lprice": { "b": -0.2913323496380107, "se": 0.1130445151243175, "p": 0.009961953267472595, "lo": -0.5128955279314664, "hi": -0.06976917134455496 }, "lkm": { "b": -0.5201436634514096, "se": 0.06866487164435903, "p": 3.588352393962709e-14, "lo": -0.6547243388774189, "hi": -0.38556298802540034 }, "prior_cuts": { "b": 0.042783567889361086, "se": 0.039158652698033015, "p": 0.27458265500644585, "lo": -0.03396598108189584, "hi": 0.11953311686061802 }, "pricepos_25": { "b": -0.16437126733901528, "se": 0.1417894015132408, "p": 0.2463488250981789, "lo": -0.44227338769445623, "hi": 0.11353085301642571 } }, "note": "S2; rebuilt events (72 h, 1 %/100 $); lprice/resid_A2 from baseline entry price; subsample", "n_rows_before_subsample": 1663683, "n_events_before_subsample": 43309 }, "exit_confirm_3d": { "n_rows": 800000, "n_events": 23078, "n_listings": 74841, "n_dealers": 908, "llf": -98316.98699711644, "joint_age_bins": { "stat": 79.9485117594081, "df": 8, "p": 5.006926066489224e-14 }, "seconds": 4.9, "coef": { "ldens": { "b": 0.03110410353336141, "se": 0.02919259919148659, "p": 0.2866591905946617, "lo": -0.026112339497065408, "hi": 0.08832054656378824 }, "resid_A2": { "b": 0.1506358268980398, "se": 0.22745671831336398, "p": 0.507803647698339, "lo": -0.2951711490378257, "hi": 0.5964428028339054 }, "lprice": { "b": -0.3087595698019252, "se": 0.10969290977462591, "p": 0.004881318190511835, "lo": -0.5237537223195936, "hi": -0.09376541728425677 }, "lkm": { "b": -0.4901781552983188, "se": 0.0703501381674053, "p": 3.2218063337159014e-12, "lo": -0.6280618924138499, "hi": -0.3522944181827878 }, "prior_cuts": { "b": 0.02073530310286293, "se": 0.03478815141825169, "p": 0.5511451767838639, "lo": -0.04744822076563638, "hi": 0.08891882697136225 }, "pricepos_25": { "b": -0.10474604964668684, "se": 0.1335985386997023, "p": 0.4330190493681365, "lo": -0.366594373885284, "hi": 0.15710227459191034 } }, "note": "S2; exit = inactive and last_seen <= snapshot - 3 d (exit on last observed listing-day); subsample", "n_rows_before_subsample": 1663763, "n_events_before_subsample": 48283 }, "exit_confirm_14d": { "n_rows": 800000, "n_events": 17745, "n_listings": 74841, "n_dealers": 908, "llf": -75904.27298015796, "joint_age_bins": { "stat": 110.33212981564293, "df": 8, "p": 3.2536502951463816e-20 }, "seconds": 12.4, "coef": { "ldens": { "b": 0.032254407770960426, "se": 0.031666871279033976, "p": 0.3084149116531254, "lo": -0.029811519439012002, "hi": 0.09432033498093285 }, "resid_A2": { "b": 0.20239341059346494, "se": 0.24175806845091843, "p": 0.40249513850299556, "lo": -0.27144369654230427, "hi": 0.6762305177292341 }, "lprice": { "b": -0.3313424927585332, "se": 0.1223395416781577, "p": 0.006761168387784018, "lo": -0.5711235883328593, "hi": -0.09156139718420722 }, "lkm": { "b": -0.5309352461058691, "se": 0.06684970892636866, "p": 1.9859067646451614e-15, "lo": 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732.4, "0.25": 9896.0, "0.5": 13913.0 }, "corr_equal_with_baseline": 1.0, "pca_explained": 0.5620756776112453 }, "two_week_aggregation": { "validation_noexit_fe": { "b": -7.885088301413056e-05, "se": 0.0051459568889627, "lo": -0.01098779216149028, "hi": 0.010830090395462018, "p_normal": 0.9877745885412658, "n": 34, "n_markets": 17, "r2": 0.6634675549004672 }, "periods": "weeks 2-3, 4-5, 6-7, 8-9, 10 (last period = 1 week)", "fit_periods": [ 0, 1 ], "eval_periods": [ 2, 3, 4 ], "corr_with_weekly_index_averaged": 0.9965009399569192, "pca_explained": 0.5777763446617102, "n_market_periods": 85 }, "province_vs_region": { "corr_province_equal_vs_region_weighted_equal": 0.8522680009668802, "spearman": 0.9166666666666666, "n_weeks": 9, "province_validation_pooled_eval_weeks": { "b": -0.0006881264712504699, "se": 0.00290808850291378, "lo": -0.013200621406665477, "hi": 0.011824368464164537, "p_normal": 0.8129477159161937, "n": 4, "n_markets": 1, "r2": 0.01312384274534839 }, "province_validation_pooled_all_weeks": { "b": 0.0022382091152351297, "se": 0.002145485888202372, "lo": -0.003011605731071567, "hi": 0.007488023961541827, "p_normal": 0.2968474211656221, "n": 8, "n_markets": 1, "r2": 0.12544280037871625 }, "region_validation": { "b": 0.00963865316712823, "se": 0.001312173031203675, "lo": 0.006856970604784343, "hi": 0.012420335729472117, "p_normal": 2.0489070460636824e-13, "n": 68, "n_markets": 17, "r2": 0.6544495736541885 }, "note": "province index has one market: pooled OLS with HC SEs on 4 (eval) / 8 (all) weekly points, descriptive only", "series": { "week": [ 2, 3, 4, 5, 6, 7, 8, 9, 10 ], "amli_equal": [ -0.07101883191220115, -0.6563206227100136, 0.48694462856853316, 0.6285292655009728, 0.35283848589371336, -0.07715222575650964, -0.5562250119261012, -0.1346939418482219, 0.027098254189807845 ], "amli_pca": [ 1.4029652087114035, 0.12539455994081872, 0.20983205662360604, 0.2941286980256481, -0.042292438572133, -0.17219928517042338, 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