HAC standard errors and the event study methodology : a cautionary note
Year of publication: |
2010
|
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Authors: | Ford, George S. ; Jackson, John D. ; Skinner, Sarah J. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 10/12, p. 1153-1156
|
Subject: | Schätztheorie | Estimation theory | Ereignisstudie | Event study | Wissenschaftliche Methode | Scientific method | Statistischer Fehler | Statistical error | Börsenkurs | Share price |
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