Inconsistency of HAC standard errors in event studies with i.i.d. errors
Thomas B. Fomby and Justin R. Murfin
| Year of publication: |
2005
|
|---|---|
| Authors: | Fomby, Thomas B. ; Murfin, Justin R. |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 4, p. 239-242
|
| Subject: | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory | Ereignisstudie | Event study |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003016829