Nuisance OLS correlations in market model parameter shift studies
J. I. McGill ; T. Johnsen
| Year of publication: |
1996
|
|---|---|
| Authors: | MacGill, Jeff I. |
| Other Persons: | Johnsen, Thomajean (contributor) |
| Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 35.1996, 2, p. 38-54
|
| Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Theorie | Theory | Ereignisstudie | Event study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | OLS = Ordinary least square |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001202439